# EDGAR Filing Document

**Accession Number:** 0001131042
**File Stem:** 0000894189-26-006853
**Filing Date:** 2026-2
**Character Count:** 566407
**Document Hash:** ff001dfba49f3a383a68f2693a8207ed
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-006853.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000894189-26-006853

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10267
- **FILM NUMBER:** 26696403

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **GuideMark Core Fixed Income Fund** | **GuideMark Core Fixed Income Fund** | **GuideMark Core Fixed Income Fund** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** |
| **U.S. TREASURY SECURITIES - 36.0%** | **Par** | **Value**  |
| U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds |
| &nbsp;&nbsp; 0.75%, 02/15/2042 | 1368931 | $1069122 |
| &nbsp;&nbsp; 3.38%, 08/15/2042 | 2190000 | 1858249 |
| &nbsp;&nbsp; 0.63%, 02/15/2043 | 84973 | 63450 |
| &nbsp;&nbsp; 3.13%, 02/15/2043 | 2820000 | 2290369 |
| &nbsp;&nbsp; 3.63%, 08/15/2043 | 590000 | 511387 |
| &nbsp;&nbsp; 3.75%, 11/15/2043 | 795000 | 699569 |
| &nbsp;&nbsp; 1.38%, 02/15/2044 | 845239 | 709948 |
| &nbsp;&nbsp; 3.13%, 08/15/2044 | 2220000 | 1764727 |
| &nbsp;&nbsp; 0.75%, 02/15/2045 | 670619 | 490638 |
| &nbsp;&nbsp; 2.50%, 02/15/2045 | 810000 | 576271 |
| &nbsp;&nbsp; 4.88%, 08/15/2045 | 625000 | 633594 |
| &nbsp;&nbsp; 3.00%, 11/15/2045 | 240000 | 184200 |
| &nbsp;&nbsp; 1.00%, 02/15/2046 | 254223 | 192314 |
| &nbsp;&nbsp; 2.50%, 02/15/2046 | 950000 | 664629 |
| &nbsp;&nbsp; 2.25%, 08/15/2046 | 1610000 | 1064613 |
| &nbsp;&nbsp; 3.00%, 02/15/2047 | 2510000 | 1898188 |
| &nbsp;&nbsp; 2.75%, 11/15/2047 | 1050000 | 751529 |
| &nbsp;&nbsp; 3.00%, 02/15/2048 | 500000 | 373789 |
| &nbsp;&nbsp; 3.13%, 05/15/2048 | 2220000 | 1693791 |
| &nbsp;&nbsp; 0.25%, 02/15/2050 | 449597 | 259858 |
| &nbsp;&nbsp; 1.25%, 05/15/2050 | 2996000 | 1442586 |
| &nbsp;&nbsp; 1.38%, 08/15/2050 | 2069000 | 1023145 |
| &nbsp;&nbsp; 1.63%, 11/15/2050 | 1020000 | 538488 |
| &nbsp;&nbsp; 3.00%, 08/15/2052 | 1660000 | 1195038 |
| &nbsp;&nbsp; 4.13%, 08/15/2053 | 695000 | 618143 |
| &nbsp;&nbsp; 4.75%, 11/15/2053 | 1240000 | 1222853 |
| &nbsp;&nbsp; 4.25%, 08/15/2054 | 1495000 | 1358085 |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |
| &nbsp;&nbsp; 2.00%, 11/15/2026 <sup>(a)(b)</sup> | 4340000 | 4283062 |
| &nbsp;&nbsp; 4.25%, 03/15/2027 | 4165000 | 4201118 |
| &nbsp;&nbsp; 1.88%, 02/28/2029 | 6150000 | 5844302 |
| &nbsp;&nbsp; 2.38%, 03/31/2029 | 4935000 | 4757648 |
| &nbsp;&nbsp; 2.75%, 05/31/2029 | 2025000 | 1971962 |
| &nbsp;&nbsp; 3.88%, 04/30/2030 | 925000 | 933094 |
| &nbsp;&nbsp; 0.63%, 05/15/2030 | 1410000 | 1238679 |
| &nbsp;&nbsp; 4.63%, 05/31/2031 | 1380000 | 1438219 |
| &nbsp;&nbsp; 1.38%, 11/15/2031 | 1030000 | 898595 |
| &nbsp;&nbsp; 2.88%, 05/15/2032 | 1075000 | 1015203 |
| &nbsp;&nbsp; 2.75%, 08/15/2032 | 2320000 | 2166209 |
| &nbsp;&nbsp; 3.88%, 08/15/2033 | 1245000 | 1237073 |
| &nbsp;&nbsp; 4.50%, 11/15/2033 | 590000 | 610396 |
| &nbsp;&nbsp; 1.75%, 01/15/2034 | 1064546 | 1060516 |
| &nbsp;&nbsp; 4.25%, 11/15/2034 | 3990000 | 4040810 |
| &nbsp;&nbsp; 4.25%, 08/15/2035 | 865000 | 873245 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $68,427,721) | **TOTAL U.S. TREASURY SECURITIES** (Cost $68,427,721) | 61718704 |
| **MORTGAGE-BACKED SECURITIES - 27.5%** | **Par** | **Value**  |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; Pool 780447, 5.16% (1 yr. CMT Rate + 2.25%), 04/01/2033 | 9117 | 9346 |
| &nbsp;&nbsp; Pool A43129, 5.50%, 02/01/2036 | 37 | 39 |
| &nbsp;&nbsp; Pool Q49389, 3.50%, 07/01/2047 | 143995 | 136404 |
| &nbsp;&nbsp; Pool Q52093, 3.50%, 11/01/2047 | 134464 | 126418 |
| &nbsp;&nbsp; Pool QC8858, 2.50%, 10/01/2051 | 1533096 | 1328106 |
| &nbsp;&nbsp; Pool QD4104, 2.00%, 01/01/2052 | 2078136 | 1690699 |
| &nbsp;&nbsp; Pool QE0827, 2.00%, 04/01/2052 | 138074 | 112093 |
| &nbsp;&nbsp; Pool SD8123, 3.00%, 01/01/2051 | 1340932 | 1195131 |
| &nbsp;&nbsp; Pool U90688, 4.00%, 05/01/2042 | 83844 | 81998 |
| &nbsp;&nbsp; Series 2329, Class ZA, 6.50%, 06/15/2031 | 18525 | 18848 |
| &nbsp;&nbsp; Series 2338, Class ZC, 6.50%, 07/15/2031 | 14291 | 14917 |
| &nbsp;&nbsp; Series 3883, Class PB, 3.00%, 05/15/2041 | 18120 | 17500 |
| &nbsp;&nbsp; Series 4961, Class JB, 2.50%, 12/15/2042 | 76860 | 71189 |
| &nbsp;&nbsp; Series 5170, Class DP, 2.00%, 07/25/2050 | 267938 | 238758 |
| &nbsp;&nbsp; Series K068, Class A2, 3.24%, 08/25/2027 (Callable 08/25/2027) | 82000 | 81300 |
| &nbsp;&nbsp; Series K104, Class X1, 1.11%, 01/25/2030 (Callable 01/25/2030) <sup>(c)(d)</sup> | 684304 | 25549 |
| &nbsp;&nbsp; Series K110, Class X1, 1.64%, 04/25/2030 (Callable 04/25/2030) <sup>(c)(d)</sup> | 310529 | 17867 |
| &nbsp;&nbsp; Series K111, Class X1, 1.56%, 05/25/2030 (Callable 05/25/2030) <sup>(c)(d)</sup> | 1296725 | 74460 |
| &nbsp;&nbsp; Series K114, Class X1, 1.11%, 06/25/2030 (Callable 03/25/2030) <sup>(c)(d)</sup> | 919945 | 38641 |
| &nbsp;&nbsp; Series K122, Class X1, 0.87%, 11/25/2030 (Callable 09/25/2030) <sup>(c)(d)</sup> | 292655 | 10252 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; 1.50%, 01/15/2036 <sup>(e)</sup> | 3300000 | 2988787 |
| &nbsp;&nbsp; 6.00%, 01/15/2041 <sup>(e)</sup> | 3405000 | 3497503 |
| &nbsp;&nbsp; 2.50%, 01/15/2047 <sup>(e)</sup> | 50000 | 42375 |
| &nbsp;&nbsp; 2.00%, 01/15/2051 <sup>(e)</sup> | 1150000 | 931452 |
| &nbsp;&nbsp; Pool 310229, 3.50%, 08/01/2043 | 301224 | 287740 |
| &nbsp;&nbsp; Pool 357850, 5.50%, 07/01/2035 | 1451 | 1517 |
| &nbsp;&nbsp; Pool 544859, 4.66% (Ent 11th COFI Repl + 1.70%), 08/01/2029 | 66 | 66 |
| &nbsp;&nbsp; Pool 727181, 5.00%, 08/01/2033 | 747 | 759 |
| &nbsp;&nbsp; Pool 730727, 5.00%, 08/01/2033 | 360 | 363 |
| &nbsp;&nbsp; Pool 741862, 5.50%, 09/01/2033 | 122 | 125 |
| &nbsp;&nbsp; Pool 766197, 5.50%, 02/01/2034 | 130 | 132 |
| &nbsp;&nbsp; Pool 775776, 5.50%, 05/01/2034 | 1020 | 1035 |
| &nbsp;&nbsp; Pool 776974, 5.50%, 04/01/2034 | 35 | 36 |
| &nbsp;&nbsp; Pool 781629, 5.50%, 12/01/2034 | 1071 | 1120 |
| &nbsp;&nbsp; Pool 786848, 7.00%, 10/01/2031 | 14291 | 15012 |
| &nbsp;&nbsp; Pool 802783, 6.55% (RFUCCT1Y + 1.61%), 10/01/2034 | 53827 | 55287 |
| &nbsp;&nbsp; Pool 820242, 5.00%, 07/01/2035 | 1201 | 1235 |
| &nbsp;&nbsp; Pool 822815, 5.50%, 04/01/2035 | 1224 | 1278 |
| &nbsp;&nbsp; Pool 838452, 5.50%, 09/01/2035 | 185 | 191 |
| &nbsp;&nbsp; Pool 865854, 6.00%, 03/01/2036 | 1014 | 1070 |
| &nbsp;&nbsp; Pool 888504, 6.25% (1 yr. CMT Rate + 2.00%), 04/01/2034 | 19633 | 20116 |
| &nbsp;&nbsp; Pool 891474, 6.00%, 04/01/2036 | 1486 | 1548 |
| &nbsp;&nbsp; Pool 899119, 5.50%, 04/01/2037 | 22 | 23 |
| &nbsp;&nbsp; Pool 906000, 6.00%, 01/01/2037 | 777 | 820 |
| &nbsp;&nbsp; Pool 928062, 5.50%, 02/01/2037 | 19 | 20 |
| &nbsp;&nbsp; Pool 964930, 5.50%, 08/01/2038 | 40 | 42 |
| &nbsp;&nbsp; Pool 968371, 5.50%, 09/01/2038 | 10 | 10 |
| &nbsp;&nbsp; Pool 970131, 5.50%, 03/01/2038 | 45 | 47 |
| &nbsp;&nbsp; Pool 985108, 5.50%, 07/01/2038 | 29 | 30 |
| &nbsp;&nbsp; Pool 987032, 5.50%, 08/01/2038 | 20 | 21 |
| &nbsp;&nbsp; Pool 993050, 5.50%, 12/01/2038 | 12 | 12 |
| &nbsp;&nbsp; Pool 993579, 4.00%, 05/01/2039 | 4873 | 4787 |
| &nbsp;&nbsp; Pool AA5840, 4.00%, 06/01/2039 | 798 | 789 |
| &nbsp;&nbsp; Pool AA8715, 4.00%, 06/01/2039 | 17654 | 17461 |
| &nbsp;&nbsp; Pool AB1500, 4.00%, 09/01/2040 | 3197 | 3141 |
| &nbsp;&nbsp; Pool AB3995, 4.00%, 12/01/2041 | 5296 | 5189 |
| &nbsp;&nbsp; Pool AB5529, 4.00%, 07/01/2042 | 12328 | 12088 |
| &nbsp;&nbsp; Pool AB6228, 3.50%, 09/01/2042 | 44163 | 42238 |
| &nbsp;&nbsp; Pool AD0586, 4.50%, 12/01/2039 | 47318 | 47809 |
| &nbsp;&nbsp; Pool AD1889, 4.50%, 03/01/2041 | 29132 | 29328 |
| &nbsp;&nbsp; Pool AD4062, 5.00%, 05/01/2040 | 122971 | 126664 |
| &nbsp;&nbsp; Pool AD6929, 5.00%, 06/01/2040 | 77958 | 80298 |
| &nbsp;&nbsp; Pool AD9856, 4.00%, 09/01/2040 | 2910 | 2854 |
| &nbsp;&nbsp; Pool AD9896, 4.00%, 08/01/2040 | 2745 | 2684 |
| &nbsp;&nbsp; Pool AE2559, 4.00%, 09/01/2040 | 1474 | 1448 |
| &nbsp;&nbsp; Pool AE2562, 4.00%, 09/01/2040 | 467 | 458 |
| &nbsp;&nbsp; Pool AE2566, 4.00%, 09/01/2040 | 264 | 260 |
| &nbsp;&nbsp; Pool AE3916, 4.00%, 11/01/2040 | 3186 | 3142 |
| &nbsp;&nbsp; Pool AE4124, 4.00%, 10/01/2040 | 5040 | 4950 |
| &nbsp;&nbsp; Pool AE4888, 4.00%, 10/01/2040 | 3108 | 3058 |
| &nbsp;&nbsp; Pool AE5147, 4.00%, 11/01/2040 | 580 | 569 |
| &nbsp;&nbsp; Pool AE8715, 4.00%, 11/01/2040 | 6438 | 6314 |
| &nbsp;&nbsp; Pool AH0006, 4.00%, 12/01/2040 | 1076 | 1055 |
| &nbsp;&nbsp; Pool AH0020, 4.00%, 12/01/2040 | 3472 | 3405 |
| &nbsp;&nbsp; Pool AH0599, 4.00%, 12/01/2040 | 4485 | 4398 |
| &nbsp;&nbsp; Pool AH0601, 4.00%, 12/01/2040 | 610 | 600 |
| &nbsp;&nbsp; Pool AH1263, 4.00%, 01/01/2041 | 3803 | 3729 |
| &nbsp;&nbsp; Pool AH4659, 4.00%, 02/01/2041 | 843 | 829 |
| &nbsp;&nbsp; Pool AH5653, 4.00%, 02/01/2041 | 15871 | 15568 |
| &nbsp;&nbsp; Pool AH6150, 4.00%, 03/01/2041 | 2482 | 2432 |
| &nbsp;&nbsp; Pool AI0848, 4.00%, 12/01/2041 | 4757 | 4661 |
| &nbsp;&nbsp; Pool AI8842, 4.50%, 08/01/2041 | 13217 | 13319 |
| &nbsp;&nbsp; Pool AJ1562, 4.00%, 10/01/2041 | 5658 | 5537 |
| &nbsp;&nbsp; Pool AJ1972, 4.00%, 10/01/2041 | 2311 | 2274 |
| &nbsp;&nbsp; Pool AJ2212, 4.50%, 10/01/2041 | 155257 | 156233 |
| &nbsp;&nbsp; Pool AJ2446, 4.00%, 01/01/2042 | 3371 | 3303 |
| &nbsp;&nbsp; Pool AJ3330, 4.00%, 11/01/2041 | 5041 | 4939 |
| &nbsp;&nbsp; Pool AJ4187, 4.00%, 12/01/2041 | 3713 | 3638 |
| &nbsp;&nbsp; Pool AJ4549, 4.00%, 11/01/2041 | 4393 | 4305 |
| &nbsp;&nbsp; Pool AJ4698, 4.00%, 11/01/2041 | 4012 | 3932 |
| &nbsp;&nbsp; Pool AJ4756, 4.00%, 10/01/2041 | 5756 | 5641 |
| &nbsp;&nbsp; Pool AJ5424, 4.00%, 11/01/2041 | 8419 | 8251 |
| &nbsp;&nbsp; Pool AJ5736, 4.00%, 12/01/2041 | 4246 | 4163 |
| &nbsp;&nbsp; Pool AJ5968, 4.00%, 12/01/2041 | 2581 | 2529 |
| &nbsp;&nbsp; Pool AJ6061, 4.00%, 12/01/2041 | 5022 | 4914 |
| &nbsp;&nbsp; Pool AJ7538, 4.00%, 01/01/2042 | 6471 | 6331 |
| &nbsp;&nbsp; Pool AJ7840, 4.00%, 11/01/2041 | 2556 | 2505 |
| &nbsp;&nbsp; Pool AJ7868, 4.00%, 12/01/2041 | 3567 | 3495 |
| &nbsp;&nbsp; Pool AJ8001, 4.00%, 01/01/2042 | 2392 | 2342 |
| &nbsp;&nbsp; Pool AJ8104, 4.00%, 12/01/2041 | 8177 | 8020 |
| &nbsp;&nbsp; Pool AJ8109, 4.00%, 12/01/2041 | 6518 | 6386 |
| &nbsp;&nbsp; Pool AJ8171, 4.00%, 12/01/2041 | 2790 | 2739 |
| &nbsp;&nbsp; Pool AJ8325, 3.00%, 12/01/2026 | 13293 | 13210 |
| &nbsp;&nbsp; Pool AJ8341, 4.00%, 12/01/2041 | 7178 | 7033 |
| &nbsp;&nbsp; Pool AJ8369, 4.00%, 01/01/2042 | 5539 | 5427 |
| &nbsp;&nbsp; Pool AJ8436, 4.00%, 12/01/2041 | 8731 | 8558 |
| &nbsp;&nbsp; Pool AJ8912, 4.00%, 12/01/2041 | 3947 | 3867 |
| &nbsp;&nbsp; Pool AJ9162, 4.00%, 01/01/2042 | 6264 | 6137 |
| &nbsp;&nbsp; Pool AJ9248, 4.00%, 12/01/2041 | 4219 | 4137 |
| &nbsp;&nbsp; Pool AJ9330, 4.00%, 01/01/2042 | 28304 | 27748 |
| &nbsp;&nbsp; Pool AJ9779, 4.00%, 01/01/2042 | 1282 | 1268 |
| &nbsp;&nbsp; Pool AK0170, 4.00%, 01/01/2042 | 4846 | 4749 |
| &nbsp;&nbsp; Pool AK0543, 4.00%, 01/01/2042 | 11120 | 10899 |
| &nbsp;&nbsp; Pool AK0563, 4.00%, 01/01/2042 | 4551 | 4459 |
| &nbsp;&nbsp; Pool AK1827, 4.00%, 01/01/2042 | 9211 | 9027 |
| &nbsp;&nbsp; Pool AL0187, 5.00%, 05/01/2041 | 17882 | 18419 |
| &nbsp;&nbsp; Pool AL0215, 4.50%, 04/01/2041 | 22136 | 22316 |
| &nbsp;&nbsp; Pool AL0456, 5.00%, 06/01/2041 | 3405 | 3508 |
| &nbsp;&nbsp; Pool AL0815, 4.00%, 09/01/2041 | 11396 | 11171 |
| &nbsp;&nbsp; Pool AL0934, 5.00%, 02/01/2041 | 23320 | 24021 |
| &nbsp;&nbsp; Pool AL2752, 5.00%, 03/01/2042 | 75013 | 77266 |
| &nbsp;&nbsp; Pool AL5233, 4.00%, 01/01/2041 | 15039 | 14862 |
| &nbsp;&nbsp; Pool AQ9316, 2.50%, 01/01/2043 | 124885 | 112575 |
| &nbsp;&nbsp; Pool AS5469, 4.00%, 07/01/2045 | 139266 | 135105 |
| &nbsp;&nbsp; Pool AS5597, 3.50%, 08/01/2045 | 24464 | 23276 |
| &nbsp;&nbsp; Pool AS7170, 3.50%, 05/01/2046 | 102612 | 97203 |
| &nbsp;&nbsp; Pool AS7242, 3.50%, 05/01/2046 | 96263 | 91146 |
| &nbsp;&nbsp; Pool AS7492, 4.00%, 07/01/2046 | 78780 | 76336 |
| &nbsp;&nbsp; Pool AS8947, 3.50%, 03/01/2047 | 134064 | 126907 |
| &nbsp;&nbsp; Pool AS9772, 3.50%, 06/01/2037 | 102967 | 100101 |
| &nbsp;&nbsp; Pool AT2720, 3.00%, 05/01/2043 | 323034 | 299506 |
| &nbsp;&nbsp; Pool AT5900, 3.00%, 06/01/2043 | 200133 | 185452 |
| &nbsp;&nbsp; Pool AU1625, 3.50%, 07/01/2043 | 124969 | 119316 |
| &nbsp;&nbsp; Pool AZ0832, 4.00%, 07/01/2045 | 192089 | 186450 |
| &nbsp;&nbsp; Pool BC4938, 2.50%, 04/01/2031 | 9413 | 9151 |
| &nbsp;&nbsp; Pool BC9468, 3.00%, 06/01/2046 | 176165 | 160782 |
| &nbsp;&nbsp; Pool BN5279, 4.00%, 02/01/2049 | 300384 | 290463 |
| &nbsp;&nbsp; Pool BT2317, 2.00%, 03/01/2052 | 217631 | 176596 |
| &nbsp;&nbsp; Pool BT7155, 2.00%, 08/01/2051 | 306985 | 248908 |
| &nbsp;&nbsp; Pool BV1380, 2.00%, 01/01/2052 | 734810 | 595795 |
| &nbsp;&nbsp; Pool BV2993, 2.00%, 04/01/2052 | 769224 | 623699 |
| &nbsp;&nbsp; Pool BV9804, 2.00%, 05/01/2052 | 165408 | 134166 |
| &nbsp;&nbsp; Pool CA0858, 3.50%, 12/01/2047 | 1009038 | 950259 |
| &nbsp;&nbsp; Pool CB6431, 5.50%, 06/01/2053 | 1477916 | 1506128 |
| &nbsp;&nbsp; Pool CB6870, 5.50%, 08/01/2053 | 1378737 | 1403995 |
| &nbsp;&nbsp; Pool FM7678, 2.50%, 06/01/2051 | 1522485 | 1316884 |
| &nbsp;&nbsp; Pool FM9491, 2.50%, 11/01/2051 | 1522530 | 1314732 |
| &nbsp;&nbsp; Pool FS1069, 2.00%, 12/01/2051 | 358380 | 290580 |
| &nbsp;&nbsp; Pool FS1108, 2.50%, 09/01/2051 | 1487019 | 1281795 |
| &nbsp;&nbsp; Pool FS1598, 2.00%, 04/01/2052 | 122811 | 99819 |
| &nbsp;&nbsp; Pool MA1870, 4.50%, 04/01/2034 | 74213 | 74803 |
| &nbsp;&nbsp; Pool MA3038, 4.50%, 06/01/2047 | 15734 | 15655 |
| &nbsp;&nbsp; Pool MA4307, 3.00%, 04/01/2051 | 1588878 | 1418429 |
| &nbsp;&nbsp; Pool MA4577, 2.00%, 04/01/2052 | 2030835 | 1650637 |
| &nbsp;&nbsp; Pool TBA, 5.50%, 01/15/2041 <sup>(e)</sup> | 5175000 | 5251394 |
| &nbsp;&nbsp; Series 2012-18, Class GA, 2.00%, 12/25/2041 | 19135 | 18134 |
| &nbsp;&nbsp; Series 2012-21, Class PQ, 2.00%, 09/25/2041 | 9805 | 9368 |
| &nbsp;&nbsp; Series 2012-52, Class PA, 3.50%, 05/25/2042 | 16810 | 16345 |
| &nbsp;&nbsp; Series 2015-48, Class QB, 3.00%, 02/25/2043 | 13504 | 13313 |
| &nbsp;&nbsp; Series 2016-11, Class GA, 2.50%, 03/25/2046 | 28392 | 26783 |
| &nbsp;&nbsp; Series 2016-38, Class NA, 3.00%, 01/25/2046 | 16335 | 15447 |
| &nbsp;&nbsp; Series 2017-16, Class PB, 3.00%, 03/25/2047 | 217000 | 192094 |
| &nbsp;&nbsp; Series 2017-26, Class CG, 3.50%, 07/25/2044 | 8903 | 8860 |
| &nbsp;&nbsp; Series 2017-34, Class JK, 3.00%, 05/25/2047 | 7958 | 7837 |
| &nbsp;&nbsp; Series 2017-35, Class AH, 3.50%, 04/25/2053 | 10783 | 10738 |
| &nbsp;&nbsp; Series 2017-49, Class JA, 4.00%, 07/25/2053 | 14390 | 14369 |
| &nbsp;&nbsp; Series 2017-84, Class KA, 3.50%, 04/25/2053 | 16991 | 16909 |
| &nbsp;&nbsp; Series 2018-23, Class LA, 3.50%, 04/25/2048 | 44985 | 43410 |
| &nbsp;&nbsp; Series 2018-70, Class HA, 3.50%, 10/25/2056 | 27479 | 27057 |
| &nbsp;&nbsp; Series 2019-12, Class HA, 3.50%, 11/25/2057 | 56365 | 54763 |
| &nbsp;&nbsp; Series 2019-14, Class CA, 3.50%, 04/25/2049 | 51127 | 49844 |
| &nbsp;&nbsp; Series 2019-45, Class PT, 3.00%, 08/25/2049 | 49411 | 45392 |
| &nbsp;&nbsp; Series 2019-M21, Class X3, 1.13%, 06/25/2034 <sup>(c)(d)</sup> | 1321417 | 75843 |
| &nbsp;&nbsp; Series 2020-1, Class AC, 3.50%, 08/25/2058 | 136798 | 131836 |
| &nbsp;&nbsp; Series 2022-90, Class AY, 4.50%, 12/25/2041 | 515000 | 516344 |
| &nbsp;&nbsp; Series 415, Class A3, 3.00%, 11/25/2042 | 39790 | 36941 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MV, 3.50%, 10/25/2058 (Callable 05/25/2043) | 56146 | 53937 |
| Freddie Mac Structured Agency Credit Risk Debt Notes | Freddie Mac Structured Agency Credit Risk Debt Notes | Freddie Mac Structured Agency Credit Risk Debt Notes |
| &nbsp;&nbsp; Series 2021-DNA6, Class B1, 7.27% (30 day avg SOFR US + 3.40%), 10/25/2041 (Callable 10/25/2026) <sup>(f)</sup> | 415000 | 422461 |
| &nbsp;&nbsp; Series 2022-DNA3, Class M1B, 6.77% (30 day avg SOFR US + 2.90%), 04/25/2042 (Callable 04/25/2027) <sup>(f)</sup> | 95000 | 97414 |
| &nbsp;&nbsp; Series 2022-DNA4, Class M1B, 7.22% (30 day avg SOFR US + 3.35%), 05/25/2042 (Callable 05/25/2027) <sup>(f)</sup> | 240000 | 247780 |
| &nbsp;&nbsp; Series 2022-DNA7, Class M1B, 8.87% (30 day avg SOFR US + 5.00%), 03/25/2052 (Callable 09/25/2027) <sup>(f)</sup> | 320000 | 341086 |
| &nbsp;&nbsp; Series 2022-HQA3, Class M1B, 7.42% (30 day avg SOFR US + 3.55%), 08/25/2042 (Callable 08/25/2027) <sup>(f)</sup> | 175000 | 182116 |
| &nbsp;&nbsp; Series 2023-HQA1, Class M1B, 7.37% (30 day avg SOFR US + 3.50%), 05/25/2043 (Callable 05/25/2028) <sup>(f)</sup> | 95000 | 99581 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; 5.00%, 01/15/2041 <sup>(e)</sup> | 2300000 | 2296825 |
| &nbsp;&nbsp; Pool 614436, 5.00%, 08/15/2033 | 3849 | 3951 |
| &nbsp;&nbsp; Pool 723248, 5.00%, 10/15/2039 | 198259 | 204205 |
| &nbsp;&nbsp; Pool 736686, 5.00%, 02/15/2039 | 8850 | 9096 |
| &nbsp;&nbsp; Pool 783403, 3.50%, 09/15/2041 | 76497 | 71621 |
| &nbsp;&nbsp; Pool MA4587, 4.00%, 07/20/2047 | 16893 | 16324 |
| &nbsp;&nbsp; Pool MA4652, 3.50%, 08/20/2047 | 49424 | 46162 |
| &nbsp;&nbsp; Pool MA4778, 3.50%, 10/20/2047 | 91642 | 85224 |
| &nbsp;&nbsp; Pool MA4779, 4.00%, 10/20/2047 | 64712 | 62364 |
| &nbsp;&nbsp; Pool MA4780, 4.50%, 10/20/2047 | 73198 | 72923 |
| &nbsp;&nbsp; Pool MA7051, 2.00%, 12/20/2050 | 1089674 | 904976 |
| &nbsp;&nbsp; Pool MA7650, 3.00%, 10/20/2051 | 1935583 | 1746289 |
| &nbsp;&nbsp; Pool MA8199, 3.50%, 08/20/2052 | 983355 | 902934 |
| &nbsp;&nbsp; Pool MA9362, 5.50%, 12/20/2053 | 1195674 | 1214013 |
| &nbsp;&nbsp; Pool TBA, 4.00%, 01/15/2042 <sup>(e)</sup> | 2250000 | 2126420 |
| &nbsp;&nbsp; Series 2013-37, Class LG, 2.00%, 01/20/2042 | 11191 | 11020 |
| **TOTAL MORTGAGE-BACKED SECURITIES** (Cost $48,537,262) | **TOTAL MORTGAGE-BACKED SECURITIES** (Cost $48,537,262) | 47022763 |
| **CORPORATE OBLIGATIONS - 24.4%** | **Par** | **Value**  |
| **Aerospace & Defense - 0.4%** | **Aerospace & Defense - 0.4%** | **Aerospace & Defense - 0.4%** |
| Boeing Co. | Boeing Co. | Boeing Co. |
| &nbsp;&nbsp; 3.20%, 03/01/2029 (Callable 12/01/2028) | 40000 | 38820 |
| &nbsp;&nbsp; 2.95%, 02/01/2030 (Callable 11/01/2029) | 45000 | 42719 |
| &nbsp;&nbsp; 5.15%, 05/01/2030 (Callable 02/01/2030) | 195000 | 200629 |
| &nbsp;&nbsp; 6.39%, 05/01/2031 (Callable 03/01/2031) | 55000 | 59758 |
| &nbsp;&nbsp; 6.53%, 05/01/2034 (Callable 02/01/2034) | 20000 | 22181 |
| &nbsp;&nbsp; 5.71%, 05/01/2040 (Callable 11/01/2039) | 195000 | 199751 |
| &nbsp;&nbsp; 7.01%, 05/01/2064 (Callable 11/01/2063) | 40000 | 45768 |
|  Northrop Grumman Corp., 5.15%, 05/01/2040 (Callable 11/01/2039) | 124000 | 123764 |
|  |  | 733390 |
| **All Other Pipeline Transportation - 0.0%<sup>(g)</sup>** | **All Other Pipeline Transportation - 0.0%<sup>(g)</sup>** | **All Other Pipeline Transportation - 0.0%<sup>(g)</sup>** |
|  Columbia Pipelines Operating Co. LLC, 6.04%, 11/15/2033 (Callable 08/15/2033) <sup>(f)</sup> | 45000 | 48272 |
| **Alumina Refining and Primary Aluminum Production - 0.1%** | **Alumina Refining and Primary Aluminum Production - 0.1%** | **Alumina Refining and Primary Aluminum Production - 0.1%** |
|  Rio Tinto Alcan, Inc., 6.13%, 12/15/2033 | 130000 | 142626 |
| **Animal (except Poultry) Slaughtering - 0.1%** | **Animal (except Poultry) Slaughtering - 0.1%** | **Animal (except Poultry) Slaughtering - 0.1%** |
| JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl |
| &nbsp;&nbsp; 5.75%, 04/01/2033 (Callable 01/01/2033) | 85000 | 88877 |
| &nbsp;&nbsp; 6.75%, 03/15/2034 (Callable 12/15/2033) | 90000 | 99488 |
| &nbsp;&nbsp; 7.25%, 11/15/2053 (Callable 05/15/2053) | 55000 | 61639 |
