# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001410368-26-038302
**Filing Date:** 2026-4
**Character Count:** 309226
**Document Hash:** b991017fb90c9a1bebe60b7bb3614260
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-038302.hdr.sgml**: 20260421

**ACCESSION NUMBER**: 0001410368-26-038302

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260421

**DATE AS OF CHANGE**: 20260421

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLSPRING FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001081400

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09253
- **FILM NUMBER:** 26876903

**BUSINESS ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203
- **BUSINESS PHONE:** 833-568-4255

**MAIL ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WELLS FARGO FUNDS TRUST
- **DATE OF NAME CHANGE:** 19990308

## Series and Classes Contracts Data

### Allspring Ultra Short-Term Income Fund (Series ID: S000007431)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000020395 | Class A             | SADAX           |
| C000020396 | Institutional Class | SADIX           |
| C000220297 | Class A2            | WUSNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ALLSPRING FUNDS TRUST

- **b. Investment Company Act file number:** 811-09253

- **c. CIK number of Registrant:** 0001081400

- **d. LEI of Registrant:** 549300XROIY0CTN7RZ24

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

  - **Street Address 1:** 1415 Vantage Park Drive

  - **City:** Charlotte

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 28203

  - **Telephone number:** 833-568-4255

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

- **a. Name of Series:** Allspring Ultra Short-Term Income Fund

- **b. EDGAR series identifier (if any):** S000007431

- **c. LEI of Series:** 549300YSJF3G2WMEW567

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $1843740138.53

**Total Liabilities:** $30415296.08

**Net Assets:** $1813324842.45

**Delayed Delivery Securities:** $23925168.11

**Cash Not Reported:** $3074313.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6460.43000000 | **1-Year:** -106225.64000000 | **5-Year:** -60553.71000000 | **10-Year:** -11275.80000000 | **30-Year:** -2705.92000000