|  |  | 250004 |
| **Banks - 3.0%** | **Banks - 3.0%** | **Banks - 3.0%** |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| &nbsp;&nbsp; 1.92% to 10/24/2030 then SOFR + 1.37%, 10/24/2031 (Callable 10/24/2030) | 540000 | 483599 |
| &nbsp;&nbsp; 5.52% to 10/25/2034 then SOFR + 1.74%, 10/25/2035 (Callable 10/25/2034) | 125000 | 128322 |
| &nbsp;&nbsp; 2.48% to 09/21/2031 then 5 yr. CMT Rate + 1.20%, 09/21/2036 (Callable 09/21/2031) | 105000 | 92317 |
|  BPCE SA, 5.39% to 05/28/2030 then SOFR + 1.58%, 05/28/2031 (Callable 05/28/2030) <sup>(f)</sup> | 250000 | 257229 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |
| &nbsp;&nbsp; 4.95% to 05/07/2030 then SOFR + 1.46%, 05/07/2031 (Callable 05/07/2030) | 155000 | 158497 |
| &nbsp;&nbsp; 4.50% to 09/11/2030 then SOFR + 1.17%, 09/11/2031 (Callable 09/11/2030) | 390000 | 391797 |
| Citizens Financial Group, Inc. | Citizens Financial Group, Inc. | Citizens Financial Group, Inc. |
| &nbsp;&nbsp; 5.25% to 03/05/2030 then SOFR + 1.26%, 03/05/2031 (Callable 03/05/2030) | 100000 | 102856 |
| &nbsp;&nbsp; 6.65% to 04/25/2034 then SOFR + 2.33%, 04/25/2035 (Callable 04/25/2034) | 20000 | 22035 |
| Credit Agricole SA | Credit Agricole SA | Credit Agricole SA |
| &nbsp;&nbsp; 5.22% to 05/27/2030 then SOFR + 1.46%, 05/27/2031 (Callable 05/27/2030) <sup>(f)</sup> | 250000 | 256979 |
| &nbsp;&nbsp; 4.82% to 09/25/2032 then SOFR + 1.36%, 09/25/2033 (Callable 09/25/2032) <sup>(f)</sup> | 250000 | 250125 |
| HSBC Holdings PLC | HSBC Holdings PLC | HSBC Holdings PLC |
| &nbsp;&nbsp; 5.13% to 03/03/2030 then SOFR + 1.29%, 03/03/2031 (Callable 03/03/2030) | 200000 | 205211 |
| &nbsp;&nbsp; 5.24% to 05/13/2030 then SOFR + 1.57%, 05/13/2031 (Callable 05/13/2030) | 200000 | 206297 |
| &nbsp;&nbsp; 4.62% to 11/06/2030 then SOFR + 1.19%, 11/06/2031 (Callable 11/06/2030) | 200000 | 200835 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |
| &nbsp;&nbsp; 4.32% to 04/26/2027 then SOFR + 1.56%, 04/26/2028 (Callable 04/26/2027) | 20000 | 20088 |
| &nbsp;&nbsp; 4.51% to 10/22/2027 then SOFR + 0.86%, 10/22/2028 (Callable 10/22/2027) | 45000 | 45453 |
| &nbsp;&nbsp; 3.51% to 01/23/2028 then 3 mo. Term SOFR + 1.21%, 01/23/2029 (Callable 01/23/2028) | 45000 | 44609 |
| &nbsp;&nbsp; 5.30% to 07/24/2028 then SOFR + 1.45%, 07/24/2029 (Callable 07/24/2028) | 175000 | 180466 |
| &nbsp;&nbsp; 5.58% to 04/22/2029 then SOFR + 1.16%, 04/22/2030 (Callable 04/22/2029) | 180000 | 187956 |
| &nbsp;&nbsp; 5.00% to 07/22/2029 then SOFR + 1.13%, 07/22/2030 (Callable 07/22/2029) | 180000 | 184961 |
| &nbsp;&nbsp; 2.74% to 10/15/2029 then 3 mo. Term SOFR + 1.51%, 10/15/2030 (Callable 10/15/2029) | 55000 | 52226 |
| &nbsp;&nbsp; 5.14% to 01/24/2030 then SOFR + 1.01%, 01/24/2031 (Callable 01/24/2030) | 60000 | 62078 |
| &nbsp;&nbsp; 5.10% to 04/22/2030 then SOFR + 1.44%, 04/22/2031 (Callable 04/22/2030) <sup>(h)</sup> | 235000 | 242942 |
| &nbsp;&nbsp; 4.26% to 10/22/2030 then SOFR + 0.93%, 10/22/2031 (Callable 10/22/2030) | 185000 | 184700 |
| &nbsp;&nbsp; 2.55% to 11/08/2031 then SOFR + 1.18%, 11/08/2032 (Callable 11/08/2031) | 160000 | 144613 |
| &nbsp;&nbsp; 5.34% to 01/23/2034 then SOFR + 1.62%, 01/23/2035 (Callable 01/23/2034) | 90000 | 93453 |
| &nbsp;&nbsp; 4.95% to 10/22/2034 then SOFR + 1.34%, 10/22/2035 (Callable 10/22/2034) | 30000 | 30373 |
| &nbsp;&nbsp; 5.58% to 07/23/2035 then SOFR + 1.64%, 07/23/2036 (Callable 07/23/2035) | 95000 | 98505 |
|  Royal Bank of Canada, 5.15% to 02/04/2030 then SOFR + 1.03%, 02/04/2031 (Callable 02/04/2030) | 175000 | 180449 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |
| &nbsp;&nbsp; 6.30% to 10/23/2028 then SOFR + 1.79%, 10/23/2029 (Callable 10/23/2028) | 35000 | 37003 |
| &nbsp;&nbsp; 2.88% to 10/30/2029 then 3 mo. Term SOFR + 1.43%, 10/30/2030 (Callable 10/30/2029) | 195000 | 185658 |
| &nbsp;&nbsp; 5.24% to 01/24/2030 then SOFR + 1.11%, 01/24/2031 (Callable 01/24/2030) | 75000 | 77753 |
| &nbsp;&nbsp; 2.57% to 02/11/2030 then 3 mo. Term SOFR + 1.26%, 02/11/2031 (Callable 02/11/2030) | 35000 | 32728 |
| &nbsp;&nbsp; 5.15% to 04/23/2030 then SOFR + 1.50%, 04/23/2031 (Callable 04/23/2030) | 95000 | 98169 |
| &nbsp;&nbsp; 4.90% to 07/25/2032 then SOFR + 2.10%, 07/25/2033 (Callable 07/25/2032) | 35000 | 35609 |
| &nbsp;&nbsp; 6.49% to 10/23/2033 then SOFR + 2.06%, 10/23/2034 (Callable 10/23/2033) | 20000 | 22185 |
| &nbsp;&nbsp; 5.01% to 04/04/2050 then 3 mo. Term SOFR + 4.50%, 04/04/2051 (Callable 04/04/2050) | 70000 | 64264 |
|  |  | 5062340 |
| **Beverages - 0.4%** | **Beverages - 0.4%** | **Beverages - 0.4%** |
| Keurig Dr Pepper, Inc. | Keurig Dr Pepper, Inc. | Keurig Dr Pepper, Inc. |
| &nbsp;&nbsp; 3.95%, 04/15/2029 (Callable 02/15/2029) | 65000 | 64355 |
| &nbsp;&nbsp; 3.20%, 05/01/2030 (Callable 02/01/2030) | 12000 | 11416 |
| &nbsp;&nbsp; 4.60%, 05/15/2030 (Callable 04/15/2030) | 115000 | 115735 |
| &nbsp;&nbsp; 2.25%, 03/15/2031 (Callable 12/15/2030) | 182000 | 162778 |
| &nbsp;&nbsp; 5.20%, 03/15/2031 (Callable 01/15/2031) | 63000 | 64859 |
| &nbsp;&nbsp; 4.05%, 04/15/2032 (Callable 01/15/2032) | 90000 | 86842 |
| &nbsp;&nbsp; 5.30%, 03/15/2034 (Callable 12/15/2033) | 95000 | 97122 |
| &nbsp;&nbsp; 5.15%, 05/15/2035 (Callable 02/15/2035) | 30000 | 30135 |
|  |  | 633242 |
| **Biological Product (except Diagnostic) Manufacturing - 0.6%** | **Biological Product (except Diagnostic) Manufacturing - 0.6%** | **Biological Product (except Diagnostic) Manufacturing - 0.6%** |
| Mars, Inc. | Mars, Inc. | Mars, Inc. |
| &nbsp;&nbsp; 4.60%, 03/01/2028 (Callable 02/01/2028) <sup>(f)</sup> | 40000 | 40568 |
| &nbsp;&nbsp; 5.00%, 03/01/2032 (Callable 01/01/2032) <sup>(f)</sup> | 375000 | 387216 |
| &nbsp;&nbsp; 5.20%, 03/01/2035 (Callable 12/01/2034) <sup>(f)</sup> | 90000 | 92727 |
| &nbsp;&nbsp; 5.65%, 05/01/2045 (Callable 11/01/2044) <sup>(f)</sup> | 370000 | 374249 |
| &nbsp;&nbsp; 5.80%, 05/01/2065 (Callable 11/01/2064) <sup>(f)</sup> | 60000 | 60604 |
|  |  | 955364 |
| **Breweries - 0.1%** | **Breweries - 0.1%** | **Breweries - 0.1%** |
|  Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/2046 (Callable 08/01/2045) | 185000 | 171998 |
| **Capital Markets - 1.1%** | **Capital Markets - 1.1%** | **Capital Markets - 1.1%** |
|  Ameriprise Financial, Inc., 5.20%, 04/15/2035 (Callable 01/15/2035) | 150000 | 153589 |
|  Bank of New York Mellon Corp., 5.06% to 07/22/2031 then SOFR + 1.23%, 07/22/2032 (Callable 07/22/2031) | 105000 | 109011 |
|  Blackstone Secured Lending Fund, 5.13%, 01/31/2031 (Callable 12/31/2030) <sup>(h)</sup> | 250000 | 247247 |
| Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. |
| &nbsp;&nbsp; 5.05% to 07/23/2029 then SOFR + 1.21%, 07/23/2030 (Callable 07/23/2029) | 120000 | 123070 |
| &nbsp;&nbsp; 4.69% to 10/23/2029 then SOFR + 1.14%, 10/23/2030 (Callable 10/23/2029) | 145000 | 147113 |
| &nbsp;&nbsp; 5.21% to 01/28/2030 then SOFR + 1.08%, 01/28/2031 (Callable 01/28/2030) | 80000 | 82733 |
| &nbsp;&nbsp; 5.22% to 04/23/2030 then SOFR + 1.58%, 04/23/2031 (Callable 04/23/2030) | 135000 | 139557 |
|  Intercontinental Exchange, Inc., 2.65%, 09/15/2040 (Callable 03/15/2040) | 185000 | 137851 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley |
| &nbsp;&nbsp; 6.41% to 11/01/2028 then SOFR + 1.83%, 11/01/2029 (Callable 11/01/2028) | 65000 | 68932 |
| &nbsp;&nbsp; 5.66% to 04/18/2029 then SOFR + 1.26%, 04/18/2030 (Callable 04/18/2029) | 195000 | 203356 |
| &nbsp;&nbsp; 4.65% to 10/18/2029 then SOFR + 1.10%, 10/18/2030 (Callable 10/18/2029) | 50000 | 50648 |
| &nbsp;&nbsp; 5.23% to 01/15/2030 then SOFR + 1.11%, 01/15/2031 (Callable 01/15/2030) | 50000 | 51629 |
| &nbsp;&nbsp; 2.70% to 01/22/2030 then SOFR + 1.14%, 01/22/2031 (Callable 01/22/2030) | 120000 | 112691 |
| &nbsp;&nbsp; 1.79% to 02/13/2031 then SOFR + 1.03%, 02/13/2032 (Callable 02/13/2031) | 180000 | 158452 |
| &nbsp;&nbsp; 2.51% to 10/20/2031 then SOFR + 1.20%, 10/20/2032 (Callable 10/20/2031) | 35000 | 31440 |
|  |  | 1817319 |
| **Collection Agencies - 0.3%** | **Collection Agencies - 0.3%** | **Collection Agencies - 0.3%** |
|  NTT Finance Corp., 5.17%, 07/16/2032 (Callable 05/16/2032) <sup>(f)</sup> | 430000 | 442288 |
| **Colleges, Universities, and Professional Schools - 0.1%** | **Colleges, Universities, and Professional Schools - 0.1%** | **Colleges, Universities, and Professional Schools - 0.1%** |
| Howard University | Howard University | Howard University |
| &nbsp;&nbsp; 2.90%, 10/01/2031 | 100000 | 90176 |
| &nbsp;&nbsp; 3.48%, 10/01/2041 | 75000 | 59153 |
|  |  | 149329 |
| **Commercial Services & Supplies - 0.2%** | **Commercial Services & Supplies - 0.2%** | **Commercial Services & Supplies - 0.2%** |
|  Element Fleet Management Corp., 4.64%, 11/24/2030 (Callable 10/24/2030) <sup>(f)</sup> | 180000 | 180762 |
|  Republic Services, Inc., 5.20%, 11/15/2034 (Callable 08/15/2034) | 130000 | 135003 |
|  Veralto Corp., 5.50%, 09/18/2026 (Callable 08/18/2026) | 40000 | 40354 |
|  |  | 356119 |
| **Commodity Contracts Intermediation - 0.2%** | **Commodity Contracts Intermediation - 0.2%** | **Commodity Contracts Intermediation - 0.2%** |
| Glencore Funding LLC | Glencore Funding LLC | Glencore Funding LLC |
| &nbsp;&nbsp; 5.37%, 04/04/2029 (Callable 03/04/2029) <sup>(f)</sup> | 225000 | 232449 |
| &nbsp;&nbsp; 6.38%, 10/06/2030 (Callable 08/06/2030) <sup>(f)</sup> | 70000 | 75463 |
| &nbsp;&nbsp; 6.50%, 10/06/2033 (Callable 07/06/2033) <sup>(f)</sup> | 45000 | 49801 |
| &nbsp;&nbsp; 5.63%, 04/04/2034 (Callable 01/04/2034) <sup>(f)</sup> | 25000 | 26207 |
|  |  | 383920 |
| **Consumer Finance - 0.6%** | **Consumer Finance - 0.6%** | **Consumer Finance - 0.6%** |
| American Express Co. | American Express Co. | American Express Co. |
| &nbsp;&nbsp; 5.09% to 01/30/2030 then SOFR + 1.02%, 01/30/2031 (Callable 01/30/2030) | 130000 | 134156 |
| &nbsp;&nbsp; 5.02% to 04/25/2030 then SOFR + 1.44%, 04/25/2031 (Callable 04/25/2030) | 210000 | 216643 |
| Capital One Financial Corp. | Capital One Financial Corp. | Capital One Financial Corp. |
| &nbsp;&nbsp; 4.49% to 09/11/2030 then SOFR + 1.25%, 09/11/2031 (Callable 09/11/2030) | 130000 | 129931 |
| &nbsp;&nbsp; 7.62% to 10/30/2030 then SOFR + 3.07%, 10/30/2031 (Callable 10/30/2030) | 210000 | 237590 |
| &nbsp;&nbsp; 6.05% to 02/01/2034 then SOFR + 2.26%, 02/01/2035 (Callable 02/01/2034) | 15000 | 16004 |
| &nbsp;&nbsp; 6.18% to 01/30/2035 then SOFR + 2.04%, 01/30/2036 (Callable 01/30/2035) | 95000 | 99449 |
| Synchrony Financial | Synchrony Financial | Synchrony Financial |
| &nbsp;&nbsp; 5.45% to 03/06/2030 then SOFR + 1.68%, 03/06/2031 (Callable 03/06/2030) | 195000 | 200164 |
| &nbsp;&nbsp; 6.00% to 07/29/2035 then SOFR + 2.07%, 07/29/2036 (Callable 07/29/2035) | 80000 | 82512 |
|  |  | 1116449 |
| **Crude Petroleum Extraction - 0.3%** | **Crude Petroleum Extraction - 0.3%** | **Crude Petroleum Extraction - 0.3%** |
| BHP Billiton Finance USA Ltd. | BHP Billiton Finance USA Ltd. | BHP Billiton Finance USA Ltd. |
| &nbsp;&nbsp; 5.13%, 02/21/2032 (Callable 12/21/2031) | 30000 | 31183 |
| &nbsp;&nbsp; 4.90%, 02/28/2033 (Callable 11/28/2032) | 95000 | 97122 |
| &nbsp;&nbsp; 5.25%, 09/08/2033 (Callable 06/08/2033) | 15000 | 15629 |
| Enterprise Products Operating LLC | Enterprise Products Operating LLC | Enterprise Products Operating LLC |
| &nbsp;&nbsp; 4.60%, 01/15/2031 (Callable 12/15/2030) | 120000 | 121607 |
| &nbsp;&nbsp; 5.20%, 01/15/2036 (Callable 10/15/2035) | 85000 | 86730 |
| &nbsp;&nbsp; 3.30%, 02/15/2053 (Callable 08/15/2052) | 25000 | 16839 |
| TotalEnergies Capital SA | TotalEnergies Capital SA | TotalEnergies Capital SA |
| &nbsp;&nbsp; 5.64%, 04/05/2064 (Callable 10/05/2063) | 175000 | 169773 |
| &nbsp;&nbsp; 5.43%, 09/10/2064 (Callable 03/10/2064) | 45000 | 42418 |
|  |  | 581301 |
| **Direct Life Insurance Carriers - 0.1%** | **Direct Life Insurance Carriers - 0.1%** | **Direct Life Insurance Carriers - 0.1%** |
|  Sammons Financial Group Global Funding, 4.95%, 06/12/2030 <sup>(f)</sup> | 110000 | 111738 |
| **Distilleries - 0.1%** | **Distilleries - 0.1%** | **Distilleries - 0.1%** |
|  Bacardi Ltd. / Bacardi-Martini BV, 5.40%, 06/15/2033 (Callable 03/15/2033) <sup>(f)</sup> | 100000 | 101528 |
| **Diversified Telecommunication Services - 0.2%** | **Diversified Telecommunication Services - 0.2%** | **Diversified Telecommunication Services - 0.2%** |
|  AT&T, Inc., 1.65%, 02/01/2028 (Callable 12/01/2027) | 360000 | 343330 |
|  Verizon Communications, Inc., 5.88%, 11/30/2055 (Callable 05/30/2055) | 55000 | 54536 |
|  |  | 397866 |
| **Electric Utilities - 3.6%** | **Electric Utilities - 3.6%** | **Electric Utilities - 3.6%** |
| Alabama Power Co. | Alabama Power Co. | Alabama Power Co. |
| &nbsp;&nbsp; 4.30%, 03/15/2031 (Callable 01/15/2031) | 195000 | 195860 |
| &nbsp;&nbsp; 5.10%, 04/02/2035 (Callable 10/02/2034) | 25000 | 25649 |
| &nbsp;&nbsp; 3.45%, 10/01/2049 (Callable 04/01/2049) | 55000 | 39329 |
|  Cleco Corporate Holdings LLC, 3.38%, 09/15/2029 (Callable 06/15/2029) | 50000 | 47134 |
| Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. |
| &nbsp;&nbsp; 2.45%, 06/01/2030 (Callable 03/01/2030) | 50000 | 46467 |
| &nbsp;&nbsp; 2.55%, 06/15/2031 (Callable 03/15/2031) | 164000 | 149597 |
| &nbsp;&nbsp; 5.45%, 06/15/2034 (Callable 03/15/2034) | 25000 | 26133 |
| &nbsp;&nbsp; 4.95%, 09/15/2035 (Callable 06/15/2035) | 225000 | 223670 |
| &nbsp;&nbsp; 5.00%, 08/15/2052 (Callable 02/15/2052) | 30000 | 26614 |
| Edison International | Edison International | Edison International |
| &nbsp;&nbsp; 6.25%, 03/15/2030 (Callable 02/15/2030) | 115000 | 120421 |
| &nbsp;&nbsp; 5.25%, 03/15/2032 (Callable 01/15/2032) | 25000 | 25040 |
| Eversource Energy | Eversource Energy | Eversource Energy |
| &nbsp;&nbsp; 4.45%, 12/15/2030 (Callable 11/15/2030) | 30000 | 29881 |
| &nbsp;&nbsp; 5.13%, 05/15/2033 (Callable 02/15/2033) | 175000 | 177135 |
| &nbsp;&nbsp; 5.50%, 01/01/2034 (Callable 10/01/2033) | 83000 | 85582 |
|  FirstEnergy Corp., 3.90%, 07/15/2027 (Callable 04/15/2027) <sup>(i)</sup> | 50000 | 49839 |
| Georgia Power Co. | Georgia Power Co. | Georgia Power Co. |
| &nbsp;&nbsp; 4.00%, 10/01/2028 (Callable 09/01/2028) | 115000 | 115711 |
| &nbsp;&nbsp; 4.55%, 03/15/2030 (Callable 01/15/2030) | 65000 | 66170 |
| &nbsp;&nbsp; 5.20%, 03/15/2035 (Callable 09/15/2034) | 75000 | 77156 |
| &nbsp;&nbsp; 4.75%, 09/01/2040 | 50000 | 47661 |
|  Interstate Power and Light Co., 5.60%, 06/29/2035 (Callable 03/29/2035) | 105000 | 109537 |
|  Jersey Central Power & Light Co., 5.10%, 01/15/2035 (Callable 10/15/2034) | 35000 | 35488 |
|  Ohio Power Co., 5.00%, 06/01/2033 (Callable 03/01/2033) | 160000 | 162771 |
| Pacific Gas and Electric Co. | Pacific Gas and Electric Co. | Pacific Gas and Electric Co. |
| &nbsp;&nbsp; 6.10%, 01/15/2029 (Callable 12/15/2028) | 85000 | 89081 |
| &nbsp;&nbsp; 4.55%, 07/01/2030 (Callable 01/01/2030) | 95000 | 94707 |
| &nbsp;&nbsp; 2.50%, 02/01/2031 (Callable 11/01/2030) | 255000 | 230101 |
| &nbsp;&nbsp; 3.25%, 06/01/2031 (Callable 03/01/2031) | 45000 | 42000 |
| &nbsp;&nbsp; 5.05%, 10/15/2032 (Callable 08/15/2032) | 45000 | 45337 |
| &nbsp;&nbsp; 6.15%, 01/15/2033 (Callable 10/15/2032) | 143000 | 152065 |
| &nbsp;&nbsp; 6.95%, 03/15/2034 (Callable 12/15/2033) | 177000 | 197717 |
| &nbsp;&nbsp; 5.80%, 05/15/2034 (Callable 02/15/2034) | 200000 | 208162 |
| &nbsp;&nbsp; 3.30%, 08/01/2040 (Callable 02/01/2040) | 50000 | 38081 |
| &nbsp;&nbsp; 4.60%, 06/15/2043 (Callable 12/15/2042) | 18000 | 15091 |
| &nbsp;&nbsp; 4.75%, 02/15/2044 (Callable 08/15/2043) | 35000 | 29780 |
| &nbsp;&nbsp; 4.30%, 03/15/2045 (Callable 09/15/2044) | 43000 | 34374 |
| &nbsp;&nbsp; 4.95%, 07/01/2050 (Callable 01/01/2050) | 24000 | 20371 |
| &nbsp;&nbsp; 3.50%, 08/01/2050 (Callable 02/01/2050) | 35000 | 23738 |
| &nbsp;&nbsp; 6.75%, 01/15/2053 (Callable 07/15/2052) | 151000 | 161909 |
| &nbsp;&nbsp; 5.90%, 10/01/2054 (Callable 04/01/2054) | 86000 | 83134 |
| &nbsp;&nbsp; 6.10%, 10/15/2055 (Callable 04/15/2055) | 60000 | 59226 |
| PacifiCorp | PacifiCorp | PacifiCorp |
| &nbsp;&nbsp; 5.75%, 04/01/2037 | 35000 | 35631 |
| &nbsp;&nbsp; 6.25%, 10/15/2037 | 9000 | 9432 |
| &nbsp;&nbsp; 5.35%, 12/01/2053 (Callable 06/01/2053) | 65000 | 57339 |
| &nbsp;&nbsp; 5.50%, 05/15/2054 (Callable 11/15/2053) | 105000 | 94253 |
| &nbsp;&nbsp; 5.80%, 01/15/2055 (Callable 07/15/2054) | 10000 | 9367 |
| Pinnacle West Capital Corp. | Pinnacle West Capital Corp. | Pinnacle West Capital Corp. |
| &nbsp;&nbsp; 4.90%, 05/15/2028 (Callable 04/15/2028) | 73000 | 74407 |
| &nbsp;&nbsp; 5.15%, 05/15/2030 (Callable 04/15/2030) | 95000 | 98026 |
|  Public Service Co. of Oklahoma, 5.20%, 01/15/2035 (Callable 10/15/2034) | 190000 | 192962 |
|  Public Service Enterprise Group, Inc., 6.13%, 10/15/2033 (Callable 07/15/2033) | 35000 | 37818 |
| Southern California Edison Co. | Southern California Edison Co. | Southern California Edison Co. |
| &nbsp;&nbsp; 2.25%, 06/01/2030 (Callable 03/01/2030) | 50000 | 45468 |
| &nbsp;&nbsp; 2.75%, 02/01/2032 (Callable 11/01/2031) | 110000 | 98211 |
| &nbsp;&nbsp; 6.00%, 01/15/2034 | 35000 | 36869 |
| &nbsp;&nbsp; 5.20%, 06/01/2034 (Callable 03/01/2034) | 85000 | 85639 |
| &nbsp;&nbsp; 5.45%, 03/01/2035 (Callable 12/01/2034) | 115000 | 116868 |
| &nbsp;&nbsp; 3.90%, 03/15/2043 (Callable 09/15/2042) | 25000 | 19349 |
| &nbsp;&nbsp; 4.65%, 10/01/2043 (Callable 04/01/2043) | 45000 | 38491 |
| &nbsp;&nbsp; 4.00%, 04/01/2047 (Callable 10/01/2046) | 13000 | 9798 |
| &nbsp;&nbsp; 4.13%, 03/01/2048 (Callable 09/01/2047) | 132000 | 100950 |
| &nbsp;&nbsp; 3.65%, 02/01/2050 (Callable 08/01/2049) | 70000 | 49190 |
| &nbsp;&nbsp; 5.45%, 06/01/2052 (Callable 12/01/2051) | 82000 | 74298 |
| &nbsp;&nbsp; 5.70%, 03/01/2053 (Callable 09/01/2052) | 88000 | 82356 |
| &nbsp;&nbsp; 5.88%, 12/01/2053 (Callable 06/01/2053) | 65000 | 62560 |
| &nbsp;&nbsp; 5.90%, 03/01/2055 (Callable 09/01/2054) | 25000 | 24202 |
| &nbsp;&nbsp; 6.20%, 09/15/2055 (Callable 03/15/2055) | 30000 | 30357 |
| Southern Co. | Southern Co. | Southern Co. |
| &nbsp;&nbsp; 4.85%, 06/15/2028 (Callable 04/15/2028) | 45000 | 45875 |
| &nbsp;&nbsp; 5.70%, 03/15/2034 (Callable 09/15/2033) | 60000 | 63320 |
| &nbsp;&nbsp; 4.85%, 03/15/2035 (Callable 09/15/2034) | 40000 | 39596 |
|  Southwestern Electric Power Co., 5.30%, 04/01/2033 (Callable 01/01/2033) | 45000 | 46323 |
| Virginia Electric and Power Co. | Virginia Electric and Power Co. | Virginia Electric and Power Co. |
| &nbsp;&nbsp; 5.00%, 04/01/2033 (Callable 01/01/2033) <sup>(h)</sup> | 80000 | 82096 |
| &nbsp;&nbsp; 5.00%, 01/15/2034 (Callable 10/15/2033) | 130000 | 132177 |
| &nbsp;&nbsp; 5.05%, 08/15/2034 (Callable 05/15/2034) | 45000 | 45761 |
| &nbsp;&nbsp; 5.15%, 03/15/2035 (Callable 12/15/2034) | 100000 | 102100 |
| &nbsp;&nbsp; 4.90%, 09/15/2035 (Callable 06/15/2035) | 270000 | 269394 |
| &nbsp;&nbsp; 4.20%, 05/15/2045 (Callable 11/15/2044) | 10000 | 8319 |
| &nbsp;&nbsp; 5.35%, 01/15/2054 (Callable 07/15/2053) | 30000 | 28393 |
| &nbsp;&nbsp; 5.65%, 03/15/2055 (Callable 09/15/2054) | 45000 | 44390 |
|  Wisconsin Power and Light Co., 5.38%, 03/30/2034 (Callable 12/30/2033) | 60000 | 62083 |
| Xcel Energy, Inc. | Xcel Energy, Inc. | Xcel Energy, Inc. |
| &nbsp;&nbsp; 4.60%, 06/01/2032 (Callable 12/01/2031) | 55000 | 54812 |
| &nbsp;&nbsp; 5.60%, 04/15/2035 (Callable 10/15/2034) | 180000 | 186878 |
|  |  | 6103077 |
| **Gas Utilities - 0.1%** | **Gas Utilities - 0.1%** | **Gas Utilities - 0.1%** |
| Southern California Gas Co. | Southern California Gas Co. | Southern California Gas Co. |
| &nbsp;&nbsp; 5.75%, 06/01/2053 (Callable 12/01/2052) | 50000 | 50124 |