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

- **3-Month:** -319.10000000 | **1-Year:** -10179.32000000 | **5-Year:** -6743.96000000 | **10-Year:** -2043.22000000 | **30-Year:** -163.77000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000020396 | 0.48%                | 0.46%                | 0.21%                |
| Class ID C000020395 | 0.35%                | 0.45%                | 0.31%                |
| Class ID C000220297 | 0.47%                | 0.45%                | 0.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $178099.33               | $407371.54                                 |
| Month 2  | $-542449.55              | $1353010.70                                |
| Month 3  | $353812.10               | $1087026.56                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S4E52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    309987 | PA      | $318743.21    | 0.02%             | 2035-10-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                       | PFS Financing Corp                                                              | CUSIP: 69335PGA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575000 | PA      | $575402.62    | 0.03%             | 2029-07-15      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JBFA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337725 | PA      | $348719.20    | 0.02%             | 2034-10-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6762809.88   | 0.37%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2017-6                                                | CUSIP: 89175JAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    283146 | PA      | $279855.22    | 0.02%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336SRX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35358 | PA      | $36159.24     | 0.00%             | 2033-05-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4926415.25   | 0.27%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128LLZG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58724 | PA      | $61449.55     | 0.00%             | 2042-08-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                   | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $5010637.45   | 0.28%             | 2028-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2025-VLT6                                                              | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5005000 | PA      | $4989359.38   | 0.28%             | 2042-03-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                       | Abbott Laboratories                                                             | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4999708.45   | 0.28%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                       | Delta Air Lines Inc                                                             | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2973622.45   | 0.16%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                  | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31396HZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1459495 | PA      | $1389605.55   | 0.08%             | 2036-03-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                         | Bunker Hill Loan Depositary Trust 2019-2                                        | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322467 | PA      | $318276.44    | 0.02%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2020-R1                                                | CUSIP: 034651AA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   1167102 | PA      | $1125378.00   | 0.06%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae Trust 2004-W1                                                        | CUSIP: 31393U4S9<br>LEI: 5493001NEANKKEPIN618 | Long             | ABS-MBS          | USGSE             | US        |     21062 | PA      | $20951.16     | 0.00%             | 2043-01-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                     | NextGear Floorplan Master Owner Trust                                           | CUSIP: 65341KBZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8960000 | PA      | $9081988.61   | 0.50%             | 2029-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128Q43Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98465 | PA      | $100320.20    | 0.01%             | 2037-10-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31407PJH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66202 | PA      | $67843.06     | 0.00%             | 2035-10-01      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                   | CUSIP: 842400JB0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.28%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31402C3C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1128 | PA      | $1128.89      | 0.00%             | 2033-01-01      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae Trust 2003-W2                                                        | CUSIP: 31392JAD1<br>LEI: 5493001NEANKKEPIN618 | Long             | ABS-MBS          | USGSE             | US        |    130031 | PA      | $137532.19    | 0.01%             | 2042-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31402C3B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327448 | PA      | $333377.33    | 0.02%             | 2033-05-01      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31411WPJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94878 | PA      | $98997.61     | 0.01%             | 2036-10-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                        | Aqua Finance Trust 2021-A                                                       | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2043524 | PA      | $1896696.52   | 0.10%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                        | A&D Mortgage Trust 2026-NQM1                                                    | CUSIP: 00040DAC7<br>LEI: 984500FEB1BEC4C6Y473 | Long             | ABS-MBS          | CORP              | US        |   2271864 | PA      | $2275909.72   | 0.13%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3037430.04   | 0.17%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31409XEN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166120 | PA      | $171527.30    | 0.01%             | 2037-05-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130921 | PA      | $135009.80    | 0.01%             | 2036-09-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31378UXN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       955 | PA      | $956.33       | 0.00%             | 2026-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5075155.45   | 0.28%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SYENSQO FINANCE AMERICA                                   | Syensqo Finance America LLC                                                     | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6751689.82   | 0.37%             | 2029-06-04      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2001-HYB1                                       | CUSIP: 12669B2W1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46976 | PA      | $46673.97     | 0.00%             | 2031-06-19      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Acacia LLC                                                | Acacia 2025-1 LLC                                                               | CUSIP: 00401PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2797829 | PA      | $2800184.90   | 0.15%             | 2037-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 31392EX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2316292 | PA      | $2335664.17   | 0.13%             | 2042-04-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31348MXS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4361 | PA      | $4322.90      | 0.00%             | 2027-08-01      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                       | Citadel Finance LLC                                                             | CUSIP: 17287HAA8<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999239.71   | 0.17%             | 2026-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                  | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31392MH47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    299441 | PA      | $360245.26    | 0.02%             | 2042-02-25      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31385SEH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18839 | PA      | $18527.86     | 0.00%             | 2034-06-01      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                             | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  37000000 | PA      | $36839574.29  | 2.03%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31387JR57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14995 | PA      | $15633.04     | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31391LJN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59897 | PA      | $60567.93     | 0.00%             | 2033-02-01      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| HAVN Trust                                                | HAVN Trust 2025-MOB                                                             | CUSIP: 40408XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1775000 | PA      | $1771671.88   | 0.10%             | 2035-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                             | Lendbuzz Securitization Trust 2024-3                                            | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3277340 | PA      | $3279731.00   | 0.18%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31410F4D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       897 | PA      | $890.75       | 0.00%             | 2038-01-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                           | SBA Tower Trust                                                                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              |  | US        |   5099000 | PA      | $5204865.95   | 0.29%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JA4Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462931 | PA      | $484754.86    | 0.03%             | 2045-02-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300M6U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298398 | PA      | $308262.07    | 0.02%             | 2038-09-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JNSP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63872 | PA      | $65924.51     | 0.00%             | 2037-04-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                        | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6034634.40   | 0.33%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                       | Quanta Services Inc                                                             | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   6505000 | PA      | $6575721.84   | 0.36%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7079377.55   | 0.39%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                      | Western Union Co/The                                                            | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2195071.62   | 0.12%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                   | Alaska Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3204414 | PA      | $3230608.02   | 0.18%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31385WZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25629 | PA      | $26279.15     | 0.00%             | 2040-04-01      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31402RN88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30150 | PA      | $30658.34     | 0.00%             | 2034-03-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                             | Commonbond Student Loan Trust 2018-BGS                                          | CUSIP: 20268MAA4<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |   1296724 | PA      | $1255735.32   | 0.07%             | 2045-09-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                   | Corebridge Global Funding                                                       | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3219935.01   | 0.18%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JA3N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319116 | PA      | $331929.82    | 0.02%             | 2044-09-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31373HXX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40638 | PA      | $39853.09     | 0.00%             | 2034-04-01      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                   | Fannie Mae Grantor Trust 2002-T12                                               | CUSIP: 31392D7J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    617741 | PA      | $634193.01    | 0.03%             | 2041-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                 | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7063942.55   | 0.39%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                  | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10030025.00  | 0.55%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295LBY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53611 | PA      | $54204.60     | 0.00%             | 2030-06-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| iShares 0-5 Year High Yield Corporate Bond ETF            | iShares 0-5 Year High Yield Corporate Bond ETF                                  | CUSIP: 46434V407<br>LEI: 549300R96U5WQ7R5ID10 | Long             | EC               | RF                | US        |    431613 | NS      | $18455771.88  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Credit Acceptance Receivables Trust              | American Credit Acceptance Receivables Trust 2024-4                             | CUSIP: 024945AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4477818 | PA      | $4481668.76   | 0.25%             | 2028-11-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3492453.65   | 0.19%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JR2U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19830 | PA      | $19952.47     | 0.00%             | 2034-07-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2959861.77   | 0.16%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 31392BMX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10722 | PA      | $10740.93     | 0.00%             | 2032-01-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3023663.16   | 0.17%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae Trust 2003-W3                                                        | CUSIP: 31392JYJ2<br>LEI: 5493001NEANKKEPIN618 | Long             | ABS-MBS          | USGSE             | US        |     11419 | PA      | $11152.61     | 0.00%             | 2042-08-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QAF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146642 | PA      | $148099.16    | 0.01%             | 2032-04-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31348SUM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5200 | PA      | $5192.46      | 0.00%             | 2026-11-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95925000 | PA      | $95960222.70  | 5.29%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JR2V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102771 | PA      | $103401.71    | 0.01%             | 2033-08-01      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-2                                               | CUSIP: 92538FAA2<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1128042 | PA      | $1042126.67   | 0.06%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| GSJP Trust                                                | GSJP Trust 2025-BEDS                                                            | CUSIP: 362946AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2165000 | PA      | $2162844.53   | 0.12%             | 2042-12-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QJYD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35809 | PA      | $36604.74     | 0.00%             | 2037-02-01      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                      | Bayer US Finance LLC                                                            | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2532375.60   | 0.14%             | 2026-11-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                       | Starwood Mortgage Residential Trust 2021-2                                      | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1196097 | PA      | $1142757.92   | 0.06%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                            | OWN Equipment Fund III LLC                                                      | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3564107 | PA      | $3612391.93   | 0.20%             | 2034-03-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Avtech Equipment Receivables Funding LLC                  | Avtech Equipment Receivables Funding 2026-1 LLC                                 | CUSIP: 05452AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7997536.80   | 0.44%             | 2033-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                            | US Bank NA                                                                      | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    453505 | PA      | $457992.87    | 0.03%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2021-HX1 Mortgage Loan Trust                                               | CUSIP: 19688KAA2<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   8438234 | PA      | $7426197.41   | 0.41%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                           | SiriusPoint Ltd                                                                 | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |   6500000 | PA      | $6835423.08   | 0.38%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                               | Cencora Inc                                                                     | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $3179270.38   | 0.18%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                     | TRK 2021-INV2 Trust                                                             | CUSIP: 87267TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7912828 | PA      | $7282706.94   | 0.40%             | 2056-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S5CP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88980 | PA      | $92339.66     | 0.01%             | 2037-09-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                | GLS Auto Receivables Issuer Trust 2026-1                                        | CUSIP: 36274AAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3752677.13   | 0.21%             | 2029-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138NYZ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115324 | PA      | $120035.44    | 0.01%             | 2043-02-01      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31403LQG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15117 | PA      | $15139.32     | 0.00%             | 2033-08-01      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 3137AFA69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    388232 | PA      | $386261.34    | 0.02%             | 2041-09-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7735000 | PA      | $7875964.11   | 0.43%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                  | Equitable America Global Funding                                                | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5226347.36   | 0.29%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-2                               | CHNGE Mortgage Trust 2022-2                                                     | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8957338 | PA      | $8936231.85   | 0.49%             | 2067-03-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                   | Fannie Mae Grantor Trust 2004-T3                                                | CUSIP: 31393YU78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175403 | PA      | $180956.03    | 0.01%             | 2044-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31378QBE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4928 | PA      | $4951.75      | 0.00%             | 2027-06-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 36225FA82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10560 | PA      | $10787.71     | 0.00%             | 2041-01-20      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31386SJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9736 | PA      | $9785.27      | 0.00%             | 2027-07-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295K4L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16201 | PA      | $16310.79     | 0.00%             | 2029-11-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 31392MP22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34182 | PA      | $34241.20     | 0.00%             | 2032-03-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                  | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31393LFP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    329447 | PA      | $322373.14    | 0.02%             | 2043-02-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31388MXL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49988 | PA      | $50877.75     | 0.00%             | 2031-08-01      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31412FSD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60616 | PA      | $61116.81     | 0.00%             | 2030-08-01      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae Trust 2003-W8                                                        | CUSIP: 31393CX81<br>LEI: 5493001NEANKKEPIN618 | Long             | ABS-MBS          | USGSE             | US        |    351657 | PA      | $357057.12    | 0.02%             | 2042-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   5407000 | PA      | $5389443.31   | 0.30%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128Q43C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83207 | PA      | $84896.26     | 0.00%             | 2035-12-01      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QEY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218215 | PA      | $226393.19    | 0.01%             | 2045-07-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                              | CUSIP: 592179KL8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5078903.20   | 0.28%             | 2027-06-11      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                      | Atlas Warehouse Lending Co LP                                                   | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000115.50   | 0.28%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                 | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5005386.65   | 0.28%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220473 | PA      | $227033.01    | 0.01%             | 2035-11-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31402DSM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157186 | PA      | $158804.53    | 0.01%             | 2033-08-01      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2025-VOLT                                                              | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4950000 | PA      | $4959259.97   | 0.27%             | 2044-12-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2017-1                                       | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457644 | PA      | $406415.50    | 0.02%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31412YBD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63190 | PA      | $65841.16     | 0.00%             | 2037-07-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2017-4                                                | CUSIP: 89173UAA5<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    318797 | PA      | $313932.67    | 0.02%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                | CUSIP: 830505BE2<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   7000000 | PA      | $7083437.48   | 0.39%             | 2028-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                           | Residential Mortgage Loan Trust 2021-1R                                         | CUSIP: 76090NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    808164 | PA      | $786527.48    | 0.04%             | 2065-01-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31402Q4Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11872 | PA      | $12076.91     | 0.00%             | 2033-05-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31400YA71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141441 | PA      | $144788.84    | 0.01%             | 2033-04-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31404GU58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15818 | PA      | $15883.51     | 0.00%             | 2029-05-01      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336CMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118316 | PA      | $121440.56    | 0.01%             | 2035-01-01      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31413H5B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295052 | PA      | $303966.37    | 0.02%             | 2037-09-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                     | ARI Fleet Lease Trust 2026-A                                                    | CUSIP: 04033DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7550000 | PA      | $7567757.60   | 0.42%             | 2034-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                      | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7131148.57   | 0.39%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31407FUY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148774 | PA      | $153292.57    | 0.01%             | 2035-08-01      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128NUFL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    302467 | PA      | $314008.75    | 0.02%             | 2038-04-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31349TE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19392 | PA      | $19960.85     | 0.00%             | 2034-05-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 3137FQEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2371851 | PA      | $2342984.78   | 0.13%             | 2049-12-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Corp Trust 2018-LUAU                                     | CUSIP: 36256AAA0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   2660721 | PA      | $2640766.03   | 0.15%             | 2032-11-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    696536 | PA      | $636165.45    | 0.04%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Imprint Payments Credit Card Master Trust                 | Imprint Payments Credit Card Master Trust                                       | CUSIP: 45333GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6350000 | PA      | $6368444.85   | 0.35%             | 2029-09-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31415QK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100484 | PA      | $104041.64    | 0.01%             | 2036-05-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31348S4G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       361 | PA      | $363.53       | 0.00%             | 2028-01-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EJ5V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85484 | PA      | $87888.63     | 0.00%             | 2036-09-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LTC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298369 | PA      | $309610.79    | 0.02%             | 2037-01-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31383QTJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45190 | PA      | $45819.84     | 0.00%             | 2039-12-01      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31404GF55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179587 | PA      | $185259.39    | 0.01%             | 2033-09-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                  | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 3133TPFD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222268 | PA      | $222236.98    | 0.01%             | 2030-10-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3400000 | PA      | $3415735.95   | 0.19%             | 2030-02-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                  | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 3133TQCC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    365355 | PA      | $365149.08    | 0.02%             | 2030-12-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7002194.22   | 0.39%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31400QCN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35574 | PA      | $36264.36     | 0.00%             | 2033-01-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31410GJV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43657 | PA      | $44285.92     | 0.00%             | 2033-09-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31377Y6E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6639 | PA      | $6671.97      | 0.00%             | 2027-05-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MTV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120324 | PA      | $123724.34    | 0.01%             | 2038-05-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                         | Imperial Fund Mortgage Trust 2021-NQM3                                          | CUSIP: 452762AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2906833 | PA      | $2553072.16   | 0.14%             | 2056-11-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                  | National Australia Bank Ltd/New York                                            | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   7000000 | PA      | $7096195.26   | 0.39%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 3137AFGG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6538 | PA      | $6536.20      | 0.00%             | 2041-01-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                             | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3625000 | PA      | $3683615.16   | 0.20%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                       | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4917557.00   | 0.27%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Limited Duration Bond ETF                        | JPMorgan Limited Duration Bond ETF                                              | CUSIP: 46654Q773<br>LEI: 5493000BIWEW3H1AQT90 | Long             | EC               | RF                | US        |    875285 | NS      | $46171283.75  | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S6CQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    590933 | PA      | $610847.89    | 0.03%             | 2037-04-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                        | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2177242.43   | 0.12%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31405GMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55300 | PA      | $56085.20     | 0.00%             | 2033-12-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JR2M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69218 | PA      | $70503.03     | 0.00%             | 2035-06-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31391D6D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28933 | PA      | $28856.98     | 0.00%             | 2031-09-01      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                      | Truist Bank Auto Credit-Linked Notes Series 2025-1                              | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4265333 | PA      | $4289251.94   | 0.24%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                  | Banque Ouest Africaine de Developpement                                         | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |   6000000 | PA      | $5989853.58   | 0.33%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31384VXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27305 | PA      | $27453.90     | 0.00%             | 2029-07-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization LLC           | Tesla Lease Electric Vehicle Securitization 2025-A LLC                          | CUSIP: 88162VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7130000 | PA      | $7176027.00   | 0.40%             | 2028-11-20      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                | Affirm Asset Securitization Trust 2024-B                                        | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7018316.90   | 0.39%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust               | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4967721 | PA      | $4966086.57   | 0.27%             | 2037-02-19      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31406L4G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77018 | PA      | $79124.48     | 0.00%             | 2035-03-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31401EWB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8336 | PA      | $8440.70      | 0.00%             | 2032-03-01      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                  | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 3133TKPF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    593917 | PA      | $579557.34    | 0.03%             | 2029-06-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31384VJ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8526 | PA      | $8579.99      | 0.00%             | 2028-07-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                   | BDS 2025-FL14 LLC                                                               | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6480000 | PA      | $6487073.57   | 0.36%             | 2042-10-17      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 31392KBP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25524 | PA      | $2485.05      | 0.00%             | 2032-03-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31389YSS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12257 | PA      | $12456.97     | 0.00%             | 2031-01-01      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31402G5Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96722 | PA      | $98399.61     | 0.01%             | 2032-12-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                  | Ares Strategic Income Fund                                                      | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3740604.67   | 0.21%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                              | Dell Equipment Finance Trust 2025-1                                             | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1937435 | PA      | $1942707.90   | 0.11%             | 2027-07-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31410KVF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2203 | PA      | $2195.03      | 0.00%             | 2027-10-01      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QPNA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88373 | PA      | $90910.59     | 0.01%             | 2036-07-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295MF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7744 | PA      | $7795.79      | 0.00%             | 2029-09-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31405QCV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72162 | PA      | $74391.75     | 0.00%             | 2034-10-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JBE69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1251765 | PA      | $1295931.19   | 0.07%             | 2044-07-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43958 | PA      | $45192.04     | 0.00%             | 2035-05-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                               | Citibank NA                                                                     | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5043954.20   | 0.28%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                         | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4035379.76   | 0.22%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                    | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $5008894.40   | 0.28%             | 2030-04-10      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    361049 | PA      | $373052.57    | 0.02%             | 2039-09-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                        | RGA Global Funding                                                              | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7035488.74   | 0.39%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -407 | NC      | $-153283.94   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EMJS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163556 | PA      | $168597.84    | 0.01%             | 2038-04-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31381JQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171301 | PA      | $172432.78    | 0.01%             | 2036-01-01      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336CLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131970 | PA      | $135163.80    | 0.01%             | 2034-02-01      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31407GCY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359315 | PA      | $375630.62    | 0.02%             | 2035-05-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31402RX61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21823 | PA      | $21963.88     | 0.00%             | 2033-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295KYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12944 | PA      | $12927.58     | 0.00%             | 2027-07-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                  | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   2085000 | PA      | $2153696.66   | 0.12%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                      | Howmet Aerospace Inc                                                            | CUSIP: 443201AF5<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4994265.95   | 0.28%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                        | A&D Mortgage Trust 2024-NQM5                                                    | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |   3459260 | PA      | $3488729.64   | 0.19%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                  | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7129102.89   | 0.39%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EH6Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47236 | PA      | $48647.64     | 0.00%             | 2036-01-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128SGAK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3229 | PA      | $3175.22      | 0.00%             | 2030-11-01      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 31396XWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36628 | PA      | $37190.55     | 0.00%             | 2036-08-27      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                             | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   5000000 | PA      | $5019995.70   | 0.28%             | 2029-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S6CM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    398452 | PA      | $414571.84    | 0.02%             | 2040-01-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EQDK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90709 | PA      | $93079.91     | 0.01%             | 2037-01-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                           | CFCRE Commercial Mortgage Trust 2016-C4                                         | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550147 | PA      | $548776.73    | 