| &nbsp;&nbsp; 6.00%, 06/15/2055 (Callable 12/15/2054) | 175000 | 180382 |
|  |  | 230506 |
| **Ground Transportation - 0.3%** | **Ground Transportation - 0.3%** | **Ground Transportation - 0.3%** |
|  CSX Corp., 5.05%, 06/15/2035 (Callable 03/15/2035) | 310000 | 316292 |
|  Uber Technologies, Inc., 4.80%, 09/15/2035 (Callable 06/15/2035) | 265000 | 263781 |
|  |  | 580073 |
| **Health Care Equipment & Supplies - 0.2%** | **Health Care Equipment & Supplies - 0.2%** | **Health Care Equipment & Supplies - 0.2%** |
| GE HealthCare Technologies, Inc. | GE HealthCare Technologies, Inc. | GE HealthCare Technologies, Inc. |
| &nbsp;&nbsp; 5.91%, 11/22/2032 (Callable 08/22/2032) | 100000 | 107910 |
| &nbsp;&nbsp; 5.50%, 06/15/2035 (Callable 03/15/2035) | 100000 | 104171 |
| &nbsp;&nbsp; 4.95%, 12/15/2035 (Callable 09/15/2035) | 60000 | 60113 |
|  |  | 272194 |
| **Health Care Providers & Services - 1.0%** | **Health Care Providers & Services - 1.0%** | **Health Care Providers & Services - 1.0%** |
| Cardinal Health, Inc. | Cardinal Health, Inc. | Cardinal Health, Inc. |
| &nbsp;&nbsp; 5.00%, 11/15/2029 (Callable 10/15/2029) | 195000 | 200533 |
| &nbsp;&nbsp; 4.50%, 09/15/2030 (Callable 08/15/2030) | 240000 | 242530 |
| Centene Corp. | Centene Corp. | Centene Corp. |
| &nbsp;&nbsp; 2.50%, 03/01/2031 (Callable 12/01/2030) | 65000 | 56153 |
| &nbsp;&nbsp; 2.63%, 08/01/2031 (Callable 05/01/2031) | 120000 | 103303 |
|  Cigna Group, 4.88%, 09/15/2032 (Callable 07/15/2032) | 135000 | 137008 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| &nbsp;&nbsp; 3.25%, 08/15/2029 (Callable 05/15/2029) | 65000 | 62799 |
| &nbsp;&nbsp; 1.75%, 08/21/2030 (Callable 05/21/2030) | 15000 | 13342 |
| &nbsp;&nbsp; 1.88%, 02/28/2031 (Callable 11/28/2030) | 85000 | 74692 |
| &nbsp;&nbsp; 2.13%, 09/15/2031 (Callable 06/15/2031) | 70000 | 61576 |
| &nbsp;&nbsp; 5.45%, 09/15/2035 (Callable 06/15/2035) | 20000 | 20512 |
| Humana, Inc. | Humana, Inc. | Humana, Inc. |
| &nbsp;&nbsp; 5.38%, 04/15/2031 (Callable 02/15/2031) | 150000 | 155255 |
| &nbsp;&nbsp; 5.55%, 05/01/2035 (Callable 02/01/2035) | 130000 | 133098 |
|  Laboratory Corp. of America Holdings, 4.55%, 04/01/2032 (Callable 02/01/2032) | 115000 | 115060 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |
| &nbsp;&nbsp; 5.30%, 06/15/2035 (Callable 03/15/2035) | 55000 | 57096 |
| &nbsp;&nbsp; 3.50%, 08/15/2039 (Callable 02/15/2039) | 10000 | 8373 |
| &nbsp;&nbsp; 2.75%, 05/15/2040 (Callable 11/15/2039) | 50000 | 37557 |
| &nbsp;&nbsp; 5.88%, 02/15/2053 (Callable 08/15/2052) | 40000 | 40530 |
| &nbsp;&nbsp; 5.38%, 04/15/2054 (Callable 10/15/2053) | 150000 | 142116 |
| &nbsp;&nbsp; 4.95%, 05/15/2062 (Callable 11/15/2061) | 30000 | 26090 |
| &nbsp;&nbsp; 6.05%, 02/15/2063 (Callable 08/15/2062) | 25000 | 25765 |
| &nbsp;&nbsp; 5.75%, 07/15/2064 (Callable 01/15/2064) | 70000 | 68697 |
|  |  | 1782085 |
| **Hotels, Restaurants & Leisure - 0.1%** | **Hotels, Restaurants & Leisure - 0.1%** | **Hotels, Restaurants & Leisure - 0.1%** |
| McDonald's Corp. | McDonald's Corp. | McDonald's Corp. |
| &nbsp;&nbsp; 5.00%, 02/13/2036 (Callable 11/13/2035) | 140000 | 141462 |
| &nbsp;&nbsp; 3.63%, 09/01/2049 (Callable 03/01/2049) | 125000 | 92402 |
|  |  | 233864 |
| **Insurance - 0.1%** | **Insurance - 0.1%** | **Insurance - 0.1%** |
|  Travelers Cos., Inc., 5.05%, 07/24/2035 (Callable 04/24/2035) | 135000 | 137544 |
| **Interactive Media & Services - 0.7%** | **Interactive Media & Services - 0.7%** | **Interactive Media & Services - 0.7%** |
| Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. |
| &nbsp;&nbsp; 5.35%, 11/15/2045 (Callable 05/15/2045) | 275000 | 274286 |
| &nbsp;&nbsp; 5.30%, 05/15/2065 (Callable 11/15/2064) | 235000 | 221918 |
| &nbsp;&nbsp; 5.70%, 11/15/2075 (Callable 05/15/2075) | 185000 | 182982 |
| Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. |
| &nbsp;&nbsp; 5.50%, 11/15/2045 (Callable 05/15/2045) | 225000 | 219438 |
| &nbsp;&nbsp; 5.40%, 08/15/2054 (Callable 02/15/2054) | 10000 | 9341 |
| &nbsp;&nbsp; 5.63%, 11/15/2055 (Callable 05/15/2055) | 40000 | 38498 |
| &nbsp;&nbsp; 5.55%, 08/15/2064 (Callable 02/15/2064) | 135000 | 125764 |
| &nbsp;&nbsp; 5.75%, 11/15/2065 (Callable 05/15/2065) | 225000 | 215724 |
|  |  | 1287951 |
| **IT Services - 0.1%** | **IT Services - 0.1%** | **IT Services - 0.1%** |
|  International Business Machines Corp., 4.80%, 02/10/2030 (Callable 01/10/2030) | 175000 | 179274 |
| **Life Sciences Tools & Services - 0.2%** | **Life Sciences Tools & Services - 0.2%** | **Life Sciences Tools & Services - 0.2%** |
|  Thermo Fisher Scientific, Inc., 4.47%, 10/07/2032 (Callable 08/07/2032) | 335000 | 336616 |
| **Machinery - 0.1%** | **Machinery - 0.1%** | **Machinery - 0.1%** |
| Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. |
| &nbsp;&nbsp; 4.90%, 05/29/2030 (Callable 04/29/2030) | 110000 | 112692 |
| &nbsp;&nbsp; 5.61%, 03/11/2034 (Callable 12/11/2033) | 125000 | 131892 |
|  |  | 244584 |
| **Media - 0.3%** | **Media - 0.3%** | **Media - 0.3%** |
| Comcast Corp. | Comcast Corp. | Comcast Corp. |
| &nbsp;&nbsp; 3.20%, 07/15/2036 (Callable 01/15/2036) | 35000 | 29947 |
| &nbsp;&nbsp; 3.75%, 04/01/2040 (Callable 10/01/2039) | 250000 | 206812 |
| &nbsp;&nbsp; 2.89%, 11/01/2051 (Callable 05/01/2051) | 75000 | 44168 |
| Paramount Global | Paramount Global | Paramount Global |
| &nbsp;&nbsp; 4.95%, 01/15/2031 (Callable 10/15/2030) | 30000 | 28884 |
| &nbsp;&nbsp; 4.38%, 03/15/2043 | 179000 | 124955 |
| &nbsp;&nbsp; 5.85%, 09/01/2043 (Callable 03/01/2043) | 135000 | 111564 |
| &nbsp;&nbsp; 4.95%, 05/19/2050 (Callable 11/19/2049) | 50000 | 35074 |
|  |  | 581404 |
| **Media Streaming Distribution Services, Social Networks, and Other Media Networks and Content Providers - 0.6%** | **Media Streaming Distribution Services, Social Networks, and Other Media Networks and Content Providers - 0.6%** | **Media Streaming Distribution Services, Social Networks, and Other Media Networks and Content Providers - 0.6%** |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital |
| &nbsp;&nbsp; 6.65%, 02/01/2034 (Callable 11/01/2033) | 45000 | 47531 |
| &nbsp;&nbsp; 6.55%, 06/01/2034 (Callable 03/01/2034) | 140000 | 147591 |
| &nbsp;&nbsp; 6.38%, 10/23/2035 (Callable 04/23/2035) | 265000 | 274039 |
| &nbsp;&nbsp; 5.85%, 12/01/2035 (Callable 09/01/2035) | 20000 | 20010 |
| &nbsp;&nbsp; 3.50%, 03/01/2042 (Callable 09/01/2041) | 29000 | 20220 |
| &nbsp;&nbsp; 5.38%, 05/01/2047 (Callable 11/01/2046) | 65000 | 53737 |
| &nbsp;&nbsp; 5.75%, 04/01/2048 (Callable 10/01/2047) | 55000 | 47110 |
| &nbsp;&nbsp; 5.13%, 07/01/2049 (Callable 01/01/2049) | 70000 | 55024 |
| &nbsp;&nbsp; 5.25%, 04/01/2053 (Callable 10/01/2052) | 60000 | 47712 |
| &nbsp;&nbsp; 4.40%, 12/01/2061 (Callable 06/01/2061) | 50000 | 32870 |
| Cox Communications, Inc. | Cox Communications, Inc. | Cox Communications, Inc. |
| &nbsp;&nbsp; 2.60%, 06/15/2031 (Callable 03/15/2031) <sup>(f)</sup> | 110000 | 98208 |
| &nbsp;&nbsp; 5.45%, 09/01/2034 (Callable 06/01/2034) <sup>(f)</sup> | 30000 | 29579 |
| &nbsp;&nbsp; 5.95%, 09/01/2054 (Callable 03/01/2054) <sup>(f)</sup> | 115000 | 101070 |
| Time Warner Cable, Inc. | Time Warner Cable, Inc. | Time Warner Cable, Inc. |
| &nbsp;&nbsp; 5.50%, 09/01/2041 (Callable 03/01/2041) | 30000 | 26444 |
| &nbsp;&nbsp; 4.50%, 09/15/2042 (Callable 03/15/2042) | 50000 | 38706 |
|  |  | 1039851 |
| **Multi-Utilities - 0.4%** | **Multi-Utilities - 0.4%** | **Multi-Utilities - 0.4%** |
|  CenterPoint Energy, Inc., 5.40%, 06/01/2029 (Callable 05/01/2029) | 121000 | 125447 |
|  Dominion Energy, Inc., 5.00%, 06/15/2030 (Callable 05/15/2030) | 115000 | 118311 |
| NiSource, Inc. | NiSource, Inc. | NiSource, Inc. |
| &nbsp;&nbsp; 3.60%, 05/01/2030 (Callable 02/01/2030) | 154000 | 149846 |
| &nbsp;&nbsp; 5.40%, 06/30/2033 (Callable 03/30/2033) | 20000 | 20796 |
| &nbsp;&nbsp; 5.35%, 07/15/2035 (Callable 04/15/2035) | 185000 | 189547 |
| Public Service Enterprise Group, Inc. | Public Service Enterprise Group, Inc. | Public Service Enterprise Group, Inc. |
| &nbsp;&nbsp; 4.90%, 03/15/2030 (Callable 02/15/2030) | 115000 | 117742 |
| &nbsp;&nbsp; 5.45%, 04/01/2034 (Callable 01/01/2034) | 30000 | 31057 |
|  |  | 752746 |
| **Natural Gas Distribution - 0.4%** | **Natural Gas Distribution - 0.4%** | **Natural Gas Distribution - 0.4%** |
|  Brooklyn Union Gas Co., 4.87%, 08/05/2032 (Callable 05/05/2032) <sup>(f)</sup> | 110000 | 109320 |
| Puget Energy, Inc. | Puget Energy, Inc. | Puget Energy, Inc. |
| &nbsp;&nbsp; 4.22%, 03/15/2032 (Callable 12/15/2031) | 50000 | 48130 |
| &nbsp;&nbsp; 5.73%, 03/15/2035 (Callable 12/15/2034) | 320000 | 330004 |
|  Southern Co. Gas Capital Corp., 5.10%, 09/15/2035 (Callable 03/15/2035) | 140000 | 141723 |
|  |  | 629177 |
| **Offices of Other Holding Companies - 0.5%** | **Offices of Other Holding Companies - 0.5%** | **Offices of Other Holding Companies - 0.5%** |
|  Foundry JV Holdco LLC, 6.15%, 01/25/2032 (Callable 11/25/2031) <sup>(f)</sup> | 400000 | 424840 |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. |
| &nbsp;&nbsp; 5.50%, 01/15/2036 (Callable 10/15/2035) <sup>(f)</sup> | 110000 | 111917 |
| &nbsp;&nbsp; 6.25%, 03/01/2056 (Callable 09/01/2055) <sup>(f)</sup> | 30000 | 29933 |
| &nbsp;&nbsp; 6.38%, 04/15/2066 (Callable 10/15/2065) <sup>(f)</sup> | 235000 | 234572 |
|  |  | 801262 |
| **Oil, Gas & Consumable Fuels - 1.7%** | **Oil, Gas & Consumable Fuels - 1.7%** | **Oil, Gas & Consumable Fuels - 1.7%** |
| Aker BP ASA | Aker BP ASA | Aker BP ASA |
| &nbsp;&nbsp; 5.13%, 10/01/2034 (Callable 07/01/2034) <sup>(f)</sup> | 150000 | 147131 |
| &nbsp;&nbsp; 5.80%, 10/01/2054 (Callable 04/01/2054) <sup>(f)</sup> | 150000 | 137388 |
|  Cheniere Energy Partners LP, 5.55%, 10/30/2035 (Callable 04/30/2035) <sup>(f)</sup> | 215000 | 220498 |
|  Coterra Energy, Inc., 5.60%, 03/15/2034 (Callable 12/15/2033) | 113000 | 116717 |
| Diamondback Energy, Inc. | Diamondback Energy, Inc. | Diamondback Energy, Inc. |
| &nbsp;&nbsp; 5.40%, 04/18/2034 (Callable 01/18/2034) | 105000 | 107725 |
| &nbsp;&nbsp; 6.25%, 03/15/2053 (Callable 09/15/2052) | 30000 | 30538 |
| &nbsp;&nbsp; 5.75%, 04/18/2054 (Callable 10/18/2053) | 5000 | 4749 |
| &nbsp;&nbsp; 5.90%, 04/18/2064 (Callable 10/18/2063) | 35000 | 33212 |
|  DT Midstream, Inc., 5.80%, 12/15/2034 (Callable 09/15/2034) <sup>(f)</sup> | 115000 | 119634 |
|  Energy Transfer LP, 5.00%, 05/15/2050 (Callable 11/15/2049) | 40000 | 33625 |
| EOG Resources, Inc. | EOG Resources, Inc. | EOG Resources, Inc. |
| &nbsp;&nbsp; 4.40%, 01/15/2031 (Callable 12/15/2030) | 10000 | 10053 |
| &nbsp;&nbsp; 5.00%, 07/15/2032 (Callable 05/15/2032) | 80000 | 82101 |
| &nbsp;&nbsp; 5.35%, 01/15/2036 (Callable 10/15/2035) | 70000 | 72118 |
| &nbsp;&nbsp; 5.65%, 12/01/2054 (Callable 06/01/2054) | 55000 | 54003 |
|  Equinor ASA, 3.63%, 04/06/2040 (Callable 10/06/2039) | 45000 | 38257 |
| Hess Corp. | Hess Corp. | Hess Corp. |
| &nbsp;&nbsp; 7.88%, 10/01/2029 | 80000 | 90599 |
| &nbsp;&nbsp; 7.13%, 03/15/2033 | 8000 | 9282 |
| MPLX LP | MPLX LP | MPLX LP |
| &nbsp;&nbsp; 4.80%, 02/15/2031 (Callable 01/15/2031) | 215000 | 217824 |
| &nbsp;&nbsp; 5.00%, 01/15/2033 (Callable 11/15/2032) | 195000 | 196411 |
| &nbsp;&nbsp; 5.50%, 06/01/2034 (Callable 03/01/2034) | 160000 | 163599 |
| &nbsp;&nbsp; 5.40%, 09/15/2035 (Callable 06/15/2035) | 50000 | 50474 |
| ONEOK, Inc. | ONEOK, Inc. | ONEOK, Inc. |
| &nbsp;&nbsp; 4.75%, 10/15/2031 (Callable 08/15/2031) | 115000 | 115775 |
| &nbsp;&nbsp; 6.10%, 11/15/2032 (Callable 08/15/2032) | 15000 | 16112 |
| &nbsp;&nbsp; 6.05%, 09/01/2033 (Callable 06/01/2033) | 90000 | 96066 |
| &nbsp;&nbsp; 5.05%, 11/01/2034 (Callable 08/01/2034) | 230000 | 228554 |
| &nbsp;&nbsp; 5.40%, 10/15/2035 (Callable 07/15/2035) | 65000 | 65839 |
| &nbsp;&nbsp; 6.63%, 09/01/2053 (Callable 03/01/2053) | 15000 | 15787 |
| Targa Resources Corp. | Targa Resources Corp. | Targa Resources Corp. |
| &nbsp;&nbsp; 6.50%, 03/30/2034 (Callable 12/30/2033) | 45000 | 49208 |
| &nbsp;&nbsp; 5.55%, 08/15/2035 (Callable 05/15/2035) | 170000 | 174643 |
| &nbsp;&nbsp; 5.65%, 02/15/2036 (Callable 11/15/2035) | 65000 | 66977 |
| &nbsp;&nbsp; 5.40%, 07/30/2036 (Callable 04/30/2036) | 135000 | 135554 |
|  |  | 2900453 |
| **Open-End Investment Funds - 0.3%** | **Open-End Investment Funds - 0.3%** | **Open-End Investment Funds - 0.3%** |
| Ares Strategic Income Fund | Ares Strategic Income Fund | Ares Strategic Income Fund |
| &nbsp;&nbsp; 5.80%, 09/09/2030 (Callable 08/09/2030) <sup>(f)</sup> | 110000 | 111221 |
| &nbsp;&nbsp; 5.15%, 01/15/2031 (Callable 12/15/2030) <sup>(f)</sup> | 190000 | 186724 |
| Prologis Targeted US Logistics Fund LP | Prologis Targeted US Logistics Fund LP | Prologis Targeted US Logistics Fund LP |
| &nbsp;&nbsp; 4.25%, 01/15/2031 (Callable 12/15/2030) <sup>(f)</sup> | 55000 | 54669 |
| &nbsp;&nbsp; 4.75%, 01/15/2036 (Callable 10/15/2035) <sup>(f)</sup> | 165000 | 162014 |
|  |  | 514628 |
| **Optical Supplies - 0.0%<sup>(g)</sup>** | **Optical Supplies - 0.0%<sup>(g)</sup>** | **Optical Supplies - 0.0%<sup>(g)</sup>** |
|  VSP Optical Group, Inc., 5.45%, 12/01/2035 (Callable 09/01/2035) <sup>(f)</sup> | 25000 | 25228 |
| **Other Electric Power Generation - 1.0%** | **Other Electric Power Generation - 1.0%** | **Other Electric Power Generation - 1.0%** |
|  Arizona Public Service Co., 5.70%, 08/15/2034 (Callable 05/15/2034) | 105000 | 110682 |
|  Baltimore Gas and Electric Co., 5.45%, 06/01/2035 (Callable 03/01/2035) | 65000 | 67557 |
|  CenterPoint Energy Resources Corp., 1.75%, 10/01/2030 (Callable 07/01/2030) | 30000 | 26774 |
| Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. |
| &nbsp;&nbsp; 3.20%, 12/01/2051 (Callable 06/01/2051) | 130000 | 87292 |
| &nbsp;&nbsp; 5.50%, 03/15/2055 (Callable 09/15/2054) | 105000 | 102397 |
| &nbsp;&nbsp; 5.75%, 11/15/2055 (Callable 05/15/2055) | 50000 | 50120 |
|  Duke Energy Carolinas LLC, 5.30%, 02/15/2040 | 86000 | 87246 |
|  Duke Energy Indiana, Inc., 4.90%, 07/15/2043 (Callable 01/15/2043) | 55000 | 51456 |
| Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC |
| &nbsp;&nbsp; 5.05%, 03/15/2035 (Callable 12/15/2034) | 145000 | 147796 |
| &nbsp;&nbsp; 5.55%, 03/15/2055 (Callable 09/15/2054) | 75000 | 74564 |
|  Monongahela Power Co., 5.85%, 02/15/2034 (Callable 11/15/2033) <sup>(f)</sup> | 10000 | 10593 |
|  NextEra Energy Capital Holdings, Inc., 2.25%, 06/01/2030 (Callable 03/01/2030) | 285000 | 262458 |
| NSTAR Electric Co. | NSTAR Electric Co. | NSTAR Electric Co. |
| &nbsp;&nbsp; 5.40%, 06/01/2034 (Callable 03/01/2034) | 45000 | 46828 |
| &nbsp;&nbsp; 5.20%, 03/01/2035 (Callable 12/01/2034) | 155000 | 158717 |
|  Oglethorpe Power Corp., 5.05%, 10/01/2048 (Callable 04/01/2048) | 65000 | 58612 |
| Ohio Edison Co. | Ohio Edison Co. | Ohio Edison Co. |
| &nbsp;&nbsp; 4.95%, 12/15/2029 (Callable 11/15/2029) <sup>(f)</sup> | 45000 | 46073 |
| &nbsp;&nbsp; 5.50%, 01/15/2033 (Callable 10/15/2032) <sup>(f)</sup> | 25000 | 26096 |
|  San Diego Gas & Electric Co., 5.40%, 04/15/2035 (Callable 01/15/2035) | 155000 | 160790 |
|  Southern Power Co., 4.90%, 10/01/2035 (Callable 04/01/2035) | 125000 | 123964 |
|  Trans-Allegheny Interstate Line Co., 5.00%, 01/15/2031 (Callable 12/15/2030) <sup>(f)</sup> | 30000 | 30872 |
|  |  | 1730887 |
| **Personal Care Products - 0.1%** | **Personal Care Products - 0.1%** | **Personal Care Products - 0.1%** |
| Kenvue, Inc. | Kenvue, Inc. | Kenvue, Inc. |
| &nbsp;&nbsp; 4.85%, 05/22/2032 (Callable 03/22/2032) | 155000 | 158937 |
| &nbsp;&nbsp; 5.05%, 03/22/2053 (Callable 09/22/2052) | 80000 | 73243 |
|  |  | 232180 |
| **Pharmaceuticals - 0.5%** | **Pharmaceuticals - 0.5%** | **Pharmaceuticals - 0.5%** |
| Eli Lilly & Co. | Eli Lilly & Co. | Eli Lilly & Co. |
| &nbsp;&nbsp; 4.55%, 10/15/2032 (Callable 08/15/2032) | 290000 | 294478 |
| &nbsp;&nbsp; 5.50%, 02/12/2055 (Callable 08/12/2054) | 70000 | 70603 |
|  Royalty Pharma PLC, 5.20%, 09/25/2035 (Callable 06/25/2035) | 380000 | 383020 |
|  Viatris, Inc., 4.00%, 06/22/2050 (Callable 12/22/2049) | 75000 | 50197 |
|  |  | 798298 |
| **Pipeline Transportation of Crude Oil - 0.1%** | **Pipeline Transportation of Crude Oil - 0.1%** | **Pipeline Transportation of Crude Oil - 0.1%** |
|  Plains All American Pipeline LP / PAA Finance Corp., 5.60%, 01/15/2036 (Callable 10/15/2035) | 90000 | 91298 |
| **Pipeline Transportation of Natural Gas - 0.3%** | **Pipeline Transportation of Natural Gas - 0.3%** | **Pipeline Transportation of Natural Gas - 0.3%** |
| Columbia Pipelines Holding Co. LLC | Columbia Pipelines Holding Co. LLC | Columbia Pipelines Holding Co. LLC |
| &nbsp;&nbsp; 5.10%, 10/01/2031 (Callable 08/01/2031) <sup>(f)</sup> | 36000 | 36737 |
| &nbsp;&nbsp; 5.00%, 11/17/2032 (Callable 09/17/2032) <sup>(f)</sup> | 105000 | 105201 |
| &nbsp;&nbsp; 5.68%, 01/15/2034 (Callable 10/15/2033) <sup>(f)</sup> | 80000 | 82814 |
| Duke Energy Ohio, Inc. | Duke Energy Ohio, Inc. | Duke Energy Ohio, Inc. |
| &nbsp;&nbsp; 5.25%, 04/01/2033 (Callable 01/01/2033) | 20000 | 20787 |
| &nbsp;&nbsp; 5.55%, 03/15/2054 (Callable 09/15/2053) | 90000 | 88318 |
|  Targa Resources Partners LP / Targa Resources Partners Finance Corp., 4.00%, 01/15/2032 (Callable 07/15/2026) | 150000 | 143390 |
|  |  | 477247 |
| **Retail REITs - 0.2%** | **Retail REITs - 0.2%** | **Retail REITs - 0.2%** |
| Realty Income Corp. | Realty Income Corp. | Realty Income Corp. |
| &nbsp;&nbsp; 4.50%, 02/01/2033 (Callable 12/01/2032) | 230000 | 227976 |
| &nbsp;&nbsp; 5.13%, 04/15/2035 (Callable 01/15/2035) | 100000 | 101958 |
|  |  | 329934 |
| **Semiconductors & Semiconductor Equipment - 0.8%** | **Semiconductors & Semiconductor Equipment - 0.8%** | **Semiconductors & Semiconductor Equipment - 0.8%** |
|  Applied Materials, Inc., 4.60%, 01/15/2036 (Callable 10/15/2035) | 150000 | 148076 |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |
| &nbsp;&nbsp; 4.15%, 02/15/2028 (Callable 01/15/2028) | 45000 | 45186 |
| &nbsp;&nbsp; 5.05%, 07/12/2029 (Callable 06/12/2029) | 65000 | 66988 |
| &nbsp;&nbsp; 4.20%, 10/15/2030 (Callable 09/15/2030) | 210000 | 210135 |
| &nbsp;&nbsp; 5.20%, 07/15/2035 (Callable 04/15/2035) | 90000 | 92484 |
| Intel Corp. | Intel Corp. | Intel Corp. |
| &nbsp;&nbsp; 4.15%, 08/05/2032 (Callable 05/05/2032) | 65000 | 62785 |
| &nbsp;&nbsp; 5.20%, 02/10/2033 (Callable 11/10/2032) | 30000 | 30662 |
| &nbsp;&nbsp; 4.10%, 05/11/2047 (Callable 11/11/2046) | 50000 | 38061 |
| &nbsp;&nbsp; 3.73%, 12/08/2047 (Callable 06/08/2047) | 205000 | 146976 |
| &nbsp;&nbsp; 3.25%, 11/15/2049 (Callable 05/15/2049) | 43000 | 27547 |
| &nbsp;&nbsp; 4.75%, 03/25/2050 (Callable 09/25/2049) | 75000 | 61656 |
| &nbsp;&nbsp; 5.05%, 08/05/2062 (Callable 02/05/2062) | 95000 | 77486 |
|  Micron Technology, Inc., 5.65%, 11/01/2032 (Callable 09/01/2032) | 115000 | 121153 |
|  NVIDIA Corp., 3.50%, 04/01/2040 (Callable 10/01/2039) | 180000 | 152681 |
| QUALCOMM, Inc. | QUALCOMM, Inc. | QUALCOMM, Inc. |
| &nbsp;&nbsp; 4.75%, 05/20/2032 (Callable 03/20/2032) | 85000 | 86978 |
| &nbsp;&nbsp; 4.80%, 05/20/2045 (Callable 11/20/2044) | 40000 | 36752 |
|  |  | 1405606 |
| **Software - 0.6%** | **Software - 0.6%** | **Software - 0.6%** |
| Oracle Corp. | Oracle Corp. | Oracle Corp. |
| &nbsp;&nbsp; 4.80%, 09/26/2032 (Callable 07/26/2032) | 275000 | 266887 |
| &nbsp;&nbsp; 4.90%, 02/06/2033 (Callable 11/06/2032) | 20000 | 19316 |
| &nbsp;&nbsp; 4.30%, 07/08/2034 (Callable 01/08/2034) | 145000 | 131412 |
| &nbsp;&nbsp; 4.70%, 09/27/2034 (Callable 06/27/2034) | 100000 | 93024 |
| &nbsp;&nbsp; 3.80%, 11/15/2037 (Callable 05/15/2037) | 50000 | 40485 |
| &nbsp;&nbsp; 3.60%, 04/01/2040 (Callable 10/01/2039) | 37000 | 27551 |
| &nbsp;&nbsp; 3.65%, 03/25/2041 (Callable 09/25/2040) | 18000 | 13182 |
| &nbsp;&nbsp; 3.60%, 04/01/2050 (Callable 10/01/2049) | 122000 | 76384 |
| &nbsp;&nbsp; 3.95%, 03/25/2051 (Callable 09/25/2050) | 110000 | 72767 |
| &nbsp;&nbsp; 5.55%, 02/06/2053 (Callable 08/06/2052) | 71000 | 59157 |
| &nbsp;&nbsp; 5.38%, 09/27/2054 (Callable 03/27/2054) | 79000 | 64177 |
| &nbsp;&nbsp; 6.00%, 08/03/2055 (Callable 02/03/2055) | 80000 | 70860 |
| &nbsp;&nbsp; 4.10%, 03/25/2061 (Callable 09/25/2060) | 45000 | 29133 |
| &nbsp;&nbsp; 5.50%, 09/27/2064 (Callable 03/27/2064) | 65000 | 52110 |
|  |  | 1016445 |
| **Specialized REITs - 0.2%** | **Specialized REITs - 0.2%** | **Specialized REITs - 0.2%** |
| Crown Castle, Inc. | Crown Castle, Inc. | Crown Castle, Inc. |
| &nbsp;&nbsp; 3.80%, 02/15/2028 (Callable 11/15/2027) | 23000 | 22835 |
| &nbsp;&nbsp; 3.10%, 11/15/2029 (Callable 08/15/2029) | 72000 | 68696 |
| &nbsp;&nbsp; 2.25%, 01/15/2031 (Callable 10/15/2030) | 200000 | 179027 |
| &nbsp;&nbsp; 2.10%, 04/01/2031 (Callable 01/01/2031) | 25000 | 22098 |
|  |  | 292656 |
| **Specialty Retail - 0.1%** | **Specialty Retail - 0.1%** | **Specialty Retail - 0.1%** |
| AutoZone, Inc. | AutoZone, Inc. | AutoZone, Inc. |
| &nbsp;&nbsp; 6.55%, 11/01/2033 (Callable 08/01/2033) | 43000 | 47987 |
| &nbsp;&nbsp; 5.40%, 07/15/2034 (Callable 04/15/2034) | 20000 | 20775 |
| O'Reilly Automotive, Inc. | O'Reilly Automotive, Inc. | O'Reilly Automotive, Inc. |
| &nbsp;&nbsp; 4.70%, 06/15/2032 (Callable 03/15/2032) | 57000 | 57697 |
| &nbsp;&nbsp; 5.00%, 08/19/2034 (Callable 05/19/2034) | 40000 | 40389 |
|  |  | 166848 |
| **Support Activities for Metal Mining - 0.0%<sup>(g)</sup>** | **Support Activities for Metal Mining - 0.0%<sup>(g)</sup>** | **Support Activities for Metal Mining - 0.0%<sup>(g)</sup>** |
| Rio Tinto Finance USA PLC | Rio Tinto Finance USA PLC | Rio Tinto Finance USA PLC |
| &nbsp;&nbsp; 5.00%, 03/14/2032 (Callable 01/14/2032) | 20000 | 20689 |
| &nbsp;&nbsp; 5.88%, 03/14/2065 (Callable 09/14/2064) | 65000 | 67434 |
|  |  | 88123 |
| **Support Activities for Oil and Gas Operations - 0.3%** | **Support Activities for Oil and Gas Operations - 0.3%** | **Support Activities for Oil and Gas Operations - 0.3%** |
| ConocoPhillips Co. | ConocoPhillips Co. | ConocoPhillips Co. |
| &nbsp;&nbsp; 3.80%, 03/15/2052 (Callable 09/15/2051) | 117000 | 86773 |
| &nbsp;&nbsp; 5.30%, 05/15/2053 (Callable 11/15/2052) | 35000 | 32732 |
| &nbsp;&nbsp; 4.03%, 03/15/2062 (Callable 09/15/2061) | 80000 | 58659 |
| &nbsp;&nbsp; 5.70%, 09/15/2063 (Callable 03/15/2063) | 60000 | 58117 |
| &nbsp;&nbsp; 5.65%, 01/15/2065 (Callable 06/15/2064) | 95000 | 91631 |
| Whistler Pipeline LLC | Whistler Pipeline LLC | Whistler Pipeline LLC |
| &nbsp;&nbsp; 5.70%, 09/30/2031 (Callable 07/30/2031) <sup>(f)</sup> | 60000 | 62432 |
| &nbsp;&nbsp; 5.95%, 09/30/2034 (Callable 06/30/2034) <sup>(f)</sup> | 50000 | 51927 |
|  |  | 442271 |
| **Technology Hardware, Storage & Peripherals - 0.1%** | **Technology Hardware, Storage & Peripherals - 0.1%** | **Technology Hardware, Storage & Peripherals - 0.1%** |
|  Hewlett Packard Enterprise Co., 5.60%, 10/15/2054 (Callable 04/15/2054) | 175000 | 162740 |
| **Textiles, Apparel & Luxury Goods - 0.1%** | **Textiles, Apparel & Luxury Goods - 0.1%** | **Textiles, Apparel & Luxury Goods - 0.1%** |
| Tapestry, Inc. | Tapestry, Inc. | Tapestry, Inc. |
| &nbsp;&nbsp; 5.10%, 03/11/2030 (Callable 02/11/2030) | 75000 | 77172 |
| &nbsp;&nbsp; 5.50%, 03/11/2035 (Callable 12/11/2034) | 45000 | 46120 |
|  |  | 123292 |
| **Tobacco - 0.4%** | **Tobacco - 0.4%** | **Tobacco - 0.4%** |
| Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. |
| &nbsp;&nbsp; 4.38%, 11/01/2027 | 40000 | 40425 |
| &nbsp;&nbsp; 4.88%, 02/15/2028 (Callable 01/15/2028) | 41000 | 41834 |
| &nbsp;&nbsp; 5.13%, 02/15/2030 (Callable 12/15/2029) | 220000 | 227689 |
| &nbsp;&nbsp; 5.13%, 02/13/2031 (Callable 12/13/2030) | 80000 | 83017 |
| &nbsp;&nbsp; 4.75%, 11/01/2031 (Callable 09/01/2031) | 145000 | 148257 |
| &nbsp;&nbsp; 5.38%, 02/15/2033 (Callable 11/15/2032) | 50000 | 52403 |
| &nbsp;&nbsp; 5.63%, 09/07/2033 (Callable 06/07/2033) | 35000 | 37248 |
|  |  | 630873 |
| **Tobacco Product and Electronic Cigarette Merchant Wholesalers - 0.1%** | **Tobacco Product and Electronic Cigarette Merchant Wholesalers - 0.1%** | **Tobacco Product and Electronic Cigarette Merchant Wholesalers - 0.1%** |
| BAT Capital Corp. | BAT Capital Corp. | BAT Capital Corp. |
| &nbsp;&nbsp; 5.83%, 02/20/2031 (Callable 12/20/2030) | 50000 | 53162 |
| &nbsp;&nbsp; 5.63%, 08/15/2035 (Callable 05/15/2035) | 65000 | 67917 |
|  |  | 121079 |
| **Truck, Utility Trailer, and RV (Recreational Vehicle) Rental and Leasing - 0.1%** | **Truck, Utility Trailer, and RV (Recreational Vehicle) Rental and Leasing - 0.1%** | **Truck, Utility Trailer, and RV (Recreational Vehicle) Rental and Leasing - 0.1%** |
| Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. |
| &nbsp;&nbsp; 5.75%, 05/24/2026 (Callable 04/24/2026) <sup>(f)</sup> | 55000 | 55273 |
| &nbsp;&nbsp; 6.05%, 08/01/2028 (Callable 07/01/2028) <sup>(f)</sup> | 50000 | 52166 |
|  |  | 107439 |
| **Trust, Fiduciary, and Custody Activities - 0.5%** | **Trust, Fiduciary, and Custody Activities - 0.5%** | **Trust, Fiduciary, and Custody Activities - 0.5%** |
| Athene Global Funding | Athene Global Funding | Athene Global Funding |
| &nbsp;&nbsp; 4.72%, 10/08/2029 <sup>(f)</sup> | 75000 | 75190 |
| &nbsp;&nbsp; 2.65%, 10/04/2031 <sup>(f)</sup> | 280000 | 248102 |
|  Equitable America Global Funding, 4.70%, 09/15/2032 <sup>(f)</sup> | 275000 | 274536 |
|  Equitable Financial Life Global Funding, 5.00%, 03/27/2030 <sup>(f)</sup> | 85000 | 87049 |
|  GA Global Funding Trust, 4.50%, 09/18/2030 <sup>(f)</sup> | 265000 | 262559 |
|  |  | 947436 |
| **Wireless Telecommunications Carriers (except Satellite) - 0.3%** | **Wireless Telecommunications Carriers (except Satellite) - 0.3%** | **Wireless Telecommunications Carriers (except Satellite) - 0.3%** |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| &nbsp;&nbsp; 2.55%, 02/15/2031 (Callable 11/15/2030) | 305000 | 278957 |
| &nbsp;&nbsp; 5.13%, 05/15/2032 (Callable 03/15/2032) | 55000 | 56698 |
| &nbsp;&nbsp; 5.05%, 07/15/2033 (Callable 04/15/2033) | 20000 | 20450 |
| &nbsp;&nbsp; 5.75%, 01/15/2034 (Callable 10/15/2033) | 35000 | 37202 |
| &nbsp;&nbsp; 4.70%, 01/15/2035 (Callable 10/15/2034) | 85000 | 83697 |
|  |  | 477004 |
| **TOTAL CORPORATE OBLIGATIONS** (Cost $41,745,523) | **TOTAL CORPORATE OBLIGATIONS** (Cost $41,745,523) | 41729266 |
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 11.8%** | **Par** | **Value**  |
| Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC |
| &nbsp;&nbsp; Series 2020-6, Class A1, 1.26%, 05/25/2065 (Callable 01/25/2026) <sup>(d)(f)</sup> | 18811 | 17484 |
| &nbsp;&nbsp; Series 2020-R1, Class A1, 0.99%, 04/25/2053 (Callable 01/25/2026) <sup>(d)(f)</sup> | 30973 | 29975 |
| &nbsp;&nbsp; Series 2021-1, Class A1, 0.91%, 01/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 65530 | 57777 |
| &nbsp;&nbsp; Series 2021-2, Class A1, 0.99%, 04/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 67821 | 59262 |
| &nbsp;&nbsp; Series 2021-4, Class A1, 1.04%, 01/20/2065 (Callable 01/25/2026) <sup>(d)(f)</sup> | 110140 | 94023 |
| &nbsp;&nbsp; Series 2021-5, Class A1, 0.95%, 07/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 160717 | 140588 |
| &nbsp;&nbsp; Series 2021-8, Class A1, 1.82%, 11/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 123081 | 111089 |
| &nbsp;&nbsp; Series 2022-2, Class A1, 3.35%, 01/25/2067 (Callable 01/25/2026) <sup>(d)(f)</sup> | 39774 | 38188 |
|  AREIT Trust, Series 2025-CRE11, Class A, 5.55% (1 mo. Term SOFR + 1.55%), 07/25/2043 (Callable 07/18/2028) <sup>(f)</sup> | 260000 | 260650 |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |
| &nbsp;&nbsp; Series 2019-2, Class A1, 3.35%, 04/25/2049 (Callable 01/25/2026) <sup>(d)(f)</sup> | 32577 | 31870 |
| &nbsp;&nbsp; Series 2019-3, Class A1, 2.96%, 10/25/2048 (Callable 01/25/2026) <sup>(d)(f)</sup> | 32812 | 31625 |
|  Bain Capital Credit CLO, Series 2017-2A, Class A1R3, 5.26% (3 mo. Term SOFR + 1.40%), 07/25/2037 (Callable 07/25/2026) <sup>(f)</sup> | 420000 | 420709 |
| BANK | BANK | BANK |
| &nbsp;&nbsp; Series 2019-BN18, Class XA, 0.88%, 05/15/2062 (Callable 02/15/2029) <sup>(c)(d)</sup> | 960840 | 23171 |
| &nbsp;&nbsp; Series 2019-BN20, Class XA, 0.81%, 09/15/2062 (Callable 07/15/2029) <sup>(c)(d)</sup> | 1121017 | 28651 |
| &nbsp;&nbsp; Series 2019-BN22, Class XA, 0.58%, 11/15/2062 (Callable 08/15/2029) <sup>(c)(d)</sup> | 1280807 | 25275 |
| &nbsp;&nbsp; Series 2019-BN23, Class XA, 0.68%, 12/15/2052 (Callable 09/15/2029) <sup>(c)(d)</sup> | 2101386 | 46961 |
| &nbsp;&nbsp; Series 2019-BN24, Class XA, 0.63%, 11/15/2062 (Callable 09/15/2029) <sup>(c)(d)</sup> | 969436 | 21561 |
| &nbsp;&nbsp; Series 2020-BN26, Class XA, 1.19%, 03/15/2063 (Callable 12/15/2029) <sup>(c)(d)</sup> | 934328 | 34397 |
| &nbsp;&nbsp; Series 2020-BN28, Class XA, 1.76%, 03/15/2063 (Callable 07/15/2030) <sup>(c)(d)</sup> | 1495521 | 98622 |
| &nbsp;&nbsp; Series 2023-BNK45, Class XA, 1.07%, 02/15/2056 (Callable 10/15/2032) <sup>(c)(d)</sup> | 885284 | 49999 |
|  Battalion CLO Ltd., Series 2024-25A, Class B, 6.08% (3 mo. Term SOFR + 2.20%), 03/13/2037 (Callable 04/20/2026) <sup>(f)</sup> | 315000 | 315384 |
|  BBCMS Mortgage Trust, Series 2022-C15, Class A5, 3.66%, 04/15/2055 (Callable 04/15/2032) <sup>(d)</sup> | 90000 | 84102 |
|  BBCMS Mortgage Trust 2024-5C27, Series 2024-C28, Class XA, 1.11%, 09/15/2057 (Callable 05/15/2034) <sup>(c)(d)</sup> | 996473 | 73786 |
| BBCMS Trust | BBCMS Trust | BBCMS Trust |
| &nbsp;&nbsp; Series 2024-C24, Class XA, 1.62%, 02/15/2057 (Callable 11/15/2033) <sup>(c)(d)</sup> | 992113 | 91963 |
| &nbsp;&nbsp; Series 2025-C32, Class XA, 1.13%, 02/15/2062 (Callable 10/15/2034) <sup>(c)(d)</sup> | 998676 | 82179 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| &nbsp;&nbsp; Series 2019-B10, Class XA, 1.22%, 03/15/2062 (Callable 02/15/2029) <sup>(c)(d)</sup> | 1224338 | 40011 |
| &nbsp;&nbsp; Series 2019-B11, Class A2, 3.41%, 05/15/2052 (Callable 06/15/2029) | 2224 | 2217 |
| &nbsp;&nbsp; Series 2019-B12, Class XA, 1.02%, 08/15/2052 (Callable 05/15/2029) <sup>(c)(d)</sup> | 863548 | 21474 |
| &nbsp;&nbsp; Series 2020-B18, Class XA, 1.73%, 07/15/2053 (Callable 08/15/2030) <sup>(c)(d)</sup> | 318705 | 15685 |
| &nbsp;&nbsp; Series 2020-B22, Class XA, 1.49%, 01/15/2054 (Callable 11/15/2030) <sup>(c)(d)</sup> | 738487 | 44184 |
| &nbsp;&nbsp; Series 2023-B39, Class XA, 0.57%, 07/15/2056 (Callable 03/15/2033) <sup>(c)(d)</sup> | 1824691 | 63674 |
| &nbsp;&nbsp; Series 2023-B40, Class XA, 1.17%, 12/15/2056 (Callable 10/15/2033) <sup>(c)(d)</sup> | 966310 | 51668 |
|  BINOM Securitization Trust, Series 2021-INV1, Class A1, 2.03%, 06/25/2056 (Callable 01/25/2026) <sup>(d)(f)</sup> | 75244 | 69395 |
|  BMO Mortgage Trust, Series 2024-C9, Class XA, 0.86%, 07/15/2057 (Callable 05/15/2034) <sup>(c)(d)</sup> | 1071041 | 66435 |
|  BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class A, 5.45% (1 mo. Term SOFR + 1.60%), 12/15/2042 <sup>(f)</sup> | 320000 | 320950 |
|  BPR Trust, Series 2024-PMDW, Class A, 5.36%, 11/05/2041 <sup>(d)(f)</sup> | 195000 | 200254 |
| BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust |
| &nbsp;&nbsp; Series 2021-NQM1, Class A1, 0.94%, 02/25/2049 (Callable 03/25/2026) <sup>(d)(f)</sup> | 36571 | 33776 |
| &nbsp;&nbsp; Series 2021-NQM2, Class A1, 0.97%, 03/25/2060 (Callable 01/25/2026) <sup>(d)(f)</sup> | 15654 | 15338 |
|  BSTN Commercial Mortgage Trust, Series 2025-HUB, Class A, 4.90%, 04/13/2041 <sup>(d)(f)</sup> | 100000 | 101277 |
|  BWAY Mortgage Trust, Series 2025-1535, Class A, 6.31%, 05/05/2042 <sup>(d)(f)</sup> | 230000 | 238493 |
| BX Trust | BX Trust | BX Trust |
| &nbsp;&nbsp; Series 2024-PAT, Class A, 5.84% (1 mo. Term SOFR + 2.09%), 03/15/2041 <sup>(f)</sup> | 85000 | 85206 |
| &nbsp;&nbsp; Series 2025-ARIA, Class A, 5.03%, 12/13/2042 <sup>(d)(f)</sup> | 80000 | 80905 |
|  CENT Trust, Series 2025-CITY, Class A, 4.92%, 07/10/2040 <sup>(d)(f)</sup> | 180000 | 183245 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2016-P3, Class A4, 3.33%, 04/15/2049 (Callable 04/15/2026) | 296312 | 295393 |
| &nbsp;&nbsp; Series 2016-P4, Class A4, 2.90%, 07/10/2049 (Callable 07/10/2026) | 505000 | 501125 |
|  Citigroup Financial Products, Inc., Series 2018-RP1, Class A1, 3.00%, 09/25/2064 (Callable 04/25/2041) <sup>(d)(f)</sup> | 11791 | 11651 |
|  COLT Funding LLC, Series 2021-4, Class A1, 1.40%, 10/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 132746 | 114168 |
| COLT Mortgage Loan Trust | COLT Mortgage Loan Trust | COLT Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2020-2R, Class A1, 1.33%, 10/26/2065 (Callable 01/25/2026) <sup>(d)(f)</sup> | 30853 | 29318 |
| &nbsp;&nbsp; Series 2020-RPL1, Class A1, 1.39%, 01/25/2065 (Callable 01/25/2026) <sup>(d)(f)</sup> | 240529 | 210038 |
| &nbsp;&nbsp; Series 2021-1, Class A1, 0.91%, 06/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 102205 | 89308 |
| &nbsp;&nbsp; Series 2021-3, Class A1, 0.96%, 09/27/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 201127 | 173638 |
| &nbsp;&nbsp; Series 2021-HX1, Class A1, 1.11%, 10/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 281471 | 244909 |
| &nbsp;&nbsp; Series 2022-1, Class A1, 2.28%, 12/27/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 310561 | 281894 |
| COMM Mortgage Trust | COMM Mortgage Trust | COMM Mortgage Trust |
| &nbsp;&nbsp; Series 2022-HC, Class A, 2.82%, 01/10/2039 (Callable 01/10/2027) <sup>(f)</sup> | 100000 | 96586 |
| &nbsp;&nbsp; Series 2022-HC, Class C, 3.38%, 01/10/2039 (Callable 01/10/2027) <sup>(f)</sup> | 100000 | 94749 |
|  Commercial Equipment Finance LLC, Series 2024-1A, Class A, 5.97%, 07/16/2029 (Callable 05/15/2027) <sup>(f)</sup> | 69681 | 70588 |
| Commercial Mortgage Pass Through Certificates | Commercial Mortgage Pass Through Certificates | Commercial Mortgage Pass Through Certificates |
| &nbsp;&nbsp; Series 2024-277P, Class A, 6.34%, 08/10/2044 <sup>(f)</sup> | 115000 | 121318 |
| &nbsp;&nbsp; Series 2024-CBM, Class A2, 5.87%, 12/10/2041 (Callable 12/10/2029) <sup>(d)(f)</sup> | 80000 | 81946 |
|  Computershare Corporate Trust, Series 2024-C63, Class XA, 1.00%, 08/15/2057 (Callable 05/15/2034) <sup>(c)(d)</sup> | 1354841 | 94921 |
| CSMC Trust | CSMC Trust | CSMC Trust |
| &nbsp;&nbsp; Series 2017-FHA1, Class A1, 3.25%, 04/25/2047 (Callable 09/25/2042) <sup>(d)(f)</sup> | 16677 | 15446 |
| &nbsp;&nbsp; Series 2020-NQM1, Class A1, 2.21%, 05/25/2065 (Callable 01/25/2026) <sup>(f)(i)</sup> | 44856 | 43223 |
| &nbsp;&nbsp; Series 2021-NQM2, Class A1, 1.18%, 02/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 128386 | 115664 |
| &nbsp;&nbsp; Series 2021-NQM5, Class A1, 0.94%, 05/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 107301 | 91822 |
| &nbsp;&nbsp; Series 2021-NQM6, Class A1, 1.17%, 07/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 251550 | 216638 |
| &nbsp;&nbsp; Series 2021-NQM8, Class A1, 2.84%, 10/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 139835 | 127094 |
| &nbsp;&nbsp; Series 2022-NQM1, Class A1, 2.27%, 11/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 375962 | 345650 |
| DBGS Mortgage Trust | DBGS Mortgage Trust | DBGS Mortgage Trust |
| &nbsp;&nbsp; Series 2018-C1, Class A4, 4.47%, 10/15/2051 (Callable 10/15/2028) | 215000 | 215356 |
| &nbsp;&nbsp; Series 2018-C1, Class XA, 0.18%, 10/15/2051 (Callable 07/15/2028) <sup>(c)(d)</sup> | 10712498 | 47575 |
| DBJPM Mortgage Trust | DBJPM Mortgage Trust | DBJPM Mortgage Trust |
| &nbsp;&nbsp; Series 2016-C3, Class A5, 2.89%, 08/10/2049 (Callable 08/10/2026) | 475000 | 471435 |
| &nbsp;&nbsp; Series 2020-C9, Class XA, 1.59%, 09/15/2053 (Callable 08/15/2030) <sup>(c)(d)</sup> | 244409 | 10389 |
|  DC Commercial Mortgage Trust, Series 2024-HLTN, Class A, 5.73%, 04/13/2040 <sup>(d)(f)</sup> | 90000 | 91313 |
|  Deephaven Residential Mortgage Trust, Series 2021-2, Class A1, 0.90%, 04/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 43427 | 39037 |
| Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust |
| &nbsp;&nbsp; Series 2021-2, Class A1, 0.93%, 06/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 50655 | 43255 |
| &nbsp;&nbsp; Series 2022-1, Class A1, 2.21%, 01/25/2067 (Callable 01/25/2026) <sup>(d)(f)</sup> | 169239 | 149197 |
| &nbsp;&nbsp; Series 2025-INV5, Class A1, 5.08%, 12/01/2070 (Callable 11/25/2028) <sup>(d)(f)</sup> | 189000 | 189553 |
|  Elmwood CLO Ltd., Series 2023-2A, Class BR, 5.64% (3 mo. Term SOFR + 1.75%), 04/16/2036 (Callable 07/16/2026) <sup>(f)</sup> | 250000 | 249993 |
|  Extended Stay America Trust, Series 2025-ESH, Class A, 5.05% (1 mo. Term SOFR + 1.30%), 10/15/2042 <sup>(f)</sup> | 100000 | 100383 |
| FirstKey Homes Trust | FirstKey Homes Trust | FirstKey Homes Trust |
| &nbsp;&nbsp; Series 2022-SFR1, Class A, 4.15%, 05/19/2039 <sup>(f)</sup> | 110477 | 110474 |
| &nbsp;&nbsp; Series 2022-SFR2, Class A, 4.25%, 07/17/2039 <sup>(f)</sup> | 404492 | 404479 |
| GCAT Trust | GCAT Trust | GCAT Trust |
| &nbsp;&nbsp; Series 2021-NQM1, Class A1, 0.87%, 01/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 75461 | 67805 |
| &nbsp;&nbsp; Series 2021-NQM3, Class A1, 1.09%, 05/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 122200 | 108015 |
| &nbsp;&nbsp; Series 2021-NQM4, Class A1, 1.09%, 08/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 188121 | 158462 |
| &nbsp;&nbsp; Series 2021-NQM7, Class A1, 1.92%, 08/25/2066 (Callable 03/25/2028) <sup>(d)(f)</sup> | 84757 | 79379 |
|  GS Mortgage Securities Corp. II, Series 2020-GC45, Class XA, 0.61%, 02/13/2053 (Callable 10/13/2029) <sup>(c)(d)</sup> | 1341885 | 27014 |
| GS Mortgage Securities Trust | GS Mortgage Securities Trust | GS Mortgage Securities Trust |
| &nbsp;&nbsp; Series 2012-BWTR, Class A, 2.95%, 11/05/2034 (Callable 11/05/2026) <sup>(f)</sup> | 137650 | 121231 |
| &nbsp;&nbsp; Series 2015-GC34, Class A4, 3.51%, 10/10/2048 (Callable 01/10/2026) | 714 | 707 |
|  HIH Trust, Series 2024-61P, Class A, 5.59% (1 mo. Term SOFR + 1.84%), 10/15/2041 <sup>(f)</sup> | 108378 | 108812 |
|  HTL Commercial Mortgage Trust, Series 2024-T53, Class A, 5.88%, 05/10/2039 <sup>(d)(f)</sup> | 100000 | 101282 |
| Imperial Fund Mortgage Trust | Imperial Fund Mortgage Trust | Imperial Fund Mortgage Trust |
| &nbsp;&nbsp; Series 2021-NQM2, Class A1, 1.07%, 09/25/2056 (Callable 01/25/2026) <sup>(d)(f)</sup> | 97573 | 83195 |
| &nbsp;&nbsp; Series 2022-NQM2, Class A1, 3.64%, 03/25/2067 (Callable 01/25/2026) <sup>(f)(i)</sup> | 368952 | 359566 |
|  INT Commercial Mortgage Trust 2025-PLAZA, Series 2025-PLAZA, Class A, 4.88%, 11/05/2037 <sup>(d)(f)</sup> | 160000 | 160808 |
|  JPMBB Commercial Mortgage Securities Trust, Series 2020-NNN, Class AFX, 2.81%, 01/16/2037 (Callable 01/16/2026) <sup>(f)</sup> | 90000 | 81450 |
|  Legacy Mortgage Asset Trust, Series 2021-GS3, Class A1, 5.75%, 07/25/2061 (Callable 01/25/2026) <sup>(f)(i)</sup> | 101778 | 101860 |
|  Madison Avenue Trust, Series 2025-11MD, Class A, 4.75%, 10/15/2042 <sup>(d)(f)</sup> | 355000 | 357052 |
|  Mcp Holding Co. LLC, Series 2024-70P, Class A, 5.31%, 03/10/2041 <sup>(d)(f)</sup> | 425000 | 430279 |
|  MF1, Ltd., Series 2022-FL8, Class AS, 5.48% (1 mo. Term SOFR + 1.75%), 02/19/2037 (Callable 01/17/2026) <sup>(f)</sup> | 260000 | 259428 |