0.03%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138ENGE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19731 | PA      | $20481.53     | 0.00%             | 2044-02-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                 | Avant Loans Funding Trust 2026-REV1                                             | CUSIP: 05359NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6503272.10   | 0.36%             | 2036-05-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EKXA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76641 | PA      | $79962.96     | 0.00%             | 2035-08-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co/The                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5122189.50   | 0.28%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31416BPP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73901 | PA      | $76736.77     | 0.00%             | 2037-07-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae REMIC Trust 2004-W12                                                 | CUSIP: 31394A7H3<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |    975339 | PA      | $955402.02    | 0.05%             | 2044-06-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                   | Bank of New York Mellon/The                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $4820863.93   | 0.27%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QHTB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259795 | PA      | $267812.92    | 0.01%             | 2037-01-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MP98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148549 | PA      | $152638.72    | 0.01%             | 2037-01-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31407UMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222497 | PA      | $232909.90    | 0.01%             | 2034-11-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JRCM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14965 | PA      | $15269.04     | 0.00%             | 2034-04-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                           | Prestige Auto Receivables Trust 2024-2                                          | CUSIP: 74113SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3255000 | PA      | $3253418.72   | 0.18%             | 2029-02-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                           | M&T Bank Auto Receivables Trust 2024-1                                          | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3301781 | PA      | $3337486.98   | 0.18%             | 2032-02-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                         | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   6570000 | PA      | $6505210.01   | 0.36%             | 2027-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                           | Carmax Select Receivables Trust 2025-B                                          | CUSIP: 14320BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5256740.48   | 0.29%             | 2029-03-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31406LZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49400 | PA      | $50708.71     | 0.00%             | 2034-12-01      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                    | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3664582.31   | 0.20%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2020-5                                                 | CUSIP: 03464WAB8<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |    220892 | PA      | $214421.42    | 0.01%             | 2065-05-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| GSJP Trust                                                | GSJP Trust 2025-BEDS                                                            | CUSIP: 362946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1118876.64   | 0.06%             | 2042-12-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31390RLT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20119 | PA      | $20239.18     | 0.00%             | 2033-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2018-3                                                | CUSIP: 89175MAA1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1686629 | PA      | $1665717.32   | 0.09%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                       | Ashtead Capital Inc                                                             | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2845007.94   | 0.16%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                       | Citadel Finance LLC                                                             | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6966994.65   | 0.38%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31385TW44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6768 | PA      | $6875.97      | 0.00%             | 2034-05-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                    | SLM Student Loan Trust 2013-1                                                   | CUSIP: 78447MAC2<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |   2215673 | PA      | $2201840.42   | 0.12%             | 2055-05-26      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2018-CX12 Commercial Mortgage Trust                                       | CUSIP: 12595XAR4<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    527532 | PA      | $526224.02    | 0.03%             | 2051-08-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                         | Imperial Fund Mortgage Trust 2020-NQM1                                          | CUSIP: 452760AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1159556 | PA      | $1108297.00   | 0.06%             | 2055-10-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2020-RPL1                                       | CUSIP: 10568YAA6<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    226004 | PA      | $223304.76    | 0.01%             | 2059-05-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138ELZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46075 | PA      | $47984.41     | 0.00%             | 2042-09-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295LVA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13870 | PA      | $14054.66     | 0.00%             | 2030-09-01      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JR2J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84470 | PA      | $85238.78     | 0.00%             | 2035-06-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Wilshire Funding Corporation                              | Wilshire Funding Corp                                                           | CUSIP: 126342FX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22855 | PA      | $19961.75     | 0.00%             | 2032-08-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae REMIC Trust 2001-W1                                                  | CUSIP: 31359S2J8<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |     10397 | PA      | $10010.58     | 0.00%             | 2031-08-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138XUYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218721 | PA      | $227331.44    | 0.01%             | 2044-06-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EPYB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3761 | PA      | $3889.83      | 0.00%             | 2038-04-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                    | National Securities Clearing Corp                                               | CUSIP: 637639AN5<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5038964.30   | 0.28%             | 2027-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                   | Fannie Mae Grantor Trust 2001-T8                                                | CUSIP: 313920UK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35882 | PA      | $37025.20     | 0.00%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                   | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2891000 | PA      | $2858943.20   | 0.16%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Camber Credit Auto Trust                                  | Camber Credit 2026-1 Auto Trust                                                 | CUSIP: 13189HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4560000 | PA      | $4560000.00   | 0.25%             | 2031-12-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31387TZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5373 | PA      | $5427.62      | 0.00%             | 2028-10-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                       | Nissan Auto Receivables 2025-B Owner Trust                                      | CUSIP: 65490DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9725000 | PA      | $9740021.24   | 0.54%             | 2028-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                          | OneMain Financial Issuance Trust 2021-1                                         | CUSIP: 68269MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13300000 | PA      | $12995782.45  | 0.72%             | 2036-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128NH6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91217 | PA      | $94127.22     | 0.01%             | 2035-08-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LSV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119879 | PA      | $124329.12    | 0.01%             | 2038-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                    | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3093425.89   | 0.17%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31410GD91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20276 | PA      | $20844.29     | 0.00%             | 2035-06-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31402Q4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13605 | PA      | $13742.31     | 0.00%             | 2030-07-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31346VHJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       203 | PA      | $199.30       | 0.00%             | 2030-01-01      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                             | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  44000000 | PA      | $43964539.08  | 2.42%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                         | Imperial Fund Mortgage Trust 2022-NQM3                                          | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9576899 | PA      | $9545846.89   | 0.53%             | 2067-05-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                           | AREIT 2025-CRE11                                                                | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4425000 | PA      | $4432883.58   | 0.24%             | 2043-07-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERG RE III                                  | Centerpoint Energy Restoration Bond Co III LLC                                  | CUSIP: 15202GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20032400.00  | 1.10%             | 2030-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MNT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49132 | PA      | $51008.70     | 0.00%             | 2044-07-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae REMIC Trust 2003-W10                                                 | CUSIP: 31393DUG4<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |    739392 | PA      | $732668.50    | 0.04%             | 2043-06-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138ENY45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162067 | PA      | $165391.82    | 0.01%             | 2035-11-01      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EN5Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139690 | PA      | $141923.34    | 0.01%             | 2035-11-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31402RUT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398965 | PA      | $394924.05    | 0.02%             | 2037-09-01      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                   | Hyundai Auto Lease Securitization Trust 2026-A                                  | CUSIP: 448970AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8100000 | PA      | $8134417.71   | 0.45%             | 2028-12-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                          | First Investors Auto Owner Trust 2023-1                                         | CUSIP: 320986AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231768 | PA      | $233380.36    | 0.01%             | 2028-10-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                  | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 3133TMG26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1339175 | PA      | $1305246.58   | 0.07%             | 2029-12-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust            | Finance of America Structured Securities Trust 2022-S6                          | CUSIP: 31740XAA5<br>LEI: 2549002UL0FAQKYSIR51 | Long             | ABS-MBS          | CORP              | US        |   3619750 | PA      | $3657982.68   | 0.20%             | 2061-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                      | Fifth Third Bank NA                                                             | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3025656.54   | 0.17%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 31392BTR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6353 | PA      | $6381.09      | 0.00%             | 2032-02-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128HDMT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3562 | PA      | $3586.78      | 0.00%             | 2030-09-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31384HFY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       310 | PA      | $311.32       | 0.00%             | 2028-06-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336CL27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6187 | PA      | $6331.36      | 0.00%             | 2034-04-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 31396HGJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45145 | PA      | $45059.17     | 0.00%             | 2030-09-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                            | Mercedes-Benz Auto Lease Trust 2026-A                                           | CUSIP: 58770YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6750000 | PA      | $6776575.43   | 0.37%             | 2030-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                              | Blue Owl Asset Leasing Trust 2024-1 LLC                                         | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2280081 | PA      | $2288625.69   | 0.13%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31391XDW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165704 | PA      | $168065.76    | 0.01%             | 2040-08-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                | Flagship Credit Auto Trust 2024-1                                               | CUSIP: 33843VAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5018233.50   | 0.28%             | 2028-10-16      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                | Barings Equipment Finance LLC 2025-A                                            | CUSIP: 06764MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4308216 | PA      | $4333190.07   | 0.24%             | 2028-10-13      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295KWB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12659 | PA      | $12660.87     | 0.00%             | 2027-11-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31387TZM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1436 | PA      | $1453.82      | 0.00%             | 2030-03-01      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EKDJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199226 | PA      | $202890.04    | 0.01%             | 2037-10-01      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31407JNR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112695 | PA      | $115745.15    | 0.01%             | 2035-07-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JBE77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1337402 | PA      | $1395779.78   | 0.08%             | 2038-07-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                         | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7075424.09   | 0.39%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLSPRING GOVERNMENT MONEY MAR                            | ALLSPRING GOVERNMENT MONEY MAR                                                  | CUSIP: 000000000<br>LEI: 549300GFSYYLVYEWA041 | Long             | STIV             | RF                | US        |   6929053 | NS      | $6929052.63   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae Trust 2003-W6                                                        | CUSIP: 31393BW76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244564 | PA      | $246718.24    | 0.01%             | 2042-08-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust    | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C                   | CUSIP: 85855EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3508135.05   | 0.19%             | 2028-06-20      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                           | CUSIP: 31287QEJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80512 | PA      | $84435.15     | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31385W7J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60023 | PA      | $62413.02     | 0.00%             | 2032-12-01      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128NGBV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76583 | PA      | $78828.63     | 0.00%             | 2035-02-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                           | CarMax Select Receivables Trust 2026-A                                          | CUSIP: 142929AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10003239.70  | 0.55%             | 2029-12-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2021-NQM3 Trust                                                             | CUSIP: 67114JAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   3039561 | PA      | $2600433.52   | 0.14%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| FRONTIER CALIFORNIA INC                                   | Frontier California Inc                                                         | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3405000 | PA      | $3490125.00   | 0.19%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JR3Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58123 | PA      | $59704.55     | 0.00%             | 2034-12-01      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MM42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    369561 | PA      | $382341.50    | 0.02%             | 2037-08-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31407A7G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8123 | PA      | $8366.66      | 0.00%             | 2035-07-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                  | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31396HZN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1507707 | PA      | $1469312.64   | 0.08%             | 2036-03-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya Ai Debt Grantor Trust 2025-6                                             | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2944729 | PA      | $2941669.90   | 0.16%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LZL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159218 | PA      | $165613.06    | 0.01%             | 2036-06-01      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                       | PFS Financing Corp                                                              | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6031000 | PA      | $6089793.81   | 0.34%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5251201.20   | 0.29%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31415QLL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48389 | PA      | $49863.68     | 0.00%             | 2034-12-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                    | SLM Private Education Loan Trust 2010-C                                         | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |   2088926 | PA      | $2192930.40   | 0.12%             | 2041-10-15      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                           | CUSIP: 3128MEZJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1545 | PA      | $1552.71      | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31404NFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34933 | PA      | $35834.98     | 0.00%             | 2035-07-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2025-NYCH                                 | CUSIP: 95004KAA9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2988750.00   | 0.16%             | 2042-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JRGE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272492 | PA      | $280930.25    | 0.02%             | 2035-04-01      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                  | Lincoln Financial Global Funding                                                | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5485107.32   | 0.30%             | 2029-01-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31388GXS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24933 | PA      | $25132.69     | 0.00%             | 2031-10-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust                             | ECMC Group Student Loan Trust 2020-2                                            | CUSIP: 26829HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3121110 | PA      | $3142546.12   | 0.17%             | 2069-11-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31342AUL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194708 | PA      | $198751.50    | 0.01%             | 2033-06-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                   | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3112914.00   | 0.17%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                         | Imperial Fund Mortgage Trust 2021-NQM1                                          | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1304832 | PA      | $1184780.05   | 0.07%             | 2056-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Indiana Secondary Market for Education Loans Inc          | INDIANA ST SECONDARY MARKET FOR EDU LOANS INC                                   | CUSIP: 45505HAT4<br>LEI: 549300M19IK303TD4597 | Long             | DBT              | MUN               | US        |    906979 | PA      | $907376.50    | 0.05%             | 2044-02-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S5S47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101386 | PA      | $104529.63    | 0.01%             | 2039-05-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31390RLF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16438 | PA      | $16536.60     | 0.00%             | 2033-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31346VH28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26191 | PA      | $25696.65     | 0.00%             | 2030-07-01      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | Csmc 2022-Nqm1 Trust                                                            | CUSIP: 126416AA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   5003353 | PA      | $4666949.96   | 0.26%             | 2066-11-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae REMIC Trust 2003-W18                                                 | CUSIP: 31393UNV1<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |    759603 | PA      | $765698.66    | 0.04%             | 2043-06-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31403CWP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131635 | PA      | $135720.55    | 0.01%             | 2035-09-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31402BKZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111016 | PA      | $113881.09    | 0.01%             | 2033-08-01      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128Q4YT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102634 | PA      | $105149.39    | 0.01%             | 2033-09-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QLUB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74961 | PA      | $77349.24     | 0.00%             | 2034-07-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31407VNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30734 | PA      | $31752.79     | 0.00%             | 2035-11-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2020-EXP1 Trust                                                             | CUSIP: 67448TAP0<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    487374 | PA      | $449031.05    | 0.02%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JRSB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301394 | PA      | $309859.19    | 0.02%             | 2035-04-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                            | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1387796 | PA      | $1402087.77   | 0.08%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                              | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5022460.60   | 0.28%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31385H5V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14612 | PA      | $14926.69     | 0.00%             | 2031-11-01      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S4MP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108548 | PA      | $108839.26    | 0.01%             | 2037-06-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust               | MF1 2021-FL7 Ltd                                                                | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2906511 | PA      | $2904793.28   | 0.16%             | 2036-10-16      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31390HLY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23933 | PA      | $24465.60     | 0.00%             | 2032-06-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -342 | NC      | $-187626.33   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2021-A                                                 | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236679 | PA      | $235396.84    | 0.01%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31371L5S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73813 | PA      | $76132.62     | 0.00%             | 2035-01-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-R3                                              | CUSIP: 92538EAA5<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1549001 | PA      | $1488626.19   | 0.08%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31401BX83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20893 | PA      | $21324.17     | 0.00%             | 2033-01-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                             | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  37000000 | PA      | $36884503.39  | 2.03%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31410KQR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56905 | PA      | $57966.26     | 0.00%             | 2034-05-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31406X2P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167373 | PA      | $171130.09    | 0.01%             | 2035-01-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4750000 | PA      | $4781913.45   | 0.26%             | 2030-01-29      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 36225FDN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19045 | PA      | $19488.25     | 0.00%             | 2041-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                   | Fannie Mae Grantor Trust 2001-T10                                               | CUSIP: 3139216B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    587383 | PA      | $615920.77    | 0.03%             | 2041-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust Series 2025-4                                          | CUSIP: 46593UAE9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   4676556 | PA      | $4738719.11   | 0.26%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $5083869.00   | 0.28%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2020-4                                                 | CUSIP: 03464LAA4<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |    279645 | PA      | $271768.82    | 0.01%             | 2065-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                          | TCI-Symphony CLO 2016-1 Ltd                                                     | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |   1499972 | PA      | $1502832.65   | 0.08%             | 2032-10-13      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7099351.77   | 0.39%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31348STH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1080 | PA      | $1076.43      | 0.00%             | 2027-03-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128HD3F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40033 | PA      | $41163.37     | 0.00%             | 2032-12-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 31392EST8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3220 | PA      | $3218.51      | 0.00%             | 2032-09-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138YAQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30617 | PA      | $31614.30     | 0.00%             | 2044-11-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136B2PR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81882 | PA      | $80513.77     | 0.00%             | 2047-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QLPD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16154 | PA      | $16813.82     | 0.00%             | 2035-06-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JBE93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    574714 | PA      | $592771.50    | 0.03%             | 2040-12-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                     | Neighborly Issuer 2023-1                                                        | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6790000 | PA      | $6867427.05   | 0.38%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31407XWM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16251 | PA      | $16485.92     | 0.00%             | 2035-11-01      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                    | Lendmark Funding Trust 2024-2                                                   | CUSIP: 52590AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4620000 | PA      | $4638779.38   | 0.26%             | 2034-02-21      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2021-INV1                                   | CUSIP: 64829WAF1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   4228272 | PA      | $3891333.76   | 0.21%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31385XHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113169 | PA      | $116228.80    | 0.01%             | 2033-04-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EJTQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179419 | PA      | $183559.17    | 0.01%             | 2037-06-01      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2017578.86   | 0.11%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31405QY69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178648 | PA      | $184216.72    | 0.01%             | 2034-10-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31416CBM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38786 | PA      | $40022.63     | 0.00%             | 2034-05-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Grantor Trust 2025-7                                             | CUSIP: 69545RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12148000 | PA      | $12162097.75  | 0.67%             | 2033-05-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 31392H2L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227943 | PA      | $228928.69    | 0.01%             | 2042-05-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31388GZD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73821 | PA      | $74566.69     | 0.00%             | 2031-12-01      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5089330.30   | 0.28%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                              | CUSIP: 55608PBT0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5104502.00   | 0.28%             | 2027-07-02      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                      | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3523696.30   | 0.19%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31411YST1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84987 | PA      | $87464.48     | 0.00%             | 2037-05-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JMH91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56654 | PA      | $58277.56     | 0.00%             | 2035-04-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                  | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31396FQ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    582725 | PA      | $571006.57    | 0.03%             | 2036-01-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31385HJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4312 | PA      | $4367.90      | 0.00%             | 2036-12-01      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                   | Fannie Mae Grantor Trust 2002-T12                                               | CUSIP: 31392D7G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    573657 | PA      | $615551.92    | 0.03%             | 2042-05-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                     | Blue Owl Capital Corp                                                           | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   5270000 | PA      | $5137000.01   | 0.28%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31410QY39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180082 | PA      | $186807.12    | 0.01%             | 2035-05-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                              | Entegris Inc                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5004155.00   | 0.28%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                  | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2X6<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5033124.60   | 0.28%             | 2028-08-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                | MFA 2021-NQM1 Trust                                                             | CUSIP: 55283FAA6<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   1772402 | PA      | $1674513.57   | 0.09%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| GCAT                                                      | GCAT 2022-CM1 Trust                                                             | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9725486 | PA      | $9144524.55   | 0.50%             | 2066-12-27      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 31392ATW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13490 | PA      | $13515.31     | 0.00%             | 2031-12-18      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                  | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAE0<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | US        |   3613500 | PA      | $3638529.16   | 0.20%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6180000 | PA      | $6300606.41   | 0.35%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31387UQ38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1726 | PA      | $1725.32      | 0.00%             | 2030-09-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31404GNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115644 | PA      | $116845.48    | 0.01%             | 2034-03-01      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295KL28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17402 | PA      | $17559.45     | 0.00%             | 2028-05-01      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31347AFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139442 | PA      | $143600.06    | 0.01%             | 2038-04-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Grantor Trust 2026-1                                             | CUSIP: 694969AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3975000 | PA      | $3978315.95   | 0.22%             | 2033-09-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                   | Fannie Mae Grantor Trust 2004-T1                                                | CUSIP: 31393XFZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    509036 | PA      | $490398.96    | 0.03%             | 2043-08-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EQJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118290 | PA      | $122892.98    | 0.01%             | 2045-08-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                               | Ally Auto Receivables Trust 2024-2                                              | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3479285 | PA      | $3485333.99   | 0.19%             | 2029-07-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                          | NMEF Funding 2024-A LLC                                                         | CUSIP: 62919UAB9<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |   6991164 | PA      | $7034658.38   | 0.39%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128NGFS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16835 | PA      | $17621.41     | 0.00%             | 2037-01-01      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31362TKM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3643 | PA      | $3624.24      | 0.00%             | 2028-05-01      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31407VH40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112570 | PA      | $116854.60    | 0.01%             | 2045-08-01      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                   | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   6070000 | PA      | $6352546.36   | 0.35%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31404TAZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57316 | PA      | $58688.99     | 0.00%             | 2034-04-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 3137FMB43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    438801 | PA      | $401154.03    | 0.02%             | 2049-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31348MVX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1910 | PA      | $1935.20      | 0.00%             | 2029-08-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31349HAQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14729 | PA      | $14774.71     | 0.00%             | 2029-10-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                  | FS 2026-ORL                                                                     | CUSIP: 30343YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1521000 | PA      | $1521000.00   | 0.08%             | 2041-02-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                            | Enterprise Fleet Financing 2025-4 LLC                                           | CUSIP: 29373NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4512271.95   | 0.25%             | 2028-08-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae REMIC Trust 2001-W3                                                  | CUSIP: 3139216F0<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |    132061 | PA      | $133474.05    | 0.01%             | 2041-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31418M6T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28516 | PA      | $28988.59     | 0.00%             | 2040-01-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31417JLM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65140 | PA      | $66635.11     | 0.00%             | 2038-07-01      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31402RM97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15234 | PA      | $15516.47     | 0.00%             | 2033-05-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                             | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   6305000 | PA      | $6307401.89   | 0.35%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QGMM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       493 | PA      | $500.24       | 0.00%             | 2037-02-01      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31387TZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10810 | PA      | $10931.53     | 0.00%             | 2028-07-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295LBX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6181 | PA      | $6213.50      | 0.00%             | 2030-06-01      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                           | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6917458.10   | 0.38%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JBE36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1010471 | PA      | $1057228.73   | 0.06%             | 2038-11-01      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31389YST9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40482 | PA      | $40899.46     | 0.00%             | 2030-12-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                             | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  44000000 | PA      | $43840335.00  | 2.42%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                   | Fannie Mae Grantor Trust 2002-T19                                               | CUSIP: 31392GVT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75624 | PA      | $75702.34     | 0.00%             | 2042-03-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31380H4M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        11 | PA      | $11.36        | 0.00%             | 2028-07-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31384LJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7884 | PA      | $8048.13      | 0.00%             | 2029-01-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128NHTY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87516 | PA      | $91246.31     | 0.01%             | 2036-12-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31348UKK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13106 | PA      | $13180.24     | 0.00%             | 2031-05-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                  | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31392UZ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    623199 | PA      | $599719.69    | 0.03%             | 2033-07-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| RFS Asset Securitization II LLC                           | RFS Asset Securitization II LLC                                                 | CUSIP: 74969DAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4190000 | PA      | $4260389.49   | 0.23%             | 2031-07-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae REMIC Trust 2007-W2                                                  | CUSIP: 31396VAD0<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |    144148 | PA      | $142850.20    | 0.01%             | 2037-03-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                | MasTec Inc                                                                      | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599747.28    | 0.03%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 31392MKM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3912 | PA      | $3912.76      | 0.00%             | 2028-04-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                         | World Omni Auto Receivables Trust 2025-D                                        | CUSIP: 98165HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3317520.69   | 0.18%             | 2031-03-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JPER7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101496 | PA      | $103707.11    | 0.01%             | 2035-06-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                       | Emera US Finance LP                                                             | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4695000 | PA      | $4685486.99   | 0.26%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QHTU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15724 | PA      | $15741.04     | 0.00%             | 2037-05-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31349SJC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94416 | PA      | $96596.14     | 0.01%             | 2033-12-01      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31407VH65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24221 | PA      | $24921.66     | 0.00%             | 2035-08-01      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Vanguard Short-Term Corporate Bond ETF                    | Vanguard Short-Term Corporate Bond ETF                                          | CUSIP: 92206C409<br>LEI: GW69FWO1NUHCKLV98X51 | Long             | EC               | RF                | US        |    250909 | NS      | $20122901.80  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JBE51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249891 | PA      | $255073.88    | 0.01%             | 2036-05-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                       | Ashtead Capital Inc                                                             | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2628000 | PA      | $2593784.70   | 0.14%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                       | PFS Financing Corp                                                              | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7084909.30   | 0.39%             | 2030-05-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                    | John Deere Owner Trust 2023-C                                                   | CUSIP: 47787CAD5<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |   2327000 | PA      | $2367721.10   | 0.13%             | 2030-08-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JBE85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588162 | PA      | $609158.83    | 0.03%             | 2042-01-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust 2020-NQM1                                   | CUSIP: 36259WAA9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    525007 | PA      | $503044.88    | 0.03%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31407VFQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146193 | PA      | $151195.24    | 0.01%             | 2035-09-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust                             | ECMC Group Student Loan Trust 2018-2                                            | CUSIP: 26829GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94779 | PA      | $94275.65     | 0.01%             | 2068-09-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31346VHH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       868 | PA      | $853.01       | 0.00%             | 2030-01-01      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 31393DTB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396722 | PA      | $395845.36    | 0.02%             | 2043-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                       | Starwood Mortgage Residential Trust 2020-1                                      | CUSIP: 85573AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1939582 | PA      | $1873632.74   | 0.10%             | 2050-02-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CAL DIVE I-TITLE XI INC                                   | Cal Dive I-Title XI Inc                                                         | CUSIP: 12802RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    622529 | PA      | $622094.88    | 0.03%             | 2027-02-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Wilshire Funding Corporation                              | Wilshire Funding Corp                                                           | CUSIP: 22540AGU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23664 | PA      | $23562.22     | 0.00%             | 2037-12-28      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31407MJZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28790 | PA      | $29511.60     | 0.00%             | 2035-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 31393G5Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78511 | PA      | $78729.44     | 0.00%             | 2032-12-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                   | Carmax Auto Owner Trust 2023-3                                                  | CUSIP: 14319BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1190000 | PA      | $1210105.17   | 0.07%             | 2029-02-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128LUMF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29715 | PA      | $30638.66     | 0.00%             | 2037-04-01      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                   | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3400000 | PA      | $3425937.24   | 0.19%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LN50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159348 | PA      | $165645.93    | 0.01%             | 2035-03-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                          | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5120000 | PA      | $5158692.35   | 0.28%             | 2036-09-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust                               | FCCU Auto Receivables Trust 2026-1                                              | CUSIP: 30343XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9750000 | PA      | $9767458.74   | 0.54%             | 2031-04-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31388SWV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2824 | PA      | $2855.08      | 0.00%             | 2031-03-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31349UKM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93962 | PA      | $96674.90     | 0.01%             | 2035-01-01      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31403QTE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32289 | PA      | $32924.58     | 0.00%             | 2033-09-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31384HDZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40170 | PA      | $40828.24     | 0.00%             | 2029-10-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31376JES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55853 | PA      | $54869.31     | 0.00%             | 2036-01-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                            | CFMT 2021-AL1 LLC                                                               | CUSIP: 12529UAF7<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |    575372 | PA      | $574139.15    | 0.03%             | 2031-09-22      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                   | Fannie Mae Grantor Trust 2001-T12                                               | CUSIP: 31392A5P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1002322 | PA      | $1002128.47   | 0.06%             | 2041-08-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128HD5T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5611 | PA      | $5646.60      | 0.00%             | 2031-07-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EHVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20286 | PA      | $20898.76     | 0.00%             | 2037-09-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1307 | NC      | $-410677.70   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                 | GSMPS Mortgage Loan Trust                                                       | CUSIP: 36228FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18659 | PA      | $18352.69     | 0.00%             | 2027-09-19      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31385HHZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       164 | PA      | $161.97       | 0.00%             | 2030-04-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| QDOBA Funding LLC                                         | Qdoba Funding LLC                                                               | CUSIP: 746954AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6982500 | PA      | $7308538.76   | 0.40%             | 2053-09-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31409JRR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10613 | PA      | $10881.62     | 0.00%             | 2036-06-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                                    | American Tower Trust #1                                                         | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |   1670000 | PA      | $1702483.50   | 0.09%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JBFC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403890 | PA      | $418789.47    | 0.02%             | 2041-06-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2023-NQM1                                       | CUSIP: 10568MAA2<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    670682 | PA      | $668709.57    | 0.04%             | 2063-01-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                  | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31393NTB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19275 | PA      | $19899.49     | 0.00%             | 2043-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31407FYD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25212 | PA      | $25997.37     | 0.00%             | 2035-06-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                             | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  30000000 | PA      | $29969741.70  | 1.65%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31385XPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18492 | PA      | $19241.22     | 0.00%             | 2033-07-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31419AJZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65065 | PA      | $66891.00     | 0.00%             | 2038-11-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38379AUZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130824 | PA      | $549.97       | 0.00%             | 2028-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31387UFB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32622 | PA      | $32635.68     | 0.00%             | 2029-02-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust            | Finance Of America Structured Securities Trust Series 2025-S1                   | CUSIP: 31741BAB0<br>LEI: 254900W0S6GNEJ457023 | Long             | ABS-MBS          | CORP              | US        |   3906273 | PA      | $3812280.71   | 0.21%             | 2075-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JBFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    465030 | PA      | $479462.41    | 0.03%             | 2035-09-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                         | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3010805.70   | 0.17%             | 2029-01-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128NVMK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8134 | PA      | $8369.73      | 0.00%             | 2037-05-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                    | SLM Student Loan Trust 2003-10                                                  | CUSIP: 78442GJH0<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |   8908350 | PA      | $8872526.89   | 0.49%             | 2068-12-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                      | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   5919000 | PA      | $5827629.64   | 0.32%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31406QAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213645 | PA      | $217456.84    | 0.01%             | 2034-11-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295LBZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7450 | PA      | $7553.70      | 0.00%             | 2030-06-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5011826.10   | 0.28%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 31339LTN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10825 | PA      | $10834.26     | 0.00%             | 2031-06-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| COCA-COLA ICECEK AS                                       | Coca-Cola Icecek AS                                                             | CUSIP: 1912ERAA8<br>LEI: 789000WT80VVLUWJDK41 | Long             | DBT              | CORP              | TR        |   3500000 | PA      | $3461520.86   | 0.19%             | 2029-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                     | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6280000 | PA      | $6309943.67   | 0.35%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                   | NYMT Loan Trust 2025-INV2                                                       | CUSIP: 62957JAC5<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-MBS          | CORP              | US        |   4922771 | PA      | $4954267.46   | 0.27%             | 2060-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31391FPF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11551 | PA      | $11702.04     | 0.00%             | 2028-09-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy Inc                                                             | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5072003.60   | 0.28%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                                  | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5875000 | PA      | $5871482.93   | 0.32%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vanguard Ultra Short Bond ETF                             | Vanguard Ultra Short Bond ETF                                                   | CUSIP: 92203C303<br>LEI: 5493007JE7V8J9D1LN10 | Long             | EC               | RF                | US        |    892730 | NS      | $44645427.30  | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                    | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   6305000 | PA      | $6412817.08   | 0.35%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                  | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4425991.65   | 0.24%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295NJR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19432 | PA      | $19839.16     | 0.00%             | 2032-04-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MEX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186758 | PA      | $192519.17    | 0.01%             | 2038-04-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S5ZW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81612 | PA      | $85080.98     | 0.00%             | 2037-09-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5087459.00   | 0.28%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31349SUB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78724 | PA      | $80726.72     | 0.00%             | 2034-05-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31388BNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63522 | PA      | $64042.00     | 0.00%             | 2031-08-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-1                                               | CUSIP: 92537QAE1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1875365 | PA      | $1732132.06   | 0.10%             | 2066-01-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31402RR27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99395 | PA      | $103221.97    | 0.01%             | 2035-09-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                    | Cadence Design Systems Inc                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3014652.51   | 0.17%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31348S6S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       