| MFRA Trust | MFRA Trust | MFRA Trust |
| &nbsp;&nbsp; Series 2020-NQM3, Class A1, 1.01%, 01/26/2065 (Callable 01/25/2026) <sup>(d)(f)</sup> | 10048 | 9617 |
| &nbsp;&nbsp; Series 2021-NQM1, Class A1, 1.15%, 04/25/2065 (Callable 01/25/2026) <sup>(d)(f)</sup> | 41849 | 39675 |
| &nbsp;&nbsp; Series 2021-NQM2, Class A1, 1.03%, 11/25/2064 (Callable 01/25/2026) <sup>(d)(f)</sup> | 67691 | 60199 |
| Mill City Mortgage Loan Trust | Mill City Mortgage Loan Trust | Mill City Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2018-1, Class A1, 3.25%, 05/25/2062 (Callable 03/25/2035) <sup>(d)(f)</sup> | 6784 | 6753 |
| &nbsp;&nbsp; Series 2019-GS1, Class A1, 2.75%, 07/25/2059 (Callable 08/25/2040) <sup>(d)(f)</sup> | 72737 | 71581 |
|  Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C29, Class A4, 3.33%, 05/15/2049 (Callable 05/15/2026) | 175000 | 174093 |
|  Morgan Stanley Residential Mortgage Loan Trust, Series 2025-SPL1, Class A1, 4.25%, 02/25/2065 (Callable 09/25/2028) <sup>(d)(f)</sup> | 333792 | 326720 |
|  MSWF Commercial Mortgage Trust, Series 2023-2, Class XA, 0.91%, 12/15/2056 (Callable 09/15/2033) <sup>(c)(d)</sup> | 235215 | 13196 |
| New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2016-2A, Class A1, 3.75%, 11/26/2035 (Callable 09/25/2031) <sup>(d)(f)</sup> | 20926 | 20413 |
| &nbsp;&nbsp; Series 2016-4A, Class A1, 3.75%, 11/25/2056 (Callable 02/25/2033) <sup>(d)(f)</sup> | 19157 | 18489 |
| &nbsp;&nbsp; Series 2017-5A, Class A1, 5.61% (1 mo. Term SOFR + 1.61%), 06/25/2057 (Callable 12/25/2028) <sup>(f)</sup> | 11934 | 12088 |
| &nbsp;&nbsp; Series 2018-1A, Class A1A, 4.00%, 12/25/2057 (Callable 07/25/2033) <sup>(d)(f)</sup> | 52358 | 51389 |
| &nbsp;&nbsp; Series 2018-3A, Class A1, 4.50%, 05/25/2058 (Callable 12/25/2035) <sup>(d)(f)</sup> | 112783 | 110645 |
| &nbsp;&nbsp; Series 2018-4A, Class A1S, 4.60% (1 mo. Term SOFR + 0.86%), 01/25/2048 (Callable 10/25/2029) <sup>(f)</sup> | 39420 | 38772 |
| &nbsp;&nbsp; Series 2019-3A, Class A1A, 3.75%, 11/25/2058 (Callable 12/25/2032) <sup>(d)(f)</sup> | 76369 | 74107 |
| &nbsp;&nbsp; Series 2019-5A, Class A1B, 3.50%, 08/25/2059 (Callable 02/25/2036) <sup>(d)(f)</sup> | 54212 | 51593 |
| &nbsp;&nbsp; Series 2019-NQM4, Class A1, 2.49%, 09/25/2059 (Callable 01/25/2026) <sup>(d)(f)</sup> | 12780 | 12350 |
| &nbsp;&nbsp; Series 2021-NQ2R, Class A1, 0.94%, 10/25/2058 (Callable 01/25/2026) <sup>(d)(f)</sup> | 28573 | 27505 |
| &nbsp;&nbsp; Series 2021-NQM3, Class A1, 1.16%, 11/27/2056 (Callable 01/25/2026) <sup>(d)(f)</sup> | 189155 | 171363 |
| &nbsp;&nbsp; Series 2022-NQM1, Class A1, 2.28%, 04/25/2061 (Callable 01/25/2026) <sup>(d)(f)</sup> | 310002 | 283361 |
| New Residential Mortgage Loan Trust 2023-NQM1 | New Residential Mortgage Loan Trust 2023-NQM1 | New Residential Mortgage Loan Trust 2023-NQM1 |
| &nbsp;&nbsp; Series 2025-NQM7, Class A1, 5.01%, 10/26/2065 (Callable 12/25/2028) <sup>(d)(f)</sup> | 100000 | 100270 |
| &nbsp;&nbsp; Series 2025-NQM7, Class A2, 5.26%, 10/26/2065 (Callable 12/25/2028) <sup>(f)(i)</sup> | 360000 | 361416 |
|  NMLT Trust, Series 2021-INV1, Class A1, 1.19%, 05/25/2056 (Callable 01/25/2026) <sup>(d)(f)</sup> | 195540 | 173391 |
|  North Park Mortgage Trust, Series 2025-PARK, Class A, 5.14% (1 mo. Term SOFR + 1.39%), 10/15/2040 <sup>(f)</sup> | 210000 | 210457 |
|  NY Commercial Mortgage Trust, Series 2025-299P, Class A, 5.66%, 02/10/2047 <sup>(d)(f)</sup> | 65000 | 68304 |
|  NYC Commercial Mortgage Trust, Series 2025-3BP, Class A, 4.96% (1 mo. Term SOFR + 1.21%), 02/15/2042 <sup>(f)</sup> | 195000 | 193901 |
|  OBX Trust, Series 2021-NQM1, Class A1, 1.07%, 02/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 113366 | 100103 |
| Pretium Mortgage Credit Partners LLC | Pretium Mortgage Credit Partners LLC | Pretium Mortgage Credit Partners LLC |
| &nbsp;&nbsp; Series 2025-NPL14, Class A1, 5.27%, 12/25/2055 (Callable 12/25/2026) <sup>(f)(i)</sup> | 260000 | 260000 |
| &nbsp;&nbsp; Series 2025-NPL4, Class A1, 6.37%, 04/25/2055 (Callable 05/25/2026) <sup>(f)(i)</sup> | 326028 | 327865 |
| &nbsp;&nbsp; Series 2025-NPL6, Class A1, 5.74%, 06/25/2055 (Callable 07/25/2026) <sup>(f)(i)</sup> | 388226 | 390041 |
| Progress Residential Trust | Progress Residential Trust | Progress Residential Trust |
| &nbsp;&nbsp; Series 2021-SFR8, Class A, 1.51%, 10/17/2038 <sup>(f)</sup> | 321453 | 316502 |
| &nbsp;&nbsp; Series 2022-SFR3, Class A, 3.20%, 04/17/2039 <sup>(f)</sup> | 104680 | 103451 |
| &nbsp;&nbsp; Series 2022-SFR5, Class A, 4.45%, 06/17/2039 <sup>(f)</sup> | 93639 | 93628 |
|  PRPM LLC, Series 2025-6, Class A1, 5.77%, 08/25/2028 (Callable 08/25/2026) <sup>(f)(i)</sup> | 207944 | 209481 |
|  Rad CLO, Series 2021-12A, Class A1AR, 5.16% (3 mo. Term SOFR + 1.32%), 07/30/2040 (Callable 07/30/2027) <sup>(f)</sup> | 315000 | 315481 |
|  Sabey Data Center Issuer LLC, Series 2024-1, Class A2, 6.00%, 04/20/2049 (Callable 04/20/2027) <sup>(f)</sup> | 50000 | 50663 |
| SG Commercial Mortgage Securities Trust | SG Commercial Mortgage Securities Trust | SG Commercial Mortgage Securities Trust |
| &nbsp;&nbsp; Series 2016-C5, Class A4, 3.06%, 10/10/2048 (Callable 07/10/2026) | 75000 | 74275 |
| &nbsp;&nbsp; Series 2020-COVE, Class A, 2.63%, 03/15/2037 <sup>(f)</sup> | 355000 | 340202 |
|  SGR Residential Mortgage Trust, Series 2021-1, Class A1, 1.16%, 07/25/2061 (Callable 01/25/2026) <sup>(d)(f)</sup> | 197131 | 164947 |
|  SHR Trust, Series 2024-LXRY, Class A, 5.70% (1 mo. Term SOFR + 1.95%), 10/15/2041 <sup>(f)</sup> | 450000 | 451663 |
| Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust |
| &nbsp;&nbsp; Series 2020-3, Class A1, 1.49%, 04/25/2065 (Callable 01/25/2026) <sup>(d)(f)</sup> | 6793 | 6661 |
| &nbsp;&nbsp; Series 2021-1, Class A1, 1.22%, 05/25/2065 (Callable 01/25/2026) <sup>(d)(f)</sup> | 67693 | 64001 |
| &nbsp;&nbsp; Series 2021-2, Class A1, 0.94%, 05/25/2065 (Callable 01/25/2026) <sup>(d)(f)</sup> | 21212 | 20207 |
| &nbsp;&nbsp; Series 2021-6, Class A1, 1.92%, 11/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 205275 | 182810 |
|  TEXAS Commercial Mortgage Trust 2025-TWR, Series 2025-TWR, Class A, 5.04% (1 mo. Term SOFR + 1.29%), 04/15/2042 <sup>(f)</sup> | 325000 | 325797 |
|  Texas Debt Capital CLO Ltd., Series 2023-1A, Class BR, 5.53% (3 mo. Term SOFR + 1.65%), 07/20/2038 (Callable 07/20/2027) <sup>(f)</sup> | 250000 | 249992 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |
| &nbsp;&nbsp; Series 2018-1, Class A1, 3.00%, 01/25/2058 (Callable 05/25/2028) <sup>(d)(f)</sup> | 4118 | 4096 |
| &nbsp;&nbsp; Series 2018-2, Class A1, 3.25%, 03/25/2058 (Callable 03/25/2032) <sup>(d)(f)</sup> | 20919 | 20787 |
| &nbsp;&nbsp; Series 2018-3, Class A1, 3.75%, 05/25/2058 (Callable 07/25/2030) <sup>(d)(f)</sup> | 41890 | 41351 |
| &nbsp;&nbsp; Series 2019-1, Class A1, 3.75%, 03/25/2058 (Callable 10/25/2029) <sup>(d)(f)</sup> | 132044 | 129178 |
|  Tricon Residential Trust, Series 2022-SFR1, Class A, 3.86%, 04/17/2039 <sup>(f)</sup> | 502635 | 499925 |
| Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust |
| &nbsp;&nbsp; Series 2021-2, Class A1, 1.03%, 02/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 48892 | 44894 |
| &nbsp;&nbsp; Series 2021-4, Class A1, 0.94%, 07/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 88606 | 75298 |
| &nbsp;&nbsp; Series 2021-5, Class A1, 1.01%, 09/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 294603 | 257765 |
| &nbsp;&nbsp; Series 2021-8, Class A1, 2.82%, 11/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 136547 | 126993 |
| &nbsp;&nbsp; Series 2021-R2, Class A1, 0.92%, 02/25/2064 (Callable 01/25/2026) <sup>(d)(f)</sup> | 40532 | 38267 |
| &nbsp;&nbsp; Series 2022-1, Class A1, 2.72%, 01/25/2067 (Callable 01/25/2026) <sup>(f)(i)</sup> | 222048 | 209337 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $21,679,447) | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $21,679,447) | 20276658 |
| **ASSET-BACKED SECURITIES - 6.7%** | **Par** | **Value**  |
|  Affirm, Inc., Series 2024-A, Class A, 5.61%, 02/15/2029 (Callable 02/15/2026) <sup>(f)</sup> | 125000 | 125198 |
|  AJAX Mortgage Loan Trust, Series 2021-C, Class A, 6.12%, 01/25/2061 (Callable 01/25/2026) <sup>(f)(i)</sup> | 44878 | 44910 |
|  Aligned Data Centers Issuer LLC, Series 2023-1A, Class A2, 6.00%, 08/17/2048 (Callable 08/15/2026) <sup>(f)</sup> | 210000 | 212121 |
|  Amur Equipment Finance Receivables LLC, Series 2024-1A, Class B, 5.37%, 01/21/2031 (Callable 01/20/2028) <sup>(f)</sup> | 100000 | 102183 |
|  Angel Oak Mortgage Trust LLC, Series 2021-3, Class A1, 1.07%, 05/25/2066 (Callable 01/25/2026) <sup>(d)(f)</sup> | 128217 | 111736 |
|  Auxilior Term Funding LLC, Series 2024-1A, Class A3, 5.49%, 07/15/2031 (Callable 02/15/2029) <sup>(f)</sup> | 140000 | 142628 |
|  Benefit Street Partners CLO Ltd., Series 2023-31A, Class BR, 5.61% (3 mo. Term SOFR + 1.75%), 04/25/2038 (Callable 04/25/2027) <sup>(f)</sup> | 250000 | 250458 |
| CF Hippolyta Issuer LLC | CF Hippolyta Issuer LLC | CF Hippolyta Issuer LLC |
| &nbsp;&nbsp; Series 2020-1, Class A1, 1.69%, 07/15/2060 <sup>(f)</sup> | 88884 | 75516 |
| &nbsp;&nbsp; Series 2020-1, Class A2, 1.99%, 07/15/2060 (Callable 01/15/2026) <sup>(f)</sup> | 85819 | 72561 |
| &nbsp;&nbsp; Series 2021-1A, Class A1, 1.53%, 03/15/2061 (Callable 01/15/2026) <sup>(f)</sup> | 93133 | 75711 |
| &nbsp;&nbsp; Series 2022-1A, Class A1, 5.97%, 08/15/2062 (Callable 02/15/2026) <sup>(f)</sup> | 106216 | 104930 |
|  Credit Acceptance Corp., Series 2024-2A, Class B, 6.11%, 08/15/2034 (Callable 04/15/2028) <sup>(f)</sup> | 305000 | 312441 |
| CSMC Trust | CSMC Trust | CSMC Trust |
| &nbsp;&nbsp; Series 2020-RPL4, Class A1, 2.00%, 01/25/2060 (Callable 11/25/2038) <sup>(d)(f)</sup> | 141232 | 128793 |
| &nbsp;&nbsp; Series 2021-RPL4, Class A1, 4.15%, 12/27/2060 (Callable 01/25/2026) <sup>(d)(f)</sup> | 76868 | 76628 |
|  DB Master Finance Parent LLC, Series 2021-1A, Class A23, 2.79%, 11/20/2051 (Callable 11/20/2027) <sup>(f)</sup> | 590400 | 527809 |
| DigitalBridge Group, Inc. | DigitalBridge Group, Inc. | DigitalBridge Group, Inc. |
| &nbsp;&nbsp; Series 2023-1A, Class A2A, 5.00%, 09/15/2048 (Callable 09/15/2026) <sup>(f)</sup> | 315000 | 314968 |
| &nbsp;&nbsp; Series 2024-1A, Class A2, 4.99%, 09/15/2049 (Callable 09/15/2027) <sup>(f)</sup> | 175000 | 173850 |
| Domino's SPV Guarantor LLC | Domino's SPV Guarantor LLC | Domino's SPV Guarantor LLC |
| &nbsp;&nbsp; Series 2019-1A, Class A2, 3.67%, 10/25/2049 (Callable 10/25/2026) <sup>(f)</sup> | 72000 | 69487 |
| &nbsp;&nbsp; Series 2021-1A, Class A2I, 2.66%, 04/25/2051 (Callable 01/25/2026) <sup>(f)</sup> | 481388 | 458434 |
|  Exeter Automobile Receivables Trust, Series 2025-4A, Class B, 4.40%, 05/15/2030 (Callable 05/15/2030) | 90000 | 90543 |
|  GLS Auto Receivables Trust, Series 2024-4A, Class B, 4.89%, 04/16/2029 (Callable 02/15/2029) <sup>(f)</sup> | 140000 | 140934 |
|  GreatAmerica Leasing Receivables, Series 2024-1, Class B, 5.18%, 12/16/2030 (Callable 02/15/2028) <sup>(f)</sup> | 55000 | 56153 |
|  GreenSky LLC, Series 2025-2A, Class A3, 5.02%, 06/25/2060 <sup>(f)</sup> | 100000 | 101625 |
|  Hertz Global Holdings, Inc., Series 2025-2A, Class A, 5.13%, 09/25/2031 (Callable 09/25/2030) <sup>(f)</sup> | 110000 | 112077 |
|  Intervest Capital Partners LLC, Series 2025-B, Class A2, 4.64%, 01/18/2033 (Callable 03/15/2029) <sup>(f)</sup> | 141000 | 141609 |
|  Legacy Mortgage Asset Trust, Series 2021-GS4, Class A1, 5.65%, 11/25/2060 (Callable 01/25/2026) <sup>(f)(i)</sup> | 56143 | 56228 |
| Navient Private Education Refi Loan Trust | Navient Private Education Refi Loan Trust | Navient Private Education Refi Loan Trust |
| &nbsp;&nbsp; Series 2021-EA, Class A, 0.97%, 12/16/2069 (Callable 08/15/2030) <sup>(f)</sup> | 70700 | 63858 |
| &nbsp;&nbsp; Series 2021-FA, Class A, 1.11%, 02/18/2070 (Callable 01/15/2031) <sup>(f)</sup> | 121011 | 108066 |
| &nbsp;&nbsp; Series 2023-A, Class A, 5.51%, 10/15/2071 (Callable 09/15/2033) <sup>(f)</sup> | 150519 | 155023 |
|  Ocwen Loan Investment Trust, Series 2025-HB2, Class A, 3.00%, 11/25/2038 <sup>(d)(f)</sup> | 135000 | 131941 |
| Pretium Mortgage Credit Partners LLC | Pretium Mortgage Credit Partners LLC | Pretium Mortgage Credit Partners LLC |
| &nbsp;&nbsp; Series 2025-NPL11, Class A1, 5.19%, 10/25/2055 (Callable 10/25/2026) <sup>(f)(i)</sup> | 507693 | 509025 |
| &nbsp;&nbsp; Series 2025-NPL7, Class A1, 5.66%, 07/25/2055 (Callable 07/25/2026) <sup>(f)(i)</sup> | 253829 | 254818 |
| &nbsp;&nbsp; Series 2025-NPL8, Class A1, 5.73%, 08/25/2055 (Callable 07/25/2026) <sup>(f)(i)</sup> | 235688 | 236635 |
| &nbsp;&nbsp; Series 2025-NPL9, Class A1, 5.39%, 08/25/2055 (Callable 08/25/2026) <sup>(f)(i)</sup> | 322342 | 323443 |
| &nbsp;&nbsp; Series 2025-RPL5, Class A1, 4.15%, 01/25/2070 (Callable 10/25/2027) <sup>(f)(i)</sup> | 356448 | 351045 |
| &nbsp;&nbsp; Series 2025-RPL6, Class A1, 3.85%, 09/25/2069 (Callable 11/25/2027) <sup>(f)(i)</sup> | 514868 | 497734 |
| Progress Residential Trust | Progress Residential Trust | Progress Residential Trust |
| &nbsp;&nbsp; Series 2021-SFR3, Class A, 1.64%, 05/17/2026 <sup>(f)</sup> | 361802 | 359528 |
| &nbsp;&nbsp; Series 2022-SFR4, Class A, 4.44%, 05/17/2041 <sup>(f)</sup> | 294726 | 294474 |
| &nbsp;&nbsp; Series 2022-SFR7, Class A, 4.75%, 10/27/2039 <sup>(f)</sup> | 141563 | 141929 |
| PRPM LLC | PRPM LLC | PRPM LLC |
| &nbsp;&nbsp; Series 2025-3, Class A1, 6.26%, 05/25/2030 (Callable 05/25/2026) <sup>(f)(i)</sup> | 90001 | 91173 |
| &nbsp;&nbsp; Series 2025-7, Class A1, 5.50%, 08/25/2030 (Callable 08/25/2026) <sup>(f)(i)</sup> | 156323 | 156852 |
| &nbsp;&nbsp; Series 2025-RPL3, Class A1, 3.25%, 04/25/2055 (Callable 04/25/2026) <sup>(f)(i)</sup> | 550194 | 533427 |
| RR, Ltd. | RR, Ltd. | RR, Ltd. |
| &nbsp;&nbsp; Series 2022-23A, Class A2R2, 5.55% (3 mo. Term SOFR + 1.65%), 07/15/2037 (Callable 07/15/2027) <sup>(f)</sup> | 420000 | 419454 |
| &nbsp;&nbsp; Series 2023-26A, Class A2R, 5.40% (3 mo. Term SOFR + 1.50%), 04/15/2038 (Callable 04/15/2026) <sup>(f)</sup> | 250000 | 249496 |
|  SCF Equipment Leasing LLC, Series 2024-1A, Class A3, 5.52%, 01/20/2032 (Callable 11/20/2028) <sup>(f)</sup> | 100000 | 102008 |
|  Securitized Term Auto Receivables Trust, Series 2025-A, Class B, 5.04%, 07/25/2031 (Callable 12/25/2027) <sup>(f)</sup> | 37345 | 37808 |
| Stack Infrastructure Issuer LLC | Stack Infrastructure Issuer LLC | Stack Infrastructure Issuer LLC |
| &nbsp;&nbsp; Series 2023-2A, Class A2, 5.90%, 07/25/2048 (Callable 06/25/2026) <sup>(f)</sup> | 180000 | 181440 |
| &nbsp;&nbsp; Series 2024-1A, Class A2, 5.90%, 03/25/2049 (Callable 03/25/2027) <sup>(f)</sup> | 100000 | 101469 |
|  Taco Bell Corp., Series 2018-1A, Class A2II, 4.94%, 11/25/2048 (Callable 02/25/2026) <sup>(f)</sup> | 157163 | 157759 |
|  Taco Bell Funding LLC, Series 2021-1A, Class A2II, 2.29%, 08/25/2051 (Callable 02/25/2026) <sup>(f)</sup> | 725085 | 677412 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |
| &nbsp;&nbsp; Series 2020-4, Class A1, 1.75%, 10/25/2060 (Callable 07/25/2032) <sup>(f)</sup> | 94775 | 87053 |
| &nbsp;&nbsp; Series 2021-R1, Class A1, 2.92%, 11/30/2060 <sup>(d)(f)</sup> | 376808 | 338224 |
|  Vericrest Opportunity Loan Transferee, Series 2021-NPL9, Class A1, 5.99%, 05/25/2051 (Callable 01/25/2026) <sup>(f)(i)</sup> | 28480 | 28498 |
|  Vertical Bridge Holdings LLC, Series 2024-1A, Class C2, 5.59%, 05/15/2054 (Callable 05/15/2027) <sup>(f)</sup> | 205000 | 206756 |
|  VFI ABS LLC, Series 2025-1A, Class A, 4.78%, 06/24/2030 (Callable 06/24/2028) <sup>(f)</sup> | 84990 | 85428 |
|  Wendy's Funding LLC, Series 2018-1A, Class A2II, 3.88%, 03/15/2048 (Callable 03/15/2026) <sup>(f)</sup> | 156353 | 153891 |
|  Wingstop, Inc., Series 2020-1A, Class A2, 2.84%, 12/05/2050 (Callable 03/05/2026) <sup>(f)</sup> | 197000 | 191091 |
|  Zayo Group LLC, Series 2025-1A, Class A2, 5.65%, 03/20/2055 (Callable 09/20/2028) <sup>(f)</sup> | 225000 | 229634 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $11,471,884) | **TOTAL ASSET-BACKED SECURITIES** (Cost $11,471,884) | 11535923 |
| **FOREIGN GOVERNMENT DEBT OBLIGATIONS - 1.5%** | **Par** | **Value**  |
| Bermuda Government International Bond | Bermuda Government International Bond | Bermuda Government International Bond |
| &nbsp;&nbsp; 2.38%, 08/20/2030 (Callable 05/20/2030) | 200000 | 182200 |
| &nbsp;&nbsp; 5.00%, 07/15/2032 (Callable 04/15/2032) <sup>(f)</sup> | 200000 | 202700 |
|  Israel Government International Bond, 5.38%, 02/19/2030 | 200000 | 207045 |
| Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond |
| &nbsp;&nbsp; 5.38%, 03/22/2033 (Callable 01/22/2033) | 400000 | 397800 |
| &nbsp;&nbsp; 6.00%, 05/07/2036 (Callable 02/07/2036) | 200000 | 203150 |
| &nbsp;&nbsp; 6.88%, 05/13/2037 (Callable 02/13/2037) | 200000 | 213900 |
| &nbsp;&nbsp; 6.63%, 01/29/2038 (Callable 10/29/2037) | 400000 | 418400 |
|  Panama Government International Bond, 2.25%, 09/29/2032 (Callable 06/29/2032) | 200000 | 165720 |
| Romanian Government International Bond | Romanian Government International Bond | Romanian Government International Bond |
| &nbsp;&nbsp; 5.88%, 01/30/2029 <sup>(f)</sup> | 162000 | 167441 |
| &nbsp;&nbsp; 3.63%, 03/27/2032 | 340000 | 311903 |
| &nbsp;&nbsp; 7.50%, 02/10/2037 <sup>(f)</sup> | 56000 | 62200 |
| **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $2,459,754) | **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $2,459,754) | 2532459 |
| **MUNICIPAL DEBT OBLIGATIONS - 0.9%** | **Par** | **Value**  |
|  Chicago Transit Authority Sales & Transfer Tax Receipts Revenue, Series B, 6.90%, 12/01/2040 | 94985 | 106700 |
| County of Riverside CA | County of Riverside CA | County of Riverside CA |
| &nbsp;&nbsp; 2.96%, 02/15/2027 | 345000 | 341467 |
| &nbsp;&nbsp; 3.07%, 02/15/2028 | 345000 | 338862 |
| Metropolitan Transportation Authority | Metropolitan Transportation Authority | Metropolitan Transportation Authority |
| &nbsp;&nbsp; 5.18%, 11/15/2049 | 20000 | 18489 |
| &nbsp;&nbsp; 5.00%, 11/15/2050 (Callable 05/15/2030) | 60000 | 60735 |
|  New York Transportation Development Corp., 4.25%, 09/01/2035 (Obligor: Research Fndtn Of St Univ) | 190000 | 187777 |
|  Philadelphia Authority for Industrial Development, 6.55%, 10/15/2028 | 355000 | 377566 |
|  Regents of the University of California Medical Center Pooled Revenue, 6.55%, 05/15/2048 | 35000 | 37425 |
|  Texas Natural Gas Securitization Finance Corp., 5.10%, 04/01/2035 | 0<br> <sup>(k)</sup>  | 0<br> <sup>(j)</sup>  |
| **TOTAL MUNICIPAL DEBT OBLIGATIONS** (Cost $1,509,439) | **TOTAL MUNICIPAL DEBT OBLIGATIONS** (Cost $1,509,439) | 1469021 |
| **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** |
| **MONEY MARKET FUNDS - 0.5%** | **Shares** | **Value**  |
| JPMorgan U.S. Government Money Market Fund - Class IM, 3.72% <sup>(k)</sup> | 842794 | 842794 |
| **TOTAL MONEY MARKET FUNDS** (Cost $842,794) | **TOTAL MONEY MARKET FUNDS** (Cost $842,794) | 842794 |
| **INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 0.3%** | **Units** | **Value**  |
| Mount Vernon Liquid Assets Portfolio, LLC, 3.86% <sup>(k)</sup> | 542005 | 542005 |
| **TOTAL INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING** (Cost $542,005) | **TOTAL INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING** (Cost $542,005) | 542005 |
| **TOTAL INVESTMENTS - 109.6% (**Cost $197,215,829**)** | **TOTAL INVESTMENTS - 109.6% (**Cost $197,215,829**)** | 187669593 |
| Liabilities in Excess of Other Assets - (9.6)% | Liabilities in Excess of Other Assets - (9.6)% | (16392749) |
| **TOTAL NET ASSETS - 100.0%** |  | $171276844 |