206 | PA      | $207.58       | 0.00%             | 2028-01-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QHT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    507363 | PA      | $518353.41    | 0.03%             | 2034-02-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                  | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5085248.65   | 0.28%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31342A5K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30422 | PA      | $31308.77     | 0.00%             | 2033-09-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31407BZK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46994 | PA      | $47916.06     | 0.00%             | 2035-07-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                  | Octane Receivables Trust 2025-RVM1                                              | CUSIP: 67571HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7441182 | PA      | $7475705.48   | 0.41%             | 2046-12-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                 | GATX Corp                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5070542.90   | 0.28%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                 | Jabil Inc                                                                       | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4508412.75   | 0.25%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae REMIC Trust 2002-W1                                                  | CUSIP: 31392CMV3<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |    261399 | PA      | $257654.90    | 0.01%             | 2042-04-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MEY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118004 | PA      | $119977.82    | 0.01%             | 2035-05-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                              | CUSIP: 05565ECP8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   6505000 | PA      | $6525646.48   | 0.36%             | 2026-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136A6FE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3726 | PA      | $3723.81      | 0.00%             | 2027-05-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31387Y5U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93914 | PA      | $97375.31     | 0.01%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                   | Fannie Mae Grantor Trust 2002-T1                                                | CUSIP: 31392A7D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148332 | PA      | $164548.02    | 0.01%             | 2031-11-25      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                  | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31395HHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    963119 | PA      | $892651.26    | 0.05%             | 2044-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31416BPE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498880 | PA      | $519832.90    | 0.03%             | 2037-07-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 3133TTEV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       513 | PA      | $513.49       | 0.00%             | 2027-04-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                             | Lendbuzz Securitization Trust 2026-1                                            | CUSIP: 525952AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10012290.00  | 0.55%             | 2030-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31385XLL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99535 | PA      | $101084.11    | 0.01%             | 2033-04-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31416CBK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127482 | PA      | $129597.06    | 0.01%             | 2035-06-01      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-HB1                                               | CUSIP: 034936AA2<br>LEI: 254900ZFKOWCY24MSQ94 | Long             | ABS-O            | CORP              | US        |   2096811 | PA      | $2111095.98   | 0.12%             | 2055-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31401G5Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15335 | PA      | $15389.92     | 0.00%             | 2032-01-01      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31385WSP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8242 | PA      | $8253.77      | 0.00%             | 2029-08-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2026-1                                   | CUSIP: 80288FAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16000000 | PA      | $16049750.40  | 0.89%             | 2032-04-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2025-FIX1                                             | CUSIP: 89183MAA1<br>LEI: 2549009GWN99QN2XSG71 | Long             | ABS-O            | CORP              | US        |   5494044 | PA      | $5520834.71   | 0.30%             | 2065-09-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae Trust 2004-W1                                                        | CUSIP: 31393U4Q3<br>LEI: 5493001NEANKKEPIN618 | Long             | ABS-MBS          | USGSE             | US        |     75007 | PA      | $79115.59     | 0.00%             | 2033-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                    | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   5610000 | PA      | $5682784.53   | 0.31%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    299831 | PA      | $305975.49    | 0.02%             | 2050-02-01      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295LB43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12398 | PA      | $12600.08     | 0.00%             | 2030-02-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 36200NYT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89432 | PA      | $89282.79     | 0.00%             | 2034-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                     | American Airlines 2015-1 Class A Pass Through Trust                             | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4740858 | PA      | $4687703.87   | 0.26%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31385HSE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44682 | PA      | $45503.41     | 0.00%             | 2040-12-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JA3J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    453172 | PA      | $472380.03    | 0.03%             | 2043-07-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8160000 | PA      | $8184132.47   | 0.45%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31385HJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72783 | PA      | $72164.80     | 0.00%             | 2033-03-01      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae REMIC Trust 2003-W9                                                  | CUSIP: 31393B6U4<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |    575660 | PA      | $552514.11    | 0.03%             | 2033-06-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                | MFA 2020-NQM3 Trust                                                             | CUSIP: 552757AA4<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    531272 | PA      | $510324.75    | 0.03%             | 2065-01-26      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                         | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3028369.80   | 0.17%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31391D6C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13523 | PA      | $13605.22     | 0.00%             | 2031-08-01      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                   | Global Aircraft Leasing Co Ltd                                                  | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $5153760.00   | 0.28%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31386M2H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52477 | PA      | $53505.90     | 0.00%             | 2030-09-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| State Street SPDR Portfolio Short Term Corporate Bond ETF | State Street SPDR Portfolio Short Term Corporate Bond ETF                       | CUSIP: 78464A474<br>LEI: 549300D2BO7L1J2SO973 | Long             | EC               | RF                | US        |    991735 | NS      | $30069405.20  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6195000 | PA      | $6166379.10   | 0.34%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                    | Morgan Stanley Bank NA                                                          | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5096327.80   | 0.28%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                    | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6150000 | PA      | $6151344.64   | 0.34%             | 2030-05-24      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| MNR ABS ISSUER I LLC                                      | MNR ABS ISSUER I LLC                                                            | CUSIP: 55317XAA7<br>LEI: 254900P5PAYARXBH9O74 | Long             | ABS-O            | CORP              | US        |   1363562 | PA      | $1390833.31   | 0.08%             | 2038-12-15      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2021-3                                      | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    519768 | PA      | $517688.74    | 0.03%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31386M2K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80456 | PA      | $81812.15     | 0.00%             | 2030-09-01      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6255000 | PA      | $6372457.02   | 0.35%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31376XXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1524 | PA      | $1524.38      | 0.00%             | 2026-09-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JRCE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90886 | PA      | $91888.81     | 0.01%             | 2033-10-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S5SD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    329187 | PA      | $341613.46    | 0.02%             | 2037-05-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                   | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4805000 | PA      | $4942965.87   | 0.27%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LAR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126416 | PA      | $129608.00    | 0.01%             | 2038-10-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31404FPT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97613 | PA      | $100385.97    | 0.01%             | 2034-06-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                     | MASTR Adjustable Rate Mortgages Trust 2002-3                                    | CUSIP: 576433BM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1260 | PA      | $1251.40      | 0.00%             | 2032-10-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31391XER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215606 | PA      | $218965.52    | 0.01%             | 2040-06-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31387A3P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16614 | PA      | $16834.46     | 0.00%             | 2031-08-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31391XSR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54556 | PA      | $53225.22     | 0.00%             | 2035-01-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31407YRJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6031 | PA      | $6144.02      | 0.00%             | 2035-11-01      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Trust 2025-4                                                     | CUSIP: 69547DAB2<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |   5584802 | PA      | $5625090.27   | 0.31%             | 2033-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31402Q4V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56022 | PA      | $55627.28     | 0.00%             | 2030-09-01      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                             | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6615180.26   | 0.36%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336CNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42712 | PA      | $43972.05     | 0.00%             | 2035-11-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $35108226.65  | 1.94%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31387XCT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2207 | PA      | $2216.69      | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 36208AZP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5938 | PA      | $5950.36      | 0.00%             | 2058-05-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                       | Oportun Issuance Trust 2025-C                                                   | CUSIP: 68378RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4364000 | PA      | $4374883.82   | 0.24%             | 2033-07-08      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                  | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6505000 | PA      | $6526113.34   | 0.36%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 36208AZR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1854 | PA      | $1877.67      | 0.00%             | 2058-06-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295KQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6186 | PA      | $6267.22      | 0.00%             | 2029-07-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust Series 2025-7MPR                                       | CUSIP: 46594CAE8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1664031 | PA      | $1673722.87   | 0.09%             | 2056-02-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                   | TRTX 2022-FL5 Issuer Ltd                                                        | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7643913 | PA      | $7616849.32   | 0.42%             | 2039-02-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                               | Ally Auto Receivables Trust 2025-1                                              | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1910000 | PA      | $1919000.30   | 0.11%             | 2030-03-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC 2021-NQM2                                                                  | CUSIP: 12662EAA1<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2845164 | PA      | $2586465.51   | 0.14%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                | 1345T 2025-AOA                                                                  | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3006297.30   | 0.17%             | 2042-06-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31403DTE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108282 | PA      | $112094.42    | 0.01%             | 2034-04-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                               | Legacy Mortgage Asset Trust 2020-RPL1                                           | CUSIP: 52474HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4785419 | PA      | $4627100.34   | 0.26%             | 2059-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                 | Emera Inc                                                                       | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1507510.50   | 0.08%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336SRY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86070 | PA      | $87998.35     | 0.00%             | 2033-06-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                | MFA 2020-NQM1 Trust                                                             | CUSIP: 552754AA1<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    376051 | PA      | $367666.43    | 0.02%             | 2065-03-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust 2024-HE1                                    | CUSIP: 36270AAA2<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   4093472 | PA      | $4109829.42   | 0.23%             | 2054-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                         | FREED ABS Trust 2022-3FP                                                        | CUSIP: 35634EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    417602 | PA      | $418982.91    | 0.02%             | 2029-08-20      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   6100000 | PA      | $6181014.28   | 0.34%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-HB2                                               | CUSIP: 034648AA3<br>LEI: 2549004R1S5HPVOVG278 | Long             | ABS-O            | CORP              | US        |   5100145 | PA      | $5135802.30   | 0.28%             | 2055-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                | Flagship Credit Auto Trust 2020-3                                               | CUSIP: 33844TAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3274568 | PA      | $3275439.01   | 0.18%             | 2027-12-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31349ST37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31363 | PA      | $32148.41     | 0.00%             | 2034-04-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                  | AmeriCredit Automobile Receivables Trust 2025-1                                 | CUSIP: 03067FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4750000 | PA      | $4759706.63   | 0.26%             | 2029-03-19      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QPPM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95620 | PA      | $99242.04     | 0.01%             | 2036-10-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae REMIC Trust 2003-W4                                                  | CUSIP: 31393AR33<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |    263714 | PA      | $264703.16    | 0.01%             | 2042-10-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                          | SpringCastle America Funding LLC                                                | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1067853 | PA      | $1013001.50   | 0.06%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5017895.35   | 0.28%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                   | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    790000 | PA      | $769747.54    | 0.04%             | 2027-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JBE44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1395504 | PA      | $1449959.03   | 0.08%             | 2040-12-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31390RLU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8145 | PA      | $8156.71      | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31402DRC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305149 | PA      | $306163.66    | 0.02%             | 2042-04-01      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                 | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2222787.65   | 0.12%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                        | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5040884.10   | 0.28%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2026-CSMO                                          | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.22%             | 2042-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7020624.59   | 0.39%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                   | Fannie Mae Grantor Trust 2001-T12                                               | CUSIP: 31392A5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44846 | PA      | $45360.57     | 0.00%             | 2041-08-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                  | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 313398VT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    395324 | PA      | $396120.93    | 0.02%             | 2031-09-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                     | SBNA Auto Lease Trust 2025-A                                                    | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1507179.60   | 0.08%             | 2028-04-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31347ALY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286217 | PA      | $297246.02    | 0.02%             | 2038-07-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM Mortgage Trust                                  | SPGN Trust 2026-TFLM                                                            | CUSIP: 847946AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1996875.00   | 0.11%             | 2041-02-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                   | Fannie Mae Grantor Trust 2004-T3                                                | CUSIP: 31393YV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    334817 | PA      | $337489.36    | 0.02%             | 2043-08-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae Trust 2006-W1                                                        | CUSIP: 31395B5R0<br>LEI: 5493001NEANKKEPIN618 | Long             | ABS-MBS          | USGSE             | US        |    781570 | PA      | $813302.07    | 0.04%             | 2045-10-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae REMIC Trust 2002-W4                                                  | CUSIP: 31392DUC4<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |    617462 | PA      | $615536.72    | 0.03%             | 2042-05-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31407BZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86299 | PA      | $87511.57     | 0.00%             | 2035-07-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31403GM33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2007 | PA      | $2020.19      | 0.00%             | 2033-08-01      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                              | HSBC USA Inc                                                                    | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5694420.48   | 0.31%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31406MER3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195700 | PA      | $203272.93    | 0.01%             | 2035-01-01      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 36225C4B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    455278 | PA      | $462034.21    | 0.03%             | 2034-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 31392AJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24016 | PA      | $24795.45     | 0.00%             | 2041-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LTV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58957 | PA      | $60638.55     | 0.00%             | 2036-04-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae REMIC Trust 2003-W11                                                 | CUSIP: 31393C6U2<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |      7580 | PA      | $7678.72      | 0.00%             | 2033-06-25      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                   | Fannie Mae Grantor Trust 2002-T18                                               | CUSIP: 31392GFS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1131305 | PA      | $1150541.83   | 0.06%             | 2042-05-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae Trust 2005-W3                                                        | CUSIP: 31394FSD8<br>LEI: 549300RF7M92JUSGM340 | Long             | ABS-MBS          | USGSE             | US        |    285091 | PA      | $290119.75    | 0.02%             | 2045-04-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                                    | Molex Electronic Technologies LLC                                               | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5068105.95   | 0.28%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                   | Fannie Mae Grantor Trust 2001-T12                                               | CUSIP: 31392A5N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    142026 | PA      | $146367.70    | 0.01%             | 2041-08-25      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EQBQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328123 | PA      | $341880.51    | 0.02%             | 2036-08-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31402CX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286733 | PA      | $290299.07    | 0.02%             | 2034-03-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EGJB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97559 | PA      | $100199.01    | 0.01%             | 2035-07-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FARM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    472942 | PA      | $472757.30    | 0.03%             | 2044-05-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                        | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3019131.96   | 0.17%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Student Loan Trust 2017-3                                               | CUSIP: 63940JAC3<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |   3708070 | PA      | $3758402.32   | 0.21%             | 2066-07-26      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2023-CES3                                                   | CUSIP: 749407AB8<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   1642548 | PA      | $1663005.33   | 0.09%             | 2043-11-25      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136ADBE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1341314 | PA      | $1326066.58   | 0.07%             | 2043-03-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JBFD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421916 | PA      | $437368.35    | 0.02%             | 2037-06-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $7649502.29   | 0.42%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                          | NMEF Funding 2026-A LLC                                                         | CUSIP: 62919FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6170000 | PA      | $6194090.77   | 0.34%             | 2034-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                               | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4953308.10   | 0.27%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336RZA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53949 | PA      | $55116.72     | 0.00%             | 2032-03-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EGLY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146211 | PA      | $152223.15    | 0.01%             | 2038-05-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2024-8                                                 | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-MBS          | CORP              | US        |    664307 | PA      | $668126.85    | 0.04%             | 2069-05-27      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                | Pfizer Inc                                                                      | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3014440.50   | 0.17%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6758935.18   | 0.37%             | 2028-03-03      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                   | Fannie Mae Grantor Trust 2001-T10                                               | CUSIP: 3139216C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    161621 | PA      | $175343.74    | 0.01%             | 2041-12-25      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                               | Cencora Inc                                                                     | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6502759.25   | 0.36%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31407A7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144361 | PA      | $149381.80    | 0.01%             | 2035-07-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                    | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3303194.00   | 0.18%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                  | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31393RG61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    612004 | PA      | $614037.50    | 0.03%             | 2043-05-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31370Q6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19872 | PA      | $19674.75     | 0.00%             | 2033-03-01      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Equifirst Mortgage Loan Trust                             | EquiFirst Mortgage Loan Trust 2003-2                                            | CUSIP: 29445FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77718 | PA      | $78020.72     | 0.00%             | 2033-09-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31348ULT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5800 | PA      | $5818.77      | 0.00%             | 2032-05-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                    | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7000000 | PA      | $7129737.65   | 0.39%             | 2027-12-22      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                               | CUSIP: 20826FBV7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   6805000 | PA      | $6855994.83   | 0.38%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 31397G2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31257 | PA      | $31041.88     | 0.00%             | 2037-03-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                            | ACM Auto Trust 2025-3                                                           | CUSIP: 00161UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5670378 | PA      | $5665786.47   | 0.31%             | 2030-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC 2020-AFC1 Trust                                                            | CUSIP: 12597MAC9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    908320 | PA      | $877431.33    | 0.05%             | 2050-02-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2001-HYB1                                       | CUSIP: 12669B2X9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28558 | PA      | $28285.80     | 0.00%             | 2031-06-19      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31389YED9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       561 | PA      | $560.06       | 0.00%             | 2027-03-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                              | Synopsys Inc                                                                    | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5037328.45   | 0.28%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138EM2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120479 | PA      | $124603.83    | 0.01%             | 2037-09-01      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128NHBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    288403 | PA      | $301429.62    | 0.02%             | 2038-03-01      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                    | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1896000 | PA      | $1890103.44   | 0.10%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140EUJW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443509 | PA      | $460226.10    | 0.03%             | 2046-03-01      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31416BPL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110691 | PA      | $113402.79    | 0.01%             | 2036-09-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31388L4W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6247 | PA      | $6265.82      | 0.00%             | 2027-06-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2018-2                                                | CUSIP: 89175VAA1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    338714 | PA      | $336171.62    | 0.02%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                  | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31395M2F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    868362 | PA      | $851064.78    | 0.05%             | 2045-02-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                          | Freddie Mac Strips                                                              | CUSIP: 31351DCT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        46 | PA      | $46.39        | 0.00%             | 2029-07-01      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                        | Gracie Point International Funding 2025-1 LLC                                   | CUSIP: 38411WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7009460.50   | 0.39%             | 2028-08-15      | Floating      | 5.18%                 | 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        |   5100000 | PA      | $5106710.07   | 0.28%             | 2042-09-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 31392MW81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16636 | PA      | $16820.36     | 0.00%             | 2032-03-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 31397TCK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111094 | PA      | $113896.77    | 0.01%             | 2036-11-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31387URF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9373 | PA      | $9557.88      | 0.00%             | 2030-12-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138MBML7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62089 | PA      | $64569.57     | 0.00%             | 2042-09-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                             | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5094026.20   | 0.28%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31391VB85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46319 | PA      | $47609.84     | 0.00%             | 2032-06-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae Trust 2004-W15                                                       | CUSIP: 31394B2D5<br>LEI: 549300KIT83OL5QXFU28 | Long             | ABS-MBS          | USGSE             | US        |   1533658 | PA      | $1557862.55   | 0.09%             | 2044-06-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae Trust 2004-W2                                                        | CUSIP: 31393XGU5<br>LEI: 5493001NEANKKEPIN618 | Long             | ABS-MBS          | USGSE             | US        |     14867 | PA      | $15472.33     | 0.00%             | 2044-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                            | Hyundai Auto Receivables Trust 2026-A                                           | CUSIP: 448981AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8465000 | PA      | $8486806.69   | 0.47%             | 2031-02-18      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336CM42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41152 | PA      | $42240.82     | 0.00%             | 2035-06-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31371MB89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136568 | PA      | $140572.43    | 0.01%             | 2035-05-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31349UD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22343 | PA      | $22787.55     | 0.00%             | 2034-11-01      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                           | WEA Finance LLC                                                                 | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |   4185000 | PA      | $4168876.53   | 0.23%             | 2028-09-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31406PEL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104827 | PA      | $108162.81    | 0.01%             | 2035-06-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295KY24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13241 | PA      | $13423.29     | 0.00%             | 2029-11-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3159446.41   | 0.17%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31407PX94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227122 | PA      | $231608.33    | 0.01%             | 2035-10-01      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31390RLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13416 | PA      | $13482.24     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                            | EPR Properties                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   3000000 | PA      | $3009045.84   | 0.17%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31391A3Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37510 | PA      | $37958.96     | 0.00%             | 2032-06-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2021-1RMortgage Pass-Through Certificates                                  | CUSIP: 19688BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1476731 | PA      | $1361657.93   | 0.08%             | 2065-05-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Wilshire Funding Corporation                              | Wilshire Funding Corp                                                           | CUSIP: 126342FW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69894 | PA      | $70311.28     | 0.00%             | 2032-08-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31401MUR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9829 | PA      | $9916.00      | 0.00%             | 2028-04-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                               | CUSIP: 36225BYK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113896 | PA      | $120219.24    | 0.01%             | 2033-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $5021451.80   | 0.28%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JR2L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5446 | PA      | $5476.13      | 0.00%             | 2031-07-01      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                           | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   5000000 | PA      | $4941000.00   | 0.27%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                           | EMD Finance LLC                                                                 | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3195648.49   | 0.18%             | 2028-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                       | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1875000 | PA      | $847375.13    | 0.05%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                      | Tanger Properties LP                                                            | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |   6975000 | PA      | $6934425.17   | 0.38%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JR5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278409 | PA      | $285658.86    | 0.02%             | 2048-07-01      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                   | Fannie Mae Grantor Trust 2003-T2                                                | CUSIP: 31392JAT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    364210 | PA      | $361340.48    | 0.02%             | 2033-03-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                   | Fannie Mae Grantor Trust 2000-T6                                                | CUSIP: 31358SR45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    120344 | PA      | $120012.18    | 0.01%             | 2040-11-25      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295M3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18545 | PA      | $18910.31     | 0.00%             | 2031-09-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138ERA67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2909 | PA      | $2921.52      | 0.00%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                | GLS Auto Receivables Issuer Trust 2024-2                                        | CUSIP: 37964VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5164988.00   | 0.28%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** ALLSPRING FUNDS TRUST

**Signature:** Jeremy DePalma

**Name of Signer:** Jeremy DePalma

**Title:** Treasurer