---

---

| |
|:---|
| Par amount is in USD unless otherwise indicated. |
| Percentages are stated as a percent of net assets. |
| The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. |
| *For Fund compliance purposes, the Fund's industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or they may be defined by Fund management. This definition may not apply for purposes of this report, which may combine sub-classifications for reporting ease. Industries are shown as a percentage of net assets.* |

---

---

| |
|:---|
| CMT - Constant Maturity Treasury |
| Ent 11th COFI Repl - Enterprise 11th District COFI Replacement Index |
| LLC - Limited Liability Company |
| LP - Limited Partnership |
| PLC - Public Limited Company |
| REIT - Real Estate Investment Trust |
| RFUCCT1Y - Refinitiv USD IBOR Consumer Cash Fallbacks Term 1 Year |
| SOFR - Secured Overnight Financing Rate |

---

(a) All or a portion of security has been pledged as collateral for swap contracts. The fair value of assets committed as collateral as of December 31, 2025 is $289,957.

(b) All or a portion of security has been pledged as collateral for futures contracts. The fair value of assets committed as collateral as of December 31, 2025 is $487,212.

(c) Interest only security.

(d) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the
 coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of December 31, 2025.

(e) To-be-announced security.

(f) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified institutional
 investors. As of December 31, 2025, the value of these securities total $37,453,094 or 21.9% of the Fund's net assets.

(g) Represents less than 0.05% of net assets.

(h) All or a portion of this security is on loan as of December 31, 2025. The fair value of these securities was $528,736.

(i) Step coupon bond. The rate disclosed is as of December 31, 2025.

(j) Rounds to zero.

(k) The rate shown represents the 7-day annualized yield as of December 31, 2025.

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **GuideMark Core Fixed Income Fund** | **GuideMark Core Fixed Income Fund** | **GuideMark Core Fixed Income Fund** | **GuideMark Core Fixed Income Fund** | **GuideMark Core Fixed Income Fund** |
| **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** |
| **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** |
| **Description** | **Contracts Purchased** | **Expiration Date** | **Notional Value** | **Value / Unrealized**<br> **Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2 Year Notes | 49 | 03/31/2026 | $10230664 | $(6186) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Bonds | 9 | 03/20/2026 | 1062000 | (23916) |
|  |  |  |  | $(30102) |
|  |  |  |  | – |
| **Description** | **Contracts Sold** | **Expiration Date** | **Notional Value** | **Value / Unrealized**<br> **Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;10 Year U.S. Ultra Treasury Notes | (11) | 03/20/2026 | $1265172 | $8750 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10 Year Notes | (18) | 03/20/2026 | 2023875 | 15584 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bonds | (37) | 03/20/2026 | 4276969 | 59057 |
|  |  |  |  | $83391 |
| **Net Unrealized Appreciation (Depreciation)** |  | $– | $– | $53289 |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **GuideMark Core Fixed Income Fund** | **GuideMark Core Fixed Income Fund** | **GuideMark Core Fixed Income Fund** | **GuideMark Core Fixed Income Fund** | **GuideMark Core Fixed Income Fund** | **GuideMark Core Fixed Income Fund** | **GuideMark Core Fixed Income Fund** | **GuideMark Core Fixed Income Fund** | **GuideMark Core Fixed Income Fund** | |
| **Schedule of Centrally Cleared Interest Rate Swap Contracts** | **Schedule of Centrally Cleared Interest Rate Swap Contracts** | **Schedule of Centrally Cleared Interest Rate Swap Contracts** | **Schedule of Centrally Cleared Interest Rate Swap Contracts** | **Schedule of Centrally Cleared Interest Rate Swap Contracts** | **Schedule of Centrally Cleared Interest Rate Swap Contracts** | **Schedule of Centrally Cleared Interest Rate Swap Contracts** | **Schedule of Centrally Cleared Interest Rate Swap Contracts** | **Schedule of Centrally Cleared Interest Rate Swap Contracts** | |
| **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** | |
| **Pay/ Receive** <br> **Floating Rate** | **Floating**<br> **Rate** | **Floating Rate Index** | **Fixed**<br> **Rate** | **Payment Frequency** | **Maturity**<br> **Date** | **Notional**<br> **Amount** | **Value** | **Upfront<br> Payments<br> (Receipts)** | **Unrealized**<br> **Appreciation**<br> (Depreciation) |
| Receive | 3.87% | SOFR | 4.16% | Monthly | 03/19/2045 | $2485000 | $8096 | $(4899) | $8095 |
| Receive | 3.87% | SOFR | 1.56% | Monthly | 12/15/2051 | $565000 | 241074 | (3043) | 241075 |
| Receive | 3.87% | SOFR | 2.97% | Monthly | 03/15/2053 | $560000 | 115941 | 1641 | 115941 |
| Receive | 3.87% | SOFR | 2.88% | Monthly | 03/15/2053 | $310000 | 66594 | 3290 | 66594 |
| Receive | 3.87% | SOFR | 3.59% | Monthly | 09/20/2053 | $180000 | 17217 | 715 | 17217 |
| **Total Interest Rate Swaps** | **Total Interest Rate Swaps** | **Total Interest Rate Swaps** | **Total Interest Rate Swaps** | **Total Interest Rate Swaps** | **Total Interest Rate Swaps** | **Total Interest Rate Swaps** | $448922 | $(2296) | $448922 |

---

The swaps are centrally cleared. Morgan Stanley is the counterparty for the swaps in the Fund. <br>SOFR - Secured Overnight Borrowing Rate

## Nport-Ex

---

| | | | | |
|:---|:---|:---|:---|:---|
| The Funds have adopted authoritative fair valuation accounting standards which establish an authoritative definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value and a discussion in changes in valuation techniques and related inputs, if any, during the period. In addition, these standards require expanded disclosure for each major category of assets. These inputs are summarized in the three broad levels listed below: | The Funds have adopted authoritative fair valuation accounting standards which establish an authoritative definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value and a discussion in changes in valuation techniques and related inputs, if any, during the period. In addition, these standards require expanded disclosure for each major category of assets. These inputs are summarized in the three broad levels listed below: | The Funds have adopted authoritative fair valuation accounting standards which establish an authoritative definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value and a discussion in changes in valuation techniques and related inputs, if any, during the period. In addition, these standards require expanded disclosure for each major category of assets. These inputs are summarized in the three broad levels listed below: | The Funds have adopted authoritative fair valuation accounting standards which establish an authoritative definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value and a discussion in changes in valuation techniques and related inputs, if any, during the period. In addition, these standards require expanded disclosure for each major category of assets. These inputs are summarized in the three broad levels listed below: | The Funds have adopted authoritative fair valuation accounting standards which establish an authoritative definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value and a discussion in changes in valuation techniques and related inputs, if any, during the period. In addition, these standards require expanded disclosure for each major category of assets. These inputs are summarized in the three broad levels listed below: |
| Level 1 - Quoted prices in active markets for identical securities (including equity securities, open-end investment companies, and futures contracts). | Level 1 - Quoted prices in active markets for identical securities (including equity securities, open-end investment companies, and futures contracts). | Level 1 - Quoted prices in active markets for identical securities (including equity securities, open-end investment companies, and futures contracts). | Level 1 - Quoted prices in active markets for identical securities (including equity securities, open-end investment companies, and futures contracts). | Level 1 - Quoted prices in active markets for identical securities (including equity securities, open-end investment companies, and futures contracts). |
| Level 2 - Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.). | Level 2 - Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.). | Level 2 - Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.). | Level 2 - Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.). | Level 2 - Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.). |
| Level 3 - Significant unobservable inputs (including the Funds' own assumptions in determining the fair value of investments). | Level 3 - Significant unobservable inputs (including the Funds' own assumptions in determining the fair value of investments). | Level 3 - Significant unobservable inputs (including the Funds' own assumptions in determining the fair value of investments). | Level 3 - Significant unobservable inputs (including the Funds' own assumptions in determining the fair value of investments). |  |
| During the period, certain securities and other instruments held by the Funds were categorized as Level 2 or Level 3 based upon the inputs and methodologies used to determine the fair value of the security or instrument. Descriptions of the inputs and valuation methodologies used to determine the fair values of each class of investments within Level 2 and Level 3 are set forth below. | During the period, certain securities and other instruments held by the Funds were categorized as Level 2 or Level 3 based upon the inputs and methodologies used to determine the fair value of the security or instrument. Descriptions of the inputs and valuation methodologies used to determine the fair values of each class of investments within Level 2 and Level 3 are set forth below. | During the period, certain securities and other instruments held by the Funds were categorized as Level 2 or Level 3 based upon the inputs and methodologies used to determine the fair value of the security or instrument. Descriptions of the inputs and valuation methodologies used to determine the fair values of each class of investments within Level 2 and Level 3 are set forth below. | During the period, certain securities and other instruments held by the Funds were categorized as Level 2 or Level 3 based upon the inputs and methodologies used to determine the fair value of the security or instrument. Descriptions of the inputs and valuation methodologies used to determine the fair values of each class of investments within Level 2 and Level 3 are set forth below. | During the period, certain securities and other instruments held by the Funds were categorized as Level 2 or Level 3 based upon the inputs and methodologies used to determine the fair value of the security or instrument. Descriptions of the inputs and valuation methodologies used to determine the fair values of each class of investments within Level 2 and Level 3 are set forth below. |
| <u>Level 2 Investments.</u> The Funds' investments that were categorized as Level 2 include: (1) certain fixed income securities, including asset-backed securities, collateralized mortgage obligations, corporate obligations, U.S. and foreign government obligations, mortgage-backed securities and municipal bonds; (2) certain foreign common stocks, preferred stocks, participatory notes, and real estate investment trusts; and (3) certain over-the-counter derivative instruments, including forward currency contracts, options written, and swaps. | <u>Level 2 Investments.</u> The Funds' investments that were categorized as Level 2 include: (1) certain fixed income securities, including asset-backed securities, collateralized mortgage obligations, corporate obligations, U.S. and foreign government obligations, mortgage-backed securities and municipal bonds; (2) certain foreign common stocks, preferred stocks, participatory notes, and real estate investment trusts; and (3) certain over-the-counter derivative instruments, including forward currency contracts, options written, and swaps. | <u>Level 2 Investments.</u> The Funds' investments that were categorized as Level 2 include: (1) certain fixed income securities, including asset-backed securities, collateralized mortgage obligations, corporate obligations, U.S. and foreign government obligations, mortgage-backed securities and municipal bonds; (2) certain foreign common stocks, preferred stocks, participatory notes, and real estate investment trusts; and (3) certain over-the-counter derivative instruments, including forward currency contracts, options written, and swaps. | <u>Level 2 Investments.</u> The Funds' investments that were categorized as Level 2 include: (1) certain fixed income securities, including asset-backed securities, collateralized mortgage obligations, corporate obligations, U.S. and foreign government obligations, mortgage-backed securities and municipal bonds; (2) certain foreign common stocks, preferred stocks, participatory notes, and real estate investment trusts; and (3) certain over-the-counter derivative instruments, including forward currency contracts, options written, and swaps. | <u>Level 2 Investments.</u> The Funds' investments that were categorized as Level 2 include: (1) certain fixed income securities, including asset-backed securities, collateralized mortgage obligations, corporate obligations, U.S. and foreign government obligations, mortgage-backed securities and municipal bonds; (2) certain foreign common stocks, preferred stocks, participatory notes, and real estate investment trusts; and (3) certain over-the-counter derivative instruments, including forward currency contracts, options written, and swaps. |
| Fixed income securities are normally valued by pricing vendors that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The service providers' internal models typically use inputs that are observable such as institutional-sized trading in similar groups of securities, yield, credit quality, coupon rate, maturity, type of issue, trading characteristics and other market data. | Fixed income securities are normally valued by pricing vendors that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The service providers' internal models typically use inputs that are observable such as institutional-sized trading in similar groups of securities, yield, credit quality, coupon rate, maturity, type of issue, trading characteristics and other market data. | Fixed income securities are normally valued by pricing vendors that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The service providers' internal models typically use inputs that are observable such as institutional-sized trading in similar groups of securities, yield, credit quality, coupon rate, maturity, type of issue, trading characteristics and other market data. | Fixed income securities are normally valued by pricing vendors that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The service providers' internal models typically use inputs that are observable such as institutional-sized trading in similar groups of securities, yield, credit quality, coupon rate, maturity, type of issue, trading characteristics and other market data. | Fixed income securities are normally valued by pricing vendors that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The service providers' internal models typically use inputs that are observable such as institutional-sized trading in similar groups of securities, yield, credit quality, coupon rate, maturity, type of issue, trading characteristics and other market data. |
| Certain common stocks that trade on foreign exchanges are subject to valuation adjustments. These valuation adjustments are applied to the foreign exchange-traded common stocks to account for the market movement between the close of the foreign market in which the security is traded and the close of the New York Stock Exchange. These securities are valued using pricing vendors that consider the correlation patterns of price movements of the foreign security to the intraday trading in the U.S. markets. | Certain common stocks that trade on foreign exchanges are subject to valuation adjustments. These valuation adjustments are applied to the foreign exchange-traded common stocks to account for the market movement between the close of the foreign market in which the security is traded and the close of the New York Stock Exchange. These securities are valued using pricing vendors that consider the correlation patterns of price movements of the foreign security to the intraday trading in the U.S. markets. | Certain common stocks that trade on foreign exchanges are subject to valuation adjustments. These valuation adjustments are applied to the foreign exchange-traded common stocks to account for the market movement between the close of the foreign market in which the security is traded and the close of the New York Stock Exchange. These securities are valued using pricing vendors that consider the correlation patterns of price movements of the foreign security to the intraday trading in the U.S. markets. | Certain common stocks that trade on foreign exchanges are subject to valuation adjustments. These valuation adjustments are applied to the foreign exchange-traded common stocks to account for the market movement between the close of the foreign market in which the security is traded and the close of the New York Stock Exchange. These securities are valued using pricing vendors that consider the correlation patterns of price movements of the foreign security to the intraday trading in the U.S. markets. | Certain common stocks that trade on foreign exchanges are subject to valuation adjustments. These valuation adjustments are applied to the foreign exchange-traded common stocks to account for the market movement between the close of the foreign market in which the security is traded and the close of the New York Stock Exchange. These securities are valued using pricing vendors that consider the correlation patterns of price movements of the foreign security to the intraday trading in the U.S. markets. |
| Forward currency contracts and swaps derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued using pricing vendors. Depending upon the instrument, its value may be provided by a pricing vendor using a series of techniques, including pricing models. The pricing models typically use inputs that are observed from active markets such as indices, spreads, interest rates, curves, dividends and exchange rates. | Forward currency contracts and swaps derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued using pricing vendors. Depending upon the instrument, its value may be provided by a pricing vendor using a series of techniques, including pricing models. The pricing models typically use inputs that are observed from active markets such as indices, spreads, interest rates, curves, dividends and exchange rates. | Forward currency contracts and swaps derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued using pricing vendors. Depending upon the instrument, its value may be provided by a pricing vendor using a series of techniques, including pricing models. The pricing models typically use inputs that are observed from active markets such as indices, spreads, interest rates, curves, dividends and exchange rates. | Forward currency contracts and swaps derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued using pricing vendors. Depending upon the instrument, its value may be provided by a pricing vendor using a series of techniques, including pricing models. The pricing models typically use inputs that are observed from active markets such as indices, spreads, interest rates, curves, dividends and exchange rates. | Forward currency contracts and swaps derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued using pricing vendors. Depending upon the instrument, its value may be provided by a pricing vendor using a series of techniques, including pricing models. The pricing models typically use inputs that are observed from active markets such as indices, spreads, interest rates, curves, dividends and exchange rates. |
| <u>Level 3 Investments.</u> The Funds' investments that were categorized as Level 3 include: fair valued securities for which observable inputs are not available.. | <u>Level 3 Investments.</u> The Funds' investments that were categorized as Level 3 include: fair valued securities for which observable inputs are not available.. | <u>Level 3 Investments.</u> The Funds' investments that were categorized as Level 3 include: fair valued securities for which observable inputs are not available.. | <u>Level 3 Investments.</u> The Funds' investments that were categorized as Level 3 include: fair valued securities for which observable inputs are not available.. | <u>Level 3 Investments.</u> The Funds' investments that were categorized as Level 3 include: fair valued securities for which observable inputs are not available.. |
| Fair valued securities are normally valued by pricing vendors using relevant observable inputs, as described above. In certain circumstances, the types of observable inputs that are typically used by a pricing service may be unavailable or deemed by the pricing service to be unreliable. In these instances, the pricing vendor may value the security based upon significant unobservable inputs, or the pricing vendor may not provide a value for the security. To the extent that a pricing vendor does not provide a value for a particular security, or the pricing vendor provides a value that the Valuation Committee does not believe accurately reflects the value of the security, the security will be valued by the Valuation Committee based upon the information available to the Committee at the time of valuation and in accordance with procedures approved by the Board. These methodologies may require subjective judgments and determinations about the value of a particular security. When significant unobservable inputs are used to value a security, the security is categorized as Level 3. | Fair valued securities are normally valued by pricing vendors using relevant observable inputs, as described above. In certain circumstances, the types of observable inputs that are typically used by a pricing service may be unavailable or deemed by the pricing service to be unreliable. In these instances, the pricing vendor may value the security based upon significant unobservable inputs, or the pricing vendor may not provide a value for the security. To the extent that a pricing vendor does not provide a value for a particular security, or the pricing vendor provides a value that the Valuation Committee does not believe accurately reflects the value of the security, the security will be valued by the Valuation Committee based upon the information available to the Committee at the time of valuation and in accordance with procedures approved by the Board. These methodologies may require subjective judgments and determinations about the value of a particular security. When significant unobservable inputs are used to value a security, the security is categorized as Level 3. | Fair valued securities are normally valued by pricing vendors using relevant observable inputs, as described above. In certain circumstances, the types of observable inputs that are typically used by a pricing service may be unavailable or deemed by the pricing service to be unreliable. In these instances, the pricing vendor may value the security based upon significant unobservable inputs, or the pricing vendor may not provide a value for the security. To the extent that a pricing vendor does not provide a value for a particular security, or the pricing vendor provides a value that the Valuation Committee does not believe accurately reflects the value of the security, the security will be valued by the Valuation Committee based upon the information available to the Committee at the time of valuation and in accordance with procedures approved by the Board. These methodologies may require subjective judgments and determinations about the value of a particular security. When significant unobservable inputs are used to value a security, the security is categorized as Level 3. | Fair valued securities are normally valued by pricing vendors using relevant observable inputs, as described above. In certain circumstances, the types of observable inputs that are typically used by a pricing service may be unavailable or deemed by the pricing service to be unreliable. In these instances, the pricing vendor may value the security based upon significant unobservable inputs, or the pricing vendor may not provide a value for the security. To the extent that a pricing vendor does not provide a value for a particular security, or the pricing vendor provides a value that the Valuation Committee does not believe accurately reflects the value of the security, the security will be valued by the Valuation Committee based upon the information available to the Committee at the time of valuation and in accordance with procedures approved by the Board. These methodologies may require subjective judgments and determinations about the value of a particular security. When significant unobservable inputs are used to value a security, the security is categorized as Level 3. | Fair valued securities are normally valued by pricing vendors using relevant observable inputs, as described above. In certain circumstances, the types of observable inputs that are typically used by a pricing service may be unavailable or deemed by the pricing service to be unreliable. In these instances, the pricing vendor may value the security based upon significant unobservable inputs, or the pricing vendor may not provide a value for the security. To the extent that a pricing vendor does not provide a value for a particular security, or the pricing vendor provides a value that the Valuation Committee does not believe accurately reflects the value of the security, the security will be valued by the Valuation Committee based upon the information available to the Committee at the time of valuation and in accordance with procedures approved by the Board. These methodologies may require subjective judgments and determinations about the value of a particular security. When significant unobservable inputs are used to value a security, the security is categorized as Level 3. |
| To verify Level 3 unobservable inputs, the Valuation Committee uses a variety of techniques as appropriate to substantiate these valuation approaches including a regular review of key inputs and assumptions, transaction back-testing or disposition analysis and review of related market activity. | To verify Level 3 unobservable inputs, the Valuation Committee uses a variety of techniques as appropriate to substantiate these valuation approaches including a regular review of key inputs and assumptions, transaction back-testing or disposition analysis and review of related market activity. | To verify Level 3 unobservable inputs, the Valuation Committee uses a variety of techniques as appropriate to substantiate these valuation approaches including a regular review of key inputs and assumptions, transaction back-testing or disposition analysis and review of related market activity. | To verify Level 3 unobservable inputs, the Valuation Committee uses a variety of techniques as appropriate to substantiate these valuation approaches including a regular review of key inputs and assumptions, transaction back-testing or disposition analysis and review of related market activity. | To verify Level 3 unobservable inputs, the Valuation Committee uses a variety of techniques as appropriate to substantiate these valuation approaches including a regular review of key inputs and assumptions, transaction back-testing or disposition analysis and review of related market activity. |
| The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities. | The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities. | The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities. | The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities. |  |
| The following is a summary of the inputs used to value the Funds' net assets as of December 31, 2025: | The following is a summary of the inputs used to value the Funds' net assets as of December 31, 2025: | The following is a summary of the inputs used to value the Funds' net assets as of December 31, 2025: |  |  |
| **GuideMark Large Cap Core Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Common Stocks** | $**740917355** | $**-** | $**3538** | $**740920893** |
| **Investment Companies** | **20493354** | **-** | **-** | **20493354** |
| **Real Estate Investment Trusts** | **2137929** | **-** | **-** | **2137929** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **35651730** |
| **Money Market Funds** | **4336835** | **-** | **-** | **4336835** |
| **Total Investments in Securities** | $**767885473** | $**-** | $**3538** | $**803540741** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |
| Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. |
| **<u>Description</u>** |  |  |  | **Common Stock** |
| Balance as of April 1, 2025 |  |  |  | $3538 |
| &nbsp;&nbsp;&nbsp;&nbsp; Purchases |  |  |  | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Sales proceeds and paydowns |  |  |  | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Accreted discounts, net |  |  |  | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate Actions |  |  |  | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Realized gain (loss) |  |  |  | - |
| Change in unrealized appreciation (depreciation) | Change in unrealized appreciation (depreciation) |  |  | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfers into/(out of) Level 3 |  |  |  | - |
| **Balance as of December 31, 2025** |  |  |  | $**3538** |
| Change in unrealized appreciation (depreciation) during the | Change in unrealized appreciation (depreciation) during the |  |  |  |
| period for Level 3 investments held at December 31, 2025. | period for Level 3 investments held at December 31, 2025. |  |  | $**-** |
| Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. | Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. | Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. | Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. | Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. |
| **GuideMark Emerging Markets Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Common Stocks** |  |  |  |  |
| Australia | $- | $110859 | $- | $110859 |
| Bermuda | - | 108064 | - | 108064 |
| Brazil | 195004 | 1217812 | - | 1412816 |
| Canada | - | 77278 | - | 77278 |
| Cayman Islands | - | 132985 | - | 132985 |
| Chile | 381017 | 775181 | - | 1156198 |
| China | 522408 | 12983102 | - | 13505510 |
| Colombia | - | 272087 | - | 272087 |
| Czech Republic | - | 423714 | - | 423714 |
| Egypt | - | 326912 | - | 326912 |
| Hong Kong | 63182 | 2297135 | - | 2360317 |
| Hungary | - | 611800 | - | 611800 |
| India | - | 6500307 | - | 6500307 |
| Indonesia | - | 244496 | - | 244496 |
| Ireland | 467394 | - | - | 467394 |
| Mexico | 1743229 | - | - | 1743229 |
| Peru | 211519 | - | - | 211519 |
| Poland | - | 1552651 | - | 1552651 |
| Qatar | 251886 | 190796 | - | 442682 |
| Russia | - | - | 0 | - |
| Singapore | - | 65965 | - | 65965 |
| South Africa | 510564 | 1635406 | - | 2145970 |
| South Korea | 415640 | 7865379 | - | 8281019 |
| Taiwan | - | 9450987 | - | 9450987 |
| Thailand | - | 170953 | - | 170953 |
| Turkey | - | 479284 | - | 479284 |
| United Arab Emirates | - | 1137767 | - | 1137767 |
| United Kingdom | - | 222620 | - | 222620 |
| United States | - | 142172 | - | 142172 |
| **Total Common Stocks** | **4761843** | **48995712** | **0** | **53757555** |
| **Investment Companies** |  |  |  |  |
| United States | 1826125 | - | - | 1826125 |
| **Total Investment Companies** | **1826125** | **-** | **-** | **1826125** |
| **Preferred Stocks** |  |  |  |  |
| Brazil | - | 609386 | - | 609386 |
| Colombia | - | 324720 | **-** | 324720 |
| India | - | - | 0 | - |
| South Korea | - | 308182 | **-** | 308182 |
| **Total Preferred Stocks** | **-** | **1242288** | **0** | **1242288** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | - | **-** | **-** | **2108790** |
| **Money Market Funds** | **407819** | **-** | **-** | **407819** |
| **Total Investments in Securities** | $**6995787** | $**50238000** | $**0** | $**59342577** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |
| Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. |
| **<u>Description</u>** |  |  | **Common Stock** |  |
| Balance as of April 1, 2025 |  |  | $0 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Purchases |  |  | - |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Sales proceeds and paydowns |  |  | - |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Accreted discounts, net |  |  | - |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate Actions |  |  | - |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Realized gain (loss) |  |  | - |  |
| Change in unrealized appreciation (depreciation) | Change in unrealized appreciation (depreciation) |  | - |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfers into/(out of) Level 3 |  |  | - |  |
| **Balance as of December 31, 2025** |  |  | $**0** |  |
| Change in unrealized appreciation (depreciation) during the | Change in unrealized appreciation (depreciation) during the |  |  |  |
| period for Level 3 investments held at December 31, 2025. | period for Level 3 investments held at December 31, 2025. |  | $**-** |  |
| Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. | Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. | Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. | Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. | Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. |
| **GuideMark Small/Mid Cap Core Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Common Stocks** | $**90766569** | $**-** | $**4469** | $**90771038** |
| **Real Estate Investment Trusts** | **2575522** | **-** | **-** | **2575522** |
| **Investment Companies** | **2184564** | **-** | **-** | **2184564** |
| **Rights** | **-** | **-** | **15812** | **15812** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **3081939** |
| **Money Market Funds** | **843230** | **-** | **-** | **843230** |
| **Total Investments in Securities** | $**96369885** | $**-** | $**20281** | $**99472105** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |
| Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. |  |
| **<u>Description</u>** |  |  |  | **Common Stocks** |
| Balance as of April 1, 2025 |  |  |  | $5013 |
| &nbsp;&nbsp;&nbsp;&nbsp; Purchases |  |  |  | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Sales proceeds and paydowns |  |  |  | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Accreted discounts, net |  |  |  | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate Actions |  |  |  | 5553 |
| &nbsp;&nbsp;&nbsp;&nbsp; Realized gain (loss) |  |  |  | (31551) |
| Change in unrealized appreciation (depreciation) | Change in unrealized appreciation (depreciation) |  |  | 41267 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfers into/(out of) Level 3 |  |  |  | - |
| **Balance as of December 31, 2025** |  |  |  | $**20282** |
| Change in unrealized appreciation (depreciation) during the | Change in unrealized appreciation (depreciation) during the |  |  |  |
| period for Level 3 investments held at December 31, 2025. | period for Level 3 investments held at December 31, 2025. |  |  | $**10244** |
| Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. | Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. | Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. | Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. | Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. |
| **GuideMark World ex-US Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Common Stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Australia | $- | $5850597 | $- | $5850597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Austria | - | 836008 | - | 836008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Belgium | - | 1965108 | - | 1965108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canada | 22133922 | - | - | 22133922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denmark | - | 3416932 | - | 3416932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Finland | - | 1913802 | - | 1913802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;France | - | 11800355 | - | 11800355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Germany | - | 17338024 | - | 17338024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | 76193 | 5441730 | - | 5517923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ireland | - | 852501 | - | 852501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Israel | 994472 | 3678051 | - | 4672523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Italy | - | 9412585 | - | 9412585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Japan | 1353472 | 28667469 | - | 30020941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico | - | 1755743 | - | 1755743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Netherlands | 120870 | 5979345 | - | 6100215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Norway | - | 2471006 | - | 2471006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Poland | - | 405503 | - | 405503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Portugal | - | 948681 | - | 948681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Singapore | 290604 | 1492173 | - | 1782777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spain | - | 9043569 | - | 9043569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sweden | 586517 | 4270496 | - | 4857013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Switzerland | - | 14008119 | - | 14008119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | - | 18644830 | - | 18644830 |
| **Total Common Stocks** | **25556050** | **150192627** | **-** | **175748677** |
| **Investment Companies** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States | 2435988 | - | - | 2435988 |
| **Total Investment Companies** | **2435988** | **-** | **-** | **2435988** |
| **Real Estate Investment Trusts** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;France | - | 200529 | - | 200529 |
| **Total Real Esate Investment Truts** | **-** | **200529** | **-** | **200529** |
| **Warrants** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canada | - | - | 0 | 0 |
| **Total Warrants** | **-** | **-** | **0** | **0** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **1767516** |
| **Money Market Funds** | **888631** | **-** | **-** | **888631** |
| **Total Investments in Securities** | $**28880669** | $**150393156** | $**0** | $**181041341** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |
| Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. | Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. |
| **Description** |  |  |  | **Warrants** |
| Balance as of April 1, 2025 |  |  |  | $0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Purchases |  |  |  | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Sales proceeds and paydowns |  |  |  | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Accreted discounts, net |  |  |  | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate Actions |  |  |  | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Realized gain (loss) |  |  |  | - |
| Change in unrealized appreciation (depreciation) | Change in unrealized appreciation (depreciation) |  |  | - |
| &nbsp;&nbsp;&nbsp;&nbsp; Transfers into/(out of) Level 3 |  |  |  | - |
| **Balance as of December 31, 2025** |  |  |  | $**0** |
| Change in unrealized appreciation (depreciation) during the | Change in unrealized appreciation (depreciation) during the |  |  |  |
| period for Level 3 investments held at December 31, 2025. | period for Level 3 investments held at December 31, 2025. |  |  | $**-** |
| Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. | Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. | Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. | Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. | Fair valuation inputs are presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period, in relation to net assets. |
| **GuideMark Core Fixed Income Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Fixed Income** |  |  |  |  |
| U.S. Treasury Securities | $- | $61718704 | $- | $61718704 |
| Mortgage Backed Securities | - | 47022763 | - | 47022763 |
| Corporate Obligations | - | 41729266 | - | 41729266 |
| Collateralized Mortgage Obligations | - | 20276658 | - | 20276658 |
| Asset Backed Securities | - | 11535923 | - | 11535923 |
| Foreign Government Debt Obligations | - | 2532459 | - | 2532459 |
| Municipal Bonds | - | 1469021 | - | 1469021 |
| **Total Fixed Income** | **-** | **186284794** | **-** | **186284794** |
| **Money Market Funds** | **842794** | **-** | **-** | **842794** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **542005** |
| **Total Investments in Securities** | $**842794** | $**186284794** | $**-** | $**187669593** |
| **Other Financial Instruments\*\*** |  |  |  |  |
| **Futures** | $**53239** | $**-** | $**-** | $**53239** |
| **Swaps** | **-** | **448922** | **-** | **448922** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. |
| \*\*Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and swaps. Futures and swaps are reflected as the unrealized appreciation (depreciation) on the instrument. | \*\*Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and swaps. Futures and swaps are reflected as the unrealized appreciation (depreciation) on the instrument. | \*\*Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and swaps. Futures and swaps are reflected as the unrealized appreciation (depreciation) on the instrument. | \*\*Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and swaps. Futures and swaps are reflected as the unrealized appreciation (depreciation) on the instrument. | \*\*Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and swaps. Futures and swaps are reflected as the unrealized appreciation (depreciation) on the instrument. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |
| **GuidePath Growth Allocation Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Investment Companies** | $**1477950538** | $**-** | $**-** | $**1477950538** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **91980970** |
| **Money Market Funds** | **15326870** | **-** | **-** | **15326870** |
| **Total Investments in Securities** | $**1493277408** | $**-** | $**-** | $**1585258378** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |
| **GuidePath Conservative Allocation Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Investment Companies** | $**574130783** | $**-** | $**-** | $**574130783** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **85752639** |
| **Money Market Funds** | **5917227** | **-** | **-** | **5917227** |
| **Total Investments in Securities** | $**580048010** | $**-** | $**-** | $**665800649** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |
| **GuidePath Tactical Allocation Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Common Stocks** | $**530230871** | $**-** | $**-** | $**530230871** |
| **Investment Companies** | **202713363** | **-** | **-** | **202713363** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **39538282** |
| **Money Market Funds** | **15166182** | **-** | **-** | **15166182** |
| **Total Investments in Securities** | $**748110416** | $**-** | $**-** | $**787648698** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |
| **GuidePath Absolute Return Allocation Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Investment Companies** | $**283812375** | $**-** | $**-** | $**283812375** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **19419618** |
| **Money Market Funds** | **7448148** | **-** | **-** | **7448148** |
| **Total Investments in Securities** | $**291260523** | $**-** | $**-** | $**310680141** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |
| **GuidePath Multi-Asset Income Allocation Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Investment Companies** | $**108283720** | $**-** | $**-** | $**108283720** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **18951260** |
| **Money Market Funds** | **1786054** | **-** | **-** | **1786054** |
| **Total Investments in Securities** | $**110069774** | $**-** | $**-** | $**129021034** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |
| **GuidePath Flexible Income Allocation Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Investment Companies** | $**368005234** | $**-** | $**-** | $**368005234** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **34382140** |
| **Money Market Funds** | **9601731** | **-** | **-** | **9601731** |
| **Total Investments in Securities** | $**377606965** | $**-** | $**-** | $**411989105** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |
| **GuidePath Managed Futures Strategy Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Certificates of Deposit** | $**-** | $**17007048** | $**-** | $**17007048** |
| **Money Market Funds** | **7038565** | **-** | **-** | **7038565** |
| **U.S. Treasury Bills** | **-** | **24943299** | **-** | **24943299** |
| **Total Investments in Securities** | $**7038565** | $**41950347** | $**-** | $**48988912** |
| **Other Financial Instruments\*** |  |  |  |  |
| **Futures** | $**1294409** | $**-** | $**-** | $**1294409** |
| **Forward Currency Contracts** | $**-** | $**90998** | $**-** | $**90998** |
| \*Other financial instruments are derivative instruments not reflected in the Consolidated Schedule of Investments, such as futures and forward currency contracts. Futures and forward currency contracts are reflected as the unrealized appreciation (depreciation) on the instrument. | \*Other financial instruments are derivative instruments not reflected in the Consolidated Schedule of Investments, such as futures and forward currency contracts. Futures and forward currency contracts are reflected as the unrealized appreciation (depreciation) on the instrument. | \*Other financial instruments are derivative instruments not reflected in the Consolidated Schedule of Investments, such as futures and forward currency contracts. Futures and forward currency contracts are reflected as the unrealized appreciation (depreciation) on the instrument. | \*Other financial instruments are derivative instruments not reflected in the Consolidated Schedule of Investments, such as futures and forward currency contracts. Futures and forward currency contracts are reflected as the unrealized appreciation (depreciation) on the instrument. | \*Other financial instruments are derivative instruments not reflected in the Consolidated Schedule of Investments, such as futures and forward currency contracts. Futures and forward currency contracts are reflected as the unrealized appreciation (depreciation) on the instrument. |
| For further information regarding security characteristics, see the Consolidated Schedule of Investments. | For further information regarding security characteristics, see the Consolidated Schedule of Investments. | For further information regarding security characteristics, see the Consolidated Schedule of Investments. |  |  |
| **GuidePath Conservative Income Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Investment Companies** | $**8858328** | $**-** | $**-** | $**8858328** |
| **U.S. Treasury Securities** | **-** | **2463732** | **-** | **2463732** |
| **Money Market Funds** | **9046669** | **-** | **-** | **9046669** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **1316703** |
| **Total Investments in Securities** | $**17904997** | $**2463732** | $**-** | $**21685432** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |
| **GuidePath Income Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Investment Companies** | $**91885686** | $**-** | $**-** | $**91885686** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **27040423** |
| **Money Market Funds** | **2901558** | **-** | **-** | **2901558** |
| **Total Investments in Securities** | $**94787244** | $**-** | $**-** | $**121827667** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |
| **GuidePath Growth & Income Fund** |  |  |  |  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Common Stocks** | $**61479148** | $**-** | $**-** | $**61479148** |
| **Investment Companies** | **60162809** | **-** | **-** | **60162809** |
| **Investments Purchased with Proceeds from Securities Lending Collateral\*** | **-** | **-** | **-** | **30544128** |
| **Money Market Funds** | **2488151** | **-** | **-** | **2488151** |
| **Total Investments in Securities** | $**124130108** | $**-** | $**-** | $**154674236** |
| \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. | \* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Statements of Assets and Liabilities. |
| For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. | For further information regarding security characteristics, see the Schedule of Investments. |  |  |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 8. Transactions with Affiliates |  |  |  |  |
| The GuidePath<sup>®</sup> Absolute Return Allocation Fund owned 5% or more of the voting securities of the following company during the period ended December 31, 2025. As a result, this company is deemed to be an affiliated company. The below table represents fair value: | The GuidePath<sup>®</sup> Absolute Return Allocation Fund owned 5% or more of the voting securities of the following company during the period ended December 31, 2025. As a result, this company is deemed to be an affiliated company. The below table represents fair value: | The GuidePath<sup>®</sup> Absolute Return Allocation Fund owned 5% or more of the voting securities of the following company during the period ended December 31, 2025. As a result, this company is deemed to be an affiliated company. The below table represents fair value: | The GuidePath<sup>®</sup> Absolute Return Allocation Fund owned 5% or more of the voting securities of the following company during the period ended December 31, 2025. As a result, this company is deemed to be an affiliated company. The below table represents fair value: | The GuidePath<sup>®</sup> Absolute Return Allocation Fund owned 5% or more of the voting securities of the following company during the period ended December 31, 2025. As a result, this company is deemed to be an affiliated company. The below table represents fair value: |
| **Issuer** | **Value as of April 1, 2025** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
| AltShares Merger Arbitrage ETF | $- | $7618829 | $472610 | $(1986) |
| First Trust Alternative Absolute Return Strategy ETF | $- | $31100749 | $20791335 | $(145025) |
|  | $- | $38719578 | $21263945 | $(147011) |
| **Issuer** | **Change in Unrealized Appreciation (Depreciation)** | **Dividend Income** | **Fair Value as of**<br> **December 31, 2025** | **Share Balance as of**<br> **December 31, 2025** |
| AltShares Merger Arbitrage ETF | $(8856) | $31541 | $7135377 | 245455 |
| First Trust Alternative Absolute Return Strategy ETF | $(958845) | $827209 | $9205544 | 339688 |
|  | $(967701) | $858750 | $16340921 | 585143 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Concord

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94520

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $189548010.56

**Total Liabilities:** $18320892.98

**Net Assets:** $171227117.58

**Delayed Delivery Securities:** $17068520.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3619.550000000000 | **1-Year:** 7194.600000000000 | **5-Year:** 18169.990000000000 | **10-Year:** 35117.670000000000 | **30-Year:** 43428.590000000000

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

- **3-Month:** -2113.920000000000 | **1-Year:** 561.170000000000 | **5-Year:** 358.490000000000 | **10-Year:** 821.240000000000 | **30-Year:** 43.040000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017037 | 0.54%                | 0.60%                | -0.20%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $80923.20                | $360728.14                                 |
| Month 2  | $28731.71                | $546698.46                                 |
| Month 3  | $-105418.66              | $-923127.98                                |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                      | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| GOVT OF BERMUDA                           | Bermuda Government International Bond                                           | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $202700.00    | 0.12%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $274038.86    | 0.16%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $53737.20     | 0.03%             | 2047-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $47110.36     | 0.03%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2022-1 Mortgage Loan Trust                                                 | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310561 | PA      | $281894.20    | 0.16%             | 2066-12-27      | Variable      | 2.28%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae                                                                      | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | DBT              | USGA              | US        |   2250000 | PA      | $2126419.94   | 1.24%             | 2042-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae                                                                      | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2300000 | PA      | $2296824.80   | 1.34%             | 2041-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E2H24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4219 | PA      | $4136.83      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E2LL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28304 | PA      | $27747.74     | 0.02%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E4FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4846 | PA      | $4748.62      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E4S93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11120 | PA      | $10899.15     | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WJ5H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134064 | PA      | $126907.42    | 0.07%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WK2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102967 | PA      | $100101.28    | 0.06%             | 2037-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WQAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323034 | PA      | $299506.15    | 0.17%             | 2043-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WTRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200133 | PA      | $185452.18    | 0.11%             | 2043-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138X0YX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124969 | PA      | $119316.16    | 0.07%             | 2043-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16893 | PA      | $16324.25     | 0.01%             | 2047-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49424 | PA      | $46161.61     | 0.03%             | 2047-08-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91642 | PA      | $85224.18     | 0.05%             | 2047-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179TJY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64712 | PA      | $62364.28     | 0.04%             | 2047-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73198 | PA      | $72922.87     | 0.04%             | 2047-10-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1089674 | PA      | $904975.80    | 0.53%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1935583 | PA      | $1746289.07   | 1.02%             | 2051-10-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    983355 | PA      | $902933.89    | 0.53%             | 2052-08-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179YMK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1195674 | PA      | $1214012.58   | 0.71%             | 2053-12-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae I Pool                                                               | CUSIP: 3620A9P96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    198259 | PA      | $204204.61    | 0.12%             | 2039-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae I Pool                                                               | CUSIP: 3620AQNB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8850 | PA      | $9096.31      | 0.01%             | 2039-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae I Pool                                                               | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76497 | PA      | $71621.22     | 0.04%             | 2041-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GE HEALTHCARE TECH INC                    | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107909.79    | 0.06%             | 2032-11-22      | Fixed         | 5.91%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae I Pool                                                               | CUSIP: 36290QSZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3849 | PA      | $3950.65      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                          | Georgia Power Co                                                                | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47661.14     | 0.03%             | 2040-09-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                          | Georgia Power Co                                                                | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66169.55     | 0.04%             | 2030-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                          | Georgia Power Co                                                                | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77155.69     | 0.05%             | 2035-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                          | Georgia Power Co                                                                | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115710.93    | 0.07%             | 2028-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                      | Glencore Funding LLC                                                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75462.40     | 0.04%             | 2030-10-06      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                      | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49801.17     | 0.03%             | 2033-10-06      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                      | Glencore Funding LLC                                                            | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232449.32    | 0.14%             | 2029-04-04      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                      | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26207.04     | 0.02%             | 2034-04-04      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139557.03    | 0.08%             | 2031-04-23      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association                                        | CUSIP: 38378JNS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11191 | PA      | $11020.46     | 0.01%             | 2042-01-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2025-NQM7                                   | CUSIP: 64831YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $361416.17    | 0.21%             | 2065-10-26      | Variable      | 5.26%                 | No            | 2                  | On Loan: No      |
| NEW YORK TRANSPRTN DEV CORP LE            | New York Transportation Development Corp                                        | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $187777.06    | 0.11%             | 2035-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    285000 | PA      | $262457.54    | 0.15%             | 2030-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                              | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    154000 | PA      | $149845.66    | 0.09%             | 2030-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES PARTNERS                  | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $143389.62    | 0.08%             | 2032-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                      | Targa Resources Corp                                                            | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135553.87    | 0.08%             | 2036-07-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| TEXAS Commercial Mortgage Trus            | TEXAS Commercial Mortgage Trust 2025-TWR                                        | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $325797.19    | 0.19%             | 2042-04-15      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| Texas Debt Capital CLO, Ltd               | Texas Debt Capital CLO 2023-I Ltd                                               | CUSIP: 88238CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249992.25    | 0.15%             | 2038-07-20      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZTN             | Texas Natural Gas Securitization Finance Corp                                   | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |         0 | PA      | $0.01         | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| GOVT OF BERMUDA                           | Bermuda Government International Bond                                           | CUSIP: ZO0407445<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $182200.00    | 0.11%             | 2030-08-20      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Sabey Data Center Issuer LLC              | Sabey Data Center Issuer LLC                                                    | CUSIP: 78520EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50662.85     | 0.03%             | 2049-04-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2018-3                                                | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41890 | PA      | $41351.12     | 0.02%             | 2058-05-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2019-1                                                | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132044 | PA      | $129177.51    | 0.08%             | 2058-03-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2020-4                                                | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94775 | PA      | $87053.33     | 0.05%             | 2060-10-25      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2021-R1                                               | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    376808 | PA      | $338223.81    | 0.20%             | 2060-11-30      | Variable      | 2.92%                 | No            | 2                  | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                  | Trans-Allegheny Interstate Line Co                                              | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30872.11     | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                         | Travelers Cos Inc/The                                                           | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137544.26    | 0.08%             | 2035-07-24      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Tricon Residential                        | Tricon Residential 2022-SFR1 Trust                                              | CUSIP: 89616QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    502635 | PA      | $499924.89    | 0.29%             | 2039-04-17      | Fixed         | 3.86%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                     | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263781.52    | 0.15%             | 2035-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $397800.00    | 0.23%             | 2033-03-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1368931 | PA      | $1069122.48   | 0.62%             | 2042-02-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2820000 | PA      | $2290368.75   | 1.34%             | 2043-02-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     84973 | PA      | $63450.18     | 0.04%             | 2043-02-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590000 | PA      | $511387.11    | 0.30%             | 2043-08-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    795000 | PA      | $699568.95    | 0.41%             | 2043-11-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    845239 | PA      | $709947.94    | 0.41%             | 2044-02-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2220000 | PA      | $1764726.57   | 1.03%             | 2044-08-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    670619 | PA      | $490638.08    | 0.29%             | 2045-02-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    254223 | PA      | $192314.49    | 0.11%             | 2046-02-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    449597 | PA      | $259857.83    | 0.15%             | 2050-02-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1064546 | PA      | $1060516.22   | 0.62%             | 2034-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8372.77      | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37556.59     | 0.02%             | 2040-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26090.47     | 0.02%             | 2062-05-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                    | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182982.17    | 0.11%             | 2075-11-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                       | American Express Co                                                             | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134155.60    | 0.08%             | 2031-01-30      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                       | American Express Co                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216643.42    | 0.13%             | 2031-04-25      | Variable      | 5.02%                 | No            | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL INC                  | Ameriprise Financial Inc                                                        | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153588.78    | 0.09%             | 2035-04-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| GLS Auto Receivables Trust                | GLS Auto Receivables Issuer Trust 2024-4                                        | CUSIP: 36270YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140933.84    | 0.08%             | 2029-04-16      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123069.64    | 0.07%             | 2030-07-23      | Variable      | 5.05%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147112.92    | 0.09%             | 2030-10-23      | Variable      | 4.69%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82733.22     | 0.05%             | 2031-01-28      | Variable      | 5.21%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                 | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96065.97     | 0.06%             | 2033-09-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                 | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15787.30     | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                 | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115774.74    | 0.07%             | 2031-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                 | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228554.27    | 0.13%             | 2034-11-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                              | Tapestry Inc                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46120.17     | 0.03%             | 2035-03-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                      | Targa Resources Corp                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49207.88     | 0.03%             | 2034-03-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                      | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174643.21    | 0.10%             | 2035-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                      | Targa Resources Corp                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66976.95     | 0.04%             | 2036-02-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| RIO TINTO ALCAN INC                       | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $142625.69    | 0.08%             | 2033-12-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9341.17      | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125763.55    | 0.07%             | 2064-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219437.55    | 0.13%             | 2045-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215724.34    | 0.13%             | 2065-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38497.87     | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| MFRA Trust                                | MFA 2020-NQM3 Trust                                                             | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10048 | PA      | $9617.17      | 0.01%             | 2065-01-26      | Variable      | 1.01%                 | No            | 2                  | On Loan: No      |
| MFRA Trust                                | MFA 2021-NQM1 Trust                                                             | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41849 | PA      | $39675.28     | 0.02%             | 2065-04-25      | Variable      | 1.15%                 | No            | 2                  | On Loan: No      |
| MFRA Trust                                | MFA 2021-NQM2 Trust                                                             | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67691 | PA      | $60199.24     | 0.04%             | 2064-11-25      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortga            | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $259427.96    | 0.15%             | 2037-02-19      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374248.61    | 0.22%             | 2045-05-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                        | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60604.48     | 0.04%             | 2065-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                           | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    125000 | PA      | $92401.39     | 0.05%             | 2049-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                           | McDonald's Corp                                                                 | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141462.19    | 0.08%             | 2036-02-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE             | Metropolitan Transportation Authority                                           | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     20000 | PA      | $18489.45     | 0.01%             | 2049-11-15      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE             | Metropolitan Transportation Authority                                           | CUSIP: 59261AG43<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60734.93     | 0.04%             | 2050-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                     | Micron Technology Inc                                                           | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121153.05    | 0.07%             | 2032-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Mill City Mortgage Trust                  | Mill City Mortgage Loan Trust 2018-1                                            | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6784 | PA      | $6753.24      | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Mill City Mortgage Trust                  | Mill City Mortgage Loan Trust 2019-GS1                                          | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72737 | PA      | $71580.69     | 0.04%             | 2059-07-25      | Variable      | 2.75%                 | No            | 2                  | On Loan: No      |
| MONONGAHELA POWER CO                      | Monongahela Power Co                                                            | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10592.85     | 0.01%             | 2034-02-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    195000 | PA      | $203356.20    | 0.12%             | 2030-04-18      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50648.33     | 0.03%             | 2030-10-18      | Variable      | 4.65%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51628.44     | 0.03%             | 2031-01-15      | Variable      | 5.23%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $174092.92    | 0.10%             | 2049-05-15      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                   | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57696.40     | 0.03%             | 2032-06-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                   | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40389.22     | 0.02%             | 2034-08-19      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29132.69     | 0.02%             | 2061-03-25      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19315.76     | 0.01%             | 2033-02-06      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     71000 | PA      | $59156.52     | 0.03%             | 2053-02-06      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93024.24     | 0.05%             | 2034-09-27      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     79000 | PA      | $64177.44     | 0.04%             | 2054-09-27      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52109.71     | 0.03%             | 2064-09-27      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70860.36     | 0.04%             | 2055-08-03      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    275000 | PA      | $266886.59    | 0.16%             | 2032-09-26      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15090.90     | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29780.05     | 0.02%             | 2044-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     43000 | PA      | $34374.38     | 0.02%             | 2045-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    255000 | PA      | $230101.29    | 0.13%             | 2031-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38081.44     | 0.02%             | 2040-08-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    151000 | PA      | $161908.87    | 0.09%             | 2053-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    143000 | PA      | $152065.40    | 0.09%             | 2033-01-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89080.58     | 0.05%             | 2029-01-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    177000 | PA      | $197717.34    | 0.12%             | 2034-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208162.22    | 0.12%             | 2034-05-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     86000 | PA      | $83133.73     | 0.05%             | 2054-10-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45336.77     | 0.03%             | 2032-10-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59226.19     | 0.03%             | 2055-10-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                | PacifiCorp                                                                      | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35631.34     | 0.02%             | 2037-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                | PacifiCorp                                                                      | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9431.55      | 0.01%             | 2037-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                | PacifiCorp                                                                      | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57338.49     | 0.03%             | 2053-12-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                | PacifiCorp                                                                      | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94253.01     | 0.06%             | 2054-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                | PacifiCorp                                                                      | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9367.25      | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                        | Panama Government International Bond                                            | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $165720.00    | 0.10%             | 2032-09-29      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-RPL6 Trust                                                            | CUSIP: 74143YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    514868 | PA      | $497734.48    | 0.29%             | 2069-09-25      | Variable      | 3.85%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2022-SFR5 Trust                                            | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93639 | PA      | $93627.51     | 0.05%             | 2039-06-17      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2022-SFR7 Trust                                            | CUSIP: 74333CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141563 | PA      | $141928.66    | 0.08%             | 2039-10-27      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PROLOGIS TARGETED US                      | Prologis Targeted US Logistics Fund LP                                          | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54669.17     | 0.03%             | 2031-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| PROLOGIS TARGETED US                      | Prologis Targeted US Logistics Fund LP                                          | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162014.00    | 0.09%             | 2036-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                   | Public Service Co of Oklahoma                                                   | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192961.82    | 0.11%             | 2035-01-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| PUGET ENERGY INC                          | Puget Energy Inc                                                                | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48129.49     | 0.03%             | 2032-03-15      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| PUGET ENERGY INC                          | Puget Energy Inc                                                                | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330004.20    | 0.19%             | 2035-03-15      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| QUALCOMM INC                              | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36752.19     | 0.02%             | 2045-05-20      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| QUALCOMM INC                              | QUALCOMM Inc                                                                    | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86977.80     | 0.05%             | 2032-05-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Rad CLO 12 Ltd                            | Rad CLO 12 Ltd                                                                  | CUSIP: 75009PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    315000 | PA      | $315481.01    | 0.18%             | 2040-07-30      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                        | Realty Income Corp                                                              | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101957.67    | 0.06%             | 2035-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                        | Realty Income Corp                                                              | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227976.19    | 0.13%             | 2033-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC SERVICES INC                     | Republic Services Inc                                                           | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135003.33    | 0.08%             | 2034-11-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Retained Vantage Data Centers             | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $314967.87    | 0.18%             | 2048-09-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Retained Vantage Data Centers             | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $173850.37    | 0.10%             | 2049-09-15      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FIN USA PLC                     | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20689.04     | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FIN USA PLC                     | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $67434.16     | 0.04%             | 2065-03-14      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| RIVERSIDE CNTY CA PENSN OBLG              | County of Riverside CA                                                          | CUSIP: 76913CBB4<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |    345000 | PA      | $341467.34    | 0.20%             | 2027-02-15      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| RIVERSIDE CNTY CA PENSN OBLG              | County of Riverside CA                                                          | CUSIP: 76913CBC2<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |    345000 | PA      | $338861.59    | 0.20%             | 2028-02-15      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                   | Romanian Government International Bond                                          | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    162000 | PA      | $167440.48    | 0.10%             | 2029-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                   | Romanian Government International Bond                                          | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     56000 | PA      | $62200.36     | 0.04%             | 2037-02-10      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| VFI ABS LLC                               | VFI ABS 2025-1 LLC                                                              | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84990 | PA      | $85428.04     | 0.05%             | 2030-06-24      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                   | Romanian Government International Bond                                          | CUSIP: BT6265537<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    340000 | PA      | $311903.20    | 0.18%             | 2032-03-27      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40530.31     | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25764.76     | 0.02%             | 2063-02-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FIN USA LTD                  | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     95000 | PA      | $97122.33     | 0.06%             | 2033-02-28      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FIN USA LTD                  | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $15629.13     | 0.01%             | 2033-09-08      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FIN USA LTD                  | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $31182.78     | 0.02%             | 2032-02-21      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| BINOM Securitization Trust                | BINOM Securitization Trust 2021-INV1                                            | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75244 | PA      | $69394.75     | 0.04%             | 2056-06-25      | Variable      | 2.03%                 | No            | 2                  | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2024-C9 Mortgage Trust                                                      | CUSIP: 05593MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1071041 | PA      | $66434.51     | 0.04%             | 2057-07-15      | Variable      | 0.86%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2020-B18 Mortgage Trust                                               | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318705 | PA      | $15684.59     | 0.01%             | 2053-07-15      | Variable      | 1.73%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2020-B22 Mortgage Trust                                               | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    738487 | PA      | $44183.84     | 0.03%             | 2054-01-15      | Variable      | 1.49%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2023-B40 Mortgage Trust                                               | CUSIP: 08163WAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    966310 | PA      | $51668.12     | 0.03%             | 2056-12-15      | Variable      | 1.17%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Lt            | Benefit Street Partners CLO XXXI Ltd                                            | CUSIP: 08183DAS2<br>LEI: 254900SVG14IYL7QTZ56 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250457.75    | 0.15%             | 2038-04-25      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2023-B39 Mortgage Trust                                               | CUSIP: 081925AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1824691 | PA      | $63673.50     | 0.04%             | 2056-07-15      | Variable      | 0.57%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE SECURED LEND                   | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247246.97    | 0.14%             | 2031-01-31      | Fixed         | 5.12%                 | No            | 2                  | On Loan: —       |
| Centragas                                 | CENT 2025-CITY                                                                  | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $183245.22    | 0.11%             | 2040-07-10      | Variable      | 4.92%                 | No            | 2                  | On Loan: No      |
| CSX CORP                                  | CSX Corp                                                                        | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316291.54    | 0.18%             | 2035-06-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | Csmc 2022-Nqm1 Trust                                                            | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375962 | PA      | $345649.94    | 0.20%             | 2066-11-25      | Variable      | 2.27%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2022-HC Mortgage Trust                                                     | CUSIP: 12659DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96586.27     | 0.06%             | 2039-01-10      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2021-NQM8                                                                  | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139835 | PA      | $127093.97    | 0.07%             | 2066-10-25      | Variable      | 2.84%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2021-RPL4 Trust                                                            | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76868 | PA      | $76628.47     | 0.04%             | 2060-12-27      | Variable      | 4.15%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | Csmc 2021-Nqm6 Trust                                                            | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251550 | PA      | $216637.69    | 0.13%             | 2066-07-25      | Variable      | 1.17%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62798.55     | 0.04%             | 2029-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13341.51     | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74692.37     | 0.04%             | 2031-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH INC                       | Cardinal Health Inc                                                             | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200533.10    | 0.12%             | 2029-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH INC                       | Cardinal Health Inc                                                             | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242530.09    | 0.14%             | 2030-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                              | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56153.28     | 0.03%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                              | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103302.51    | 0.06%             | 2031-08-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY INC                    | CenterPoint Energy Inc                                                          | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    121000 | PA      | $125446.90    | 0.07%             | 2029-06-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RES                    | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26773.80     | 0.02%             | 2030-10-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                  | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82814.25     | 0.05%             | 2034-01-15      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                  | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $36736.82     | 0.02%             | 2031-10-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                  | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $105201.60    | 0.06%             | 2032-11-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPCO                   | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $48272.11     | 0.03%             | 2033-11-15      | Fixed         | 6.04%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29946.96     | 0.02%             | 2036-07-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $206812.35    | 0.12%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $44167.86     | 0.03%             | 2051-11-01      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                          | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22834.77     | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                          | Crown Castle Inc                                                                | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68695.60     | 0.04%             | 2029-11-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                          | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179027.36    | 0.10%             | 2031-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                          | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22098.35     | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    360000 | PA      | $343330.40    | 0.20%             | 2028-02-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Affirm Inc                                | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125198.29    | 0.07%             | 2029-02-15      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                  | Ajax Mortgage Loan Trust 2021-C                                                 | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44878 | PA      | $44909.78     | 0.03%             | 2061-01-25      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                               | Aker BP ASA                                                                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $147131.04    | 0.09%             | 2034-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Aligned Data Centers Issuers L            | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $212120.79    | 0.12%             | 2048-08-17      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F012411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3300000 | PA      | $2988787.33   | 1.75%             | 2036-01-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1150000 | PA      | $931452.42    | 0.54%             | 2051-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2021-4                                                 | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110140 | PA      | $94022.85     | 0.05%             | 2065-01-20      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2022-2                                                 | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39774 | PA      | $38187.65     | 0.02%             | 2067-01-25      | Variable      | 3.35%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2021-5                                                 | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160717 | PA      | $140588.03    | 0.08%             | 2066-07-25      | Variable      | 0.95%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2021-8                                                 | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123081 | PA      | $111088.49    | 0.06%             | 2066-11-25      | Variable      | 1.82%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                   | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $171997.67    | 0.10%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| APPLIED MATERIALS INC                     | Applied Materials Inc                                                           | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148075.48    | 0.09%             | 2036-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| AREIT CRE Trust                           | AREIT 2025-CRE11                                                                | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $260649.66    | 0.15%             | 2043-07-25      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| ARES STRATEGIC INCOME FU                  | Ares Strategic Income Fund                                                      | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111221.04    | 0.06%             | 2030-09-09      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ARES STRATEGIC INCOME FU                  | Ares Strategic Income Fund                                                      | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186723.67    | 0.11%             | 2031-01-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE                    | Arizona Public Service Co                                                       | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110681.82    | 0.06%             | 2034-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Arroyo Mortgage Trust                     | Arroyo Mortgage Trust 2019-2                                                    | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32577 | PA      | $31870.36     | 0.02%             | 2049-04-25      | Variable      | 3.35%                 | No            | 2                  | On Loan: No      |
| Arroyo Mortgage Trust                     | Arroyo Mortgage Trust 2019-3                                                    | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32812 | PA      | $31624.62     | 0.02%             | 2048-10-25      | Variable      | 2.96%                 | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                     | Athene Global Funding                                                           | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    280000 | PA      | $248102.33    | 0.14%             | 2031-10-04      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                     | Athene Global Funding                                                           | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75189.62     | 0.04%             | 2029-10-08      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| AUTOZONE INC                              | AutoZone Inc                                                                    | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $47986.80     | 0.03%             | 2033-11-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| AUTOZONE INC                              | AutoZone Inc                                                                    | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20775.27     | 0.01%             | 2034-07-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Auxilior Term Funding LLC                 | Auxilior Term Funding 2024-1 LLC                                                | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $142627.83    | 0.08%             | 2031-07-15      | Fixed         | 5.49%                 | No            | 2                  | On Loan: No      |
| BPR Trust                                 | BPR Trust 2024-PMDW                                                             | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $200253.89    | 0.12%             | 2041-11-05      | Variable      | 5.36%                 | No            | 2                  | On Loan: No      |
| BSTN Commercial Mortgage Trust            | BSTN Commercial Mortgage Trust 2025-HUB                                         | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101276.90    | 0.06%             | 2041-04-13      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                   | BPCE SA                                                                         | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $257228.69    | 0.15%             | 2031-05-28      | Variable      | 5.39%                 | No            | 2                  | On Loan: No      |
| Boca Commercial Mortgage Trust            | BOCA Commercial Mortgage Trust 2025-BOCA                                        | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $320949.70    | 0.19%             | 2042-12-15      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                  | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67556.83     | 0.04%             | 2035-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Battalion CLO LTD                         | Battalion CLO XXV Ltd                                                           | CUSIP: 07134FAC4<br>LEI: 5493006S0D1X0TK7V334 | Long             | ABS-CBDO         | CORP              | KY        |    315000 | PA      | $315384.30    | 0.18%             | 2037-03-13      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2019-B11 Mortgage Trust                                               | CUSIP: 08162BBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2224 | PA      | $2217.09      | 0.00%             | 2052-05-15      | Fixed         | 3.41%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2019-B12 Mortgage Trust                                               | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    863548 | PA      | $21473.84     | 0.01%             | 2052-08-15      | Variable      | 1.02%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2019-B10 Mortgage Trust                                               | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1224338 | PA      | $40011.24     | 0.02%             | 2062-03-15      | Variable      | 1.22%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38820.13     | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                   | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42719.09     | 0.02%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199750.41    | 0.12%             | 2040-05-01      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200629.27    | 0.12%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| BOEING CO/THE                             | Boeing Co/The                                                                   | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $59757.73     | 0.03%             | 2031-05-01      | Fixed         | 6.39%                 | No            | 2                  | On Loan: No      |
| BOEING CO/THE                             | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22181.11     | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            | 2                  | On Loan: No      |
| BOEING CO/THE                             | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $45768.38     | 0.03%             | 2064-05-01      | Fixed         | 7.01%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trus            | BRAVO Residential Funding Trust 2021-NQM2                                       | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15654 | PA      | $15338.29     | 0.01%             | 2060-03-25      | Variable      | 0.97%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trus            | BRAVO Residential Funding Trust 2021-NQM1                                       | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36571 | PA      | $33775.63     | 0.02%             | 2049-02-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66987.73     | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                    | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45186.31     | 0.03%             | 2028-02-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92483.84     | 0.05%             | 2035-07-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                    | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210135.25    | 0.12%             | 2030-10-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BROOKLYN UNION GAS CO                     | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109319.87    | 0.06%             | 2032-08-05      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| BWAY Mortgage Trust                       | BWAY Trust 2025-1535                                                            | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $238493.07    | 0.14%             | 2042-05-05      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2024-277P Mortgage Trust                                                   | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $121318.22    | 0.07%             | 2044-08-10      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2022-HC Mortgage Trust                                                     | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94748.95     | 0.06%             | 2039-01-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2021-NQM2                                                                  | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128386 | PA      | $115663.71    | 0.07%             | 2066-02-25      | Variable      | 1.18%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2024-CBM Mortgage Trust                                                    | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $81946.00     | 0.05%             | 2041-12-10      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99449.01     | 0.06%             | 2036-01-30      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129931.30    | 0.08%             | 2031-09-11      | Variable      | 4.49%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2021-NQM5 Trust                                                            | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107301 | PA      | $91822.19     | 0.05%             | 2066-05-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Commercial Mortg            | DBJPM 20-C9 Mortgage Trust                                                      | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244409 | PA      | $10389.38     | 0.01%             | 2053-09-15      | Variable      | 1.59%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                       | DBGS 2018-C1 Mortgage Trust                                                     | CUSIP: 23307DBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10712498 | PA      | $47575.28     | 0.03%             | 2051-10-15      | Variable      | 0.18%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Commercial Mortg            | DBJPM 2016-C3 Mortgage Trust                                                    | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $471434.65    | 0.28%             | 2049-08-10      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                          | DT Midstream Inc                                                                | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $119634.08    | 0.07%             | 2034-12-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| DC Commercial Mortgage Trust              | DC Trust 2024-HLTN                                                              | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $91313.28     | 0.05%             | 2040-04-13      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| Deephaven Residential Mortgage            | Deephaven Residential Mortgage Trust 2021-2                                     | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43427 | PA      | $39037.28     | 0.02%             | 2066-04-25      | Variable      | 0.90%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy Inc                                                          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30538.10     | 0.02%             | 2053-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107725.11    | 0.06%             | 2034-04-18      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4748.92      | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33212.23     | 0.02%             | 2064-04-18      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                       | Dominion Energy Inc                                                             | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118311.38    | 0.07%             | 2030-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LL            | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72000 | PA      | $69486.72     | 0.04%             | 2049-10-25      | Fixed         | 3.67%                 | No            | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LL            | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    481388 | PA      | $458433.64    | 0.27%             | 2051-04-25      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46467.39     | 0.03%             | 2030-06-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    164000 | PA      | $149596.78    | 0.09%             | 2031-06-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26613.59     | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26132.78     | 0.02%             | 2034-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                     | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87246.01     | 0.05%             | 2040-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| EOG RESOURCES INC                         | EOG Resources Inc                                                               | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54002.45     | 0.03%             | 2054-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| EOG RESOURCES INC                         | EOG Resources Inc                                                               | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82101.05     | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EOG RESOURCES INC                         | EOG Resources Inc                                                               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72117.60     | 0.04%             | 2036-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| EOG RESOURCES INC                         | EOG Resources Inc                                                               | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10053.14     | 0.01%             | 2031-01-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136B4EJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56365 | PA      | $54763.43     | 0.03%             | 2057-11-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136B4FP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51127 | PA      | $49843.83     | 0.03%             | 2049-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136B5PK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49411 | PA      | $45392.47     | 0.03%             | 2049-08-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                            | Fannie Mae-Aces                                                                 | CUSIP: 3136B6XE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1321417 | PA      | $75842.74     | 0.04%             | 2034-06-25      | Variable      | 1.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136B8NW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136798 | PA      | $131835.82    | 0.08%             | 2058-08-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136BPRL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515000 | PA      | $516343.89    | 0.30%             | 2041-12-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138YR4S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192089 | PA      | $186449.91    | 0.11%             | 2045-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31402E2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       747 | PA      | $759.17       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31402JYY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       360 | PA      | $363.06       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31402YFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       122 | PA      | $125.20       | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31404EGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       130 | PA      | $131.65       | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31404Q2H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1020 | PA      | $1035.43      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31404SFP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        35 | PA      | $35.54        | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31404XLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1071 | PA      | $1120.01      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Stack Infrastructure Issuer LL            | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAH5<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $181439.82    | 0.11%             | 2048-07-25      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    305000 | PA      | $278957.25    | 0.16%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20450.38     | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37201.42     | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83696.81     | 0.05%             | 2035-01-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56697.86     | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                  | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336616.38    | 0.20%             | 2032-10-07      | Fixed         | 4.47%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE LLC                     | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26444.16     | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE LLC                     | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38706.13     | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL SA                  | TotalEnergies Capital SA                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    175000 | PA      | $169772.95    | 0.10%             | 2064-04-05      | Fixed         | 5.64%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL SA                  | TotalEnergies Capital SA                                                        | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     45000 | PA      | $42418.08     | 0.02%             | 2064-09-10      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2018-2                                                | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20919 | PA      | $20786.63     | 0.01%             | 2058-03-25      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2018-1                                                | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4118 | PA      | $4096.37      | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    810000 | PA      | $576270.70    | 0.34%             | 2045-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $184200.00    | 0.11%             | 2045-11-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $664628.91    | 0.39%             | 2046-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1610000 | PA      | $1064612.50   | 0.62%             | 2046-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2510000 | PA      | $1898187.50   | 1.11%             | 2047-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $751529.30    | 0.44%             | 2047-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $373789.06    | 0.22%             | 2048-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2220000 | PA      | $1693790.63   | 0.99%             | 2048-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2996000 | PA      | $1442585.71   | 0.84%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2069000 | PA      | $1023144.75   | 0.60%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $538488.28    | 0.31%             | 2050-11-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1660000 | PA      | $1195037.88   | 0.70%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2190000 | PA      | $1858249.21   | 1.09%             | 2042-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    695000 | PA      | $618142.77    | 0.36%             | 2053-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1240000 | PA      | $1222853.13   | 0.71%             | 2053-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1495000 | PA      | $1358084.87   | 0.79%             | 2054-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    625000 | PA      | $633593.75    | 0.37%             | 2045-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4935000 | PA      | $4757648.44   | 2.78%             | 2029-03-31      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1075000 | PA      | $1015203.13   | 0.59%             | 2032-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2025000 | PA      | $1971962.39   | 1.15%             | 2029-05-31      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2320000 | PA      | $2166209.38   | 1.27%             | 2032-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1245000 | PA      | $1237072.85   | 0.72%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590000 | PA      | $610396.48    | 0.36%             | 2033-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4165000 | PA      | $4201118.38   | 2.45%             | 2027-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1380000 | PA      | $1438218.75   | 0.84%             | 2031-05-31      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3990000 | PA      | $4040810.18   | 2.36%             | 2034-11-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    925000 | PA      | $933093.75    | 0.54%             | 2030-04-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    865000 | PA      | $873244.53    | 0.51%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142115.88    | 0.08%             | 2054-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68696.55     | 0.04%             | 2064-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57096.22     | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED            | Regents of the University of California Medical Center Pooled Revenue           | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37425.46     | 0.02%             | 2048-05-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| VB-S1 Issuer LLC                          | VB-S1 Issuer LLC - VBTEL                                                        | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $206756.32    | 0.12%             | 2054-05-15      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| Vericrest Opportunity Loan Tra            | VOLT C LLC                                                                      | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28480 | PA      | $28498.35     | 0.02%             | 2051-05-25      | Variable      | 5.99%                 | No            | 2                  | On Loan: No      |
| VSP OPTICAL GROUP INC                     | VSP Optical Group Inc                                                           | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25227.54     | 0.01%             | 2035-12-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| VERALTO CORP                              | Veralto Corp                                                                    | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40353.37     | 0.02%             | 2026-09-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54535.74     | 0.03%             | 2055-11-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2021-2                                               | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48892 | PA      | $44894.32     | 0.03%             | 2066-02-25      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2021-4                                               | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88606 | PA      | $75297.58     | 0.04%             | 2066-07-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC                               | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50197.09     | 0.03%             | 2050-06-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $42375.00     | 0.02%             | 2047-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8318.61      | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82095.85     | 0.05%             | 2033-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132176.91    | 0.08%             | 2034-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28392.64     | 0.02%             | 2054-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5175000 | PA      | $5251393.61   | 3.07%             | 2041-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3405000 | PA      | $3497503.06   | 2.04%             | 2041-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45760.57     | 0.03%             | 2034-08-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102100.12    | 0.06%             | 2035-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                    | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274286.45    | 0.16%             | 2045-11-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                 | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61576.19     | 0.04%             | 2031-09-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44389.73     | 0.03%             | 2055-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269393.62    | 0.16%             | 2035-09-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20511.98     | 0.01%             | 2035-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| DB Master Finance LLC                     | DB Master Finance LLC                                                           | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    590400 | PA      | $527808.92    | 0.31%             | 2051-11-20      | Fixed         | 2.79%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185657.90    | 0.11%             | 2030-10-30      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32728.50     | 0.02%             | 2031-02-11      | Variable      | 2.57%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64264.06     | 0.04%             | 2051-04-04      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35608.63     | 0.02%             | 2033-07-25      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37003.05     | 0.02%             | 2029-10-23      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22184.71     | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                       | DBGS 2018-C1 Mortgage Trust                                                     | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $215355.98    | 0.13%             | 2051-10-15      | Fixed         | 4.47%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                               | Equinor ASA                                                                     | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     45000 | PA      | $38257.23     | 0.02%             | 2040-04-06      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77753.37     | 0.05%             | 2031-01-24      | Variable      | 5.24%                 | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                    | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112692.15    | 0.07%             | 2030-05-29      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                  | Equitable America Global Funding                                                | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274535.68    | 0.16%             | 2032-09-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                  | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87049.26     | 0.05%             | 2030-03-27      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                         | Eversource Energy                                                               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177135.01    | 0.10%             | 2033-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                         | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85581.50     | 0.05%             | 2034-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WHISTLER PIPELINE LLC                     | Whistler Pipeline LLC                                                           | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62431.77     | 0.04%             | 2031-09-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| WHISTLER PIPELINE LLC                     | Whistler Pipeline LLC                                                           | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51926.77     | 0.03%             | 2034-09-30      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Wingstop Funding LLC                      | Wingstop Funding LLC                                                            | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197000 | PA      | $191090.55    | 0.11%             | 2050-12-05      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER & LIGHT                   | Wisconsin Power and Light Co                                                    | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62083.10     | 0.04%             | 2034-03-30      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                         | Eversource Energy                                                               | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29881.37     | 0.02%             | 2030-12-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Exeter Automobile Receivables             | Exeter Automobile Receivables Trust 2025-4                                      | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90543.01     | 0.05%             | 2030-05-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| XCEL ENERGY INC                           | Xcel Energy Inc                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54811.51     | 0.03%             | 2032-06-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| XCEL ENERGY INC                           | Xcel Energy Inc                                                                 | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186878.17    | 0.11%             | 2035-04-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Zayo Issuer LLC                           | Zayo Issuer LLC                                                                 | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $229634.55    | 0.13%             | 2055-03-20      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136A36C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9805 | PA      | $9368.01      | 0.01%             | 2041-09-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136A4TG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19135 | PA      | $18134.19     | 0.01%             | 2041-12-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138ATWG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3371 | PA      | $3302.93      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AUVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5041 | PA      | $4939.03      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AVUM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3713 | PA      | $3638.22      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AWBT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4393 | PA      | $4304.79      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                           | Fannie Mae Interest Strip                                                       | CUSIP: 31395QFB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39790 | PA      | $36940.96     | 0.02%             | 2042-11-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31405EEV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14291 | PA      | $15011.99     | 0.01%             | 2031-10-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31405X2Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53827 | PA      | $55286.52     | 0.03%             | 2034-10-01      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122811 | PA      | $99819.06     | 0.06%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31410GDH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19633 | PA      | $20116.44     | 0.01%             | 2034-04-01      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31416PP27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       798 | PA      | $788.98       | 0.00%             | 2039-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31416SVH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17654 | PA      | $17461.29     | 0.01%             | 2039-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31416WU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3197 | PA      | $3140.51      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31417ANM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5296 | PA      | $5189.41      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31417C4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44163 | PA      | $42238.47     | 0.02%             | 2042-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31417CEB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12328 | PA      | $12088.26     | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418BCG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74213 | PA      | $74802.95     | 0.04%             | 2034-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418CLU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15734 | PA      | $15654.67     | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418DYD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1588878 | PA      | $1418428.81   | 0.83%             | 2051-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2030835 | PA      | $1650637.22   | 0.96%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418MUL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47318 | PA      | $47809.32     | 0.03%             | 2039-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418PC37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29132 | PA      | $29328.15     | 0.02%             | 2041-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419FNE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3108 | PA      | $3058.36      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419FWH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       580 | PA      | $569.34       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419KVH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6438 | PA      | $6314.20      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                          | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49838.92     | 0.03%             | 2027-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-HQA3                                         | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $182115.99    | 0.11%             | 2042-08-25      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA7                                         | CUSIP: 35564KL49<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $341085.98    | 0.20%             | 2052-03-25      | Floating      | 8.87%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA4                                         | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $247780.13    | 0.14%             | 2042-05-25      | Floating      | 7.22%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     85000 | PA      | $88876.85     | 0.05%             | 2033-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44609.17     | 0.03%             | 2029-01-23      | Variable      | 3.51%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52226.07     | 0.03%             | 2030-10-15      | Variable      | 2.74%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144612.74    | 0.08%             | 2032-11-08      | Variable      | 2.54%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184961.46    | 0.11%             | 2030-07-22      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45453.39     | 0.03%             | 2028-10-22      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30372.52     | 0.02%             | 2035-10-22      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62078.14     | 0.04%             | 2031-01-24      | Variable      | 5.14%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242942.07    | 0.14%             | 2031-04-22      | Variable      | 5.10%                 | No            | 2                  | On Loan: —       |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98505.41     | 0.06%             | 2036-07-23      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184700.14    | 0.11%             | 2031-10-22      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mor            | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                   | CUSIP: 46652BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $81450.00     | 0.05%             | 2037-01-16      | Fixed         | 2.81%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     90000 | PA      | $99488.27     | 0.06%             | 2034-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     55000 | PA      | $61638.61     | 0.04%             | 2053-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                   | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35488.34     | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| JPMorgan US Government Money M            | JPMorgan US Government Money Market Fund                                        | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |    842794 | NS      | $842793.87    | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| KENVUE INC                                | Kenvue Inc                                                                      | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73243.73     | 0.04%             | 2053-03-22      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| KENVUE INC                                | Kenvue Inc                                                                      | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158936.80    | 0.09%             | 2032-05-22      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11416.17     | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    182000 | PA      | $162777.93    | 0.10%             | 2031-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64354.75     | 0.04%             | 2029-04-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86841.64     | 0.05%             | 2032-04-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64859.32     | 0.04%             | 2031-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97122.48     | 0.06%             | 2034-03-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115734.62    | 0.07%             | 2030-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30134.86     | 0.02%             | 2035-05-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| LABORATORY CORP OF AMER                   | Laboratory Corp of America Holdings                                             | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115060.25    | 0.07%             | 2032-04-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                   | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163598.74    | 0.10%             | 2034-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                   | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217824.17    | 0.13%             | 2031-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                        | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40567.67     | 0.02%             | 2028-03-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    375000 | PA      | $387216.47    | 0.23%             | 2032-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92726.62     | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mor            | Morgan Stanley Residential Mortgage Loan Trust 2025-SPL1                        | CUSIP: 617946AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333792 | PA      | $326720.35    | 0.19%             | 2065-02-25      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2019-NQM4                                   | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12780 | PA      | $12350.20     | 0.01%             | 2059-09-25      | Variable      | 2.49%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2018-4                                      | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39420 | PA      | $38771.91     | 0.02%             | 2048-01-25      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2017-5                                      | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11934 | PA      | $12087.63     | 0.01%             | 2057-06-25      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2016-2                                      | CUSIP: 64829GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20926 | PA      | $20413.37     | 0.01%             | 2035-11-26      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2016-4                                      | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19157 | PA      | $18489.27     | 0.01%             | 2056-11-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2019-3                                      | CUSIP: 64830EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76369 | PA      | $74107.32     | 0.04%             | 2058-11-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2018-1                                      | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52358 | PA      | $51388.63     | 0.03%             | 2057-12-25      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2022-NQM1                                   | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310002 | PA      | $283361.44    | 0.17%             | 2061-04-25      | Variable      | 2.28%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2018-3                                      | CUSIP: 64830KAA5<br>LEI: 549300U48YU2VDL8N523 | Long             | ABS-MBS          | CORP              | US        |    112783 | PA      | $110644.93    | 0.06%             | 2058-05-25      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2019-5                                      | CUSIP: 64830MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54212 | PA      | $51593.05     | 0.03%             | 2059-08-25      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2021-NQM2R                                  | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28573 | PA      | $27504.80     | 0.02%             | 2058-10-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2021-NQM3                                   | CUSIP: 64831TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189155 | PA      | $171362.87    | 0.10%             | 2056-11-27      | Variable      | 1.16%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2025-NQM7                                   | CUSIP: 64831YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100269.53    | 0.06%             | 2065-10-26      | Variable      | 5.01%                 | No            | 3                  | On Loan: No      |
| Preston Ridge Partners Mortgag            | PRPM 2025-7 LLC                                                                 | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156323 | PA      | $156852.42    | 0.09%             | 2030-08-25      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | Pret 2025-NPL11 LLC                                                             | CUSIP: 69383AAA7<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |    507693 | PA      | $509024.83    | 0.30%             | 2055-10-25      | Variable      | 5.19%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-NPL8 LLC                                                              | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-MBS          | CORP              | US        |    235688 | PA      | $236635.32    | 0.14%             | 2055-08-25      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgag            | PRPM 2025-RPL3 LLC                                                              | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550194 | PA      | $533427.37    | 0.31%             | 2055-04-25      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-RPL5 Trust                                                            | CUSIP: 69393AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356448 | PA      | $351045.44    | 0.21%             | 2070-01-25      | Variable      | 4.15%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-NPL14 LLC                                                             | CUSIP: 69393CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $259999.82    | 0.15%             | 2055-12-25      | Variable      | 5.26%                 | No            | 3                  | On Loan: No      |
| Preston Ridge Partners Mortgag            | PRPM 2025-6 LLC                                                                 | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207944 | PA      | $209481.25    | 0.12%             | 2028-08-25      | Variable      | 5.77%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55273.11     | 0.03%             | 2026-05-24      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52165.55     | 0.03%             | 2028-08-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| PHILADELPHIA PA AUTH FOR INDL             | Philadelphia Authority for Industrial Development                               | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    355000 | PA      | $377566.07    | 0.22%             | 2028-10-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83017.55     | 0.05%             | 2031-02-13      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40425.07     | 0.02%             | 2027-11-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148256.64    | 0.09%             | 2031-11-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PINNACLE WEST CAPITAL                     | Pinnacle West Capital Corp                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74407.10     | 0.04%             | 2028-05-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PINNACLE WEST CAPITAL                     | Pinnacle West Capital Corp                                                      | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98025.48     | 0.06%             | 2030-05-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                  | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91298.34     | 0.05%             | 2036-01-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | Pret 2025-NPL7 LLC                                                              | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-MBS          | CORP              | US        |    253829 | PA      | $254817.85    | 0.15%             | 2055-07-25      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-NPL6 LLC                                                              | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-MBS          | CORP              | US        |    388226 | PA      | $390041.35    | 0.23%             | 2055-06-25      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-NPL9 LLC                                                              | CUSIP: 740937AA5<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-MBS          | CORP              | US        |    322342 | PA      | $323442.67    | 0.19%             | 2055-08-25      | Variable      | 5.39%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-NPL4 LLC                                                              | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-MBS          | CORP              | US        |    326028 | PA      | $327864.49    | 0.19%             | 2055-04-25      | Variable      | 6.37%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2022-SFR3 Trust                                            | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104680 | PA      | $103451.21    | 0.06%             | 2039-04-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2022-SFR4 Trust                                            | CUSIP: 74332XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294726 | PA      | $294474.30    | 0.17%             | 2041-05-17      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2021-SFR8 Trust                                            | CUSIP: 74333TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321453 | PA      | $316501.62    | 0.18%             | 2038-10-17      | Fixed         | 1.51%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    361802 | PA      | $359528.27    | 0.21%             | 2026-05-17      | Fixed         | 1.64%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgag            | PRPM 2025-3                                                                     | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90001 | PA      | $91172.67     | 0.05%             | 2030-05-25      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| SCF Equipment Trust Llc                   | SCF Equipment Leasing 2024-1 LLC                                                | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102007.81    | 0.06%             | 2032-01-20      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| SG Commercial Mortgage Securit            | SG Commercial Mortgage Securities Trust 2020-COVE                               | CUSIP: 78397FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $340201.86    | 0.20%             | 2037-03-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| SG Commercial Mortgage Securit            | SG Commercial Mortgage Securities Trust 2016-C5                                 | CUSIP: 78419CAD6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $74274.47     | 0.04%             | 2048-10-10      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| SG Capital Partners                       | SG Residential Mortgage Trust 2021-1                                            | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197131 | PA      | $164947.12    | 0.10%             | 2061-07-25      | Variable      | 1.16%                 | No            | 2                  | On Loan: No      |
| SHR Trust                                 | SHR Trust 2024-LXRY                                                             | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $451662.93    | 0.26%             | 2041-10-15      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                  | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111738.29    | 0.07%             | 2030-06-12      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| SAN DIEGO G & E                           | San Diego Gas & Electric Co                                                     | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160789.97    | 0.09%             | 2035-04-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Securitized Term Auto Receivab            | Securitized Term Auto Receivables Trust                                         | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     37345 | PA      | $37807.89     | 0.02%             | 2031-07-25      | Fixed         | 5.04%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36868.56     | 0.02%             | 2034-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19349.29     | 0.01%             | 2043-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38491.44     | 0.02%             | 2043-10-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98211.34     | 0.06%             | 2032-02-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     82000 | PA      | $74297.48     | 0.04%             | 2052-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     88000 | PA      | $82356.13     | 0.05%             | 2053-03-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62560.07     | 0.04%             | 2053-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85639.48     | 0.05%             | 2034-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116867.83    | 0.07%             | 2035-03-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24201.67     | 0.01%             | 2055-03-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30357.14     | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CALIF GAS CO                     | Southern California Gas Co                                                      | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50123.63     | 0.03%             | 2053-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CALIF GAS CO                     | Southern California Gas Co                                                      | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180382.59    | 0.11%             | 2055-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                               | Southern Co/The                                                                 | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45874.78     | 0.03%             | 2028-06-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                               | Southern Co/The                                                                 | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63320.40     | 0.04%             | 2034-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                               | Southern Co/The                                                                 | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39595.52     | 0.02%             | 2035-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                   | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141723.04    | 0.08%             | 2035-09-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| SOUTHERN POWER CO                         | Southern Power Co                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123964.41    | 0.07%             | 2035-10-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELEC POWER                   | Southwestern Electric Power Co                                                  | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46323.30     | 0.03%             | 2033-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4340000 | PA      | $4283062.32   | 2.50%             | 2026-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1410000 | PA      | $1238679.49   | 0.72%             | 2030-05-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1030000 | PA      | $898594.54    | 0.52%             | 2031-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6150000 | PA      | $5844301.77   | 3.41%             | 2029-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    179000 | PA      | $124955.07    | 0.07%             | 2043-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    135000 | PA      | $111563.54    | 0.07%             | 2043-09-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28884.32     | 0.02%             | 2031-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35074.20     | 0.02%             | 2050-05-19      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Mount Vernon Liquid Assets Portfolio, LLC | Mount Vernon Liquid Assets Portfolio, LLC                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    542005 | NS      | $542005.00    | 0.32%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                       | US 2YR NOTE (CBT) Mar26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        49 | NC      | $-6186.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                       | US LONG BOND(CBT) Mar26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -37 | NC      | $59056.63     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                       | US ULTRA BOND CBT Mar26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        15 | NC      | $-39860.09    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136A6AN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16810 | PA      | $16344.58     | 0.01%             | 2042-05-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136APKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13504 | PA      | $13312.91     | 0.01%             | 2043-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136ARQA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28392 | PA      | $26783.41     | 0.02%             | 2046-03-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136ASMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16335 | PA      | $15446.83     | 0.01%             | 2046-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136AVZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217000 | PA      | $192094.30    | 0.11%             | 2047-03-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136AWCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8903 | PA      | $8860.28      | 0.01%             | 2044-07-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136AWNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10783 | PA      | $10737.72     | 0.01%             | 2053-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136AWTK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7958 | PA      | $7836.49      | 0.00%             | 2047-05-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136AXJT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14390 | PA      | $14369.31     | 0.01%             | 2053-07-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136AYMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16991 | PA      | $16908.52     | 0.01%             | 2053-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136B1WE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44985 | PA      | $43410.18     | 0.03%             | 2048-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136B3BD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27479 | PA      | $27057.30     | 0.02%             | 2056-10-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31406UHT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1201 | PA      | $1235.18      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31406XDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1224 | PA      | $1277.59      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31407RQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       185 | PA      | $190.82       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31409A5P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1014 | PA      | $1070.36      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140F0PY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9413 | PA      | $9151.19      | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140F5QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176165 | PA      | $160782.30    | 0.09%             | 2046-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140JM2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300384 | PA      | $290463.02    | 0.17%             | 2049-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140LQSF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217631 | PA      | $176595.65    | 0.10%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140LV5R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306985 | PA      | $248908.33    | 0.15%             | 2051-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140MERA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    734810 | PA      | $595795.09    | 0.35%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140MGKF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    769224 | PA      | $623698.49    | 0.36%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140MP3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165408 | PA      | $134165.74    | 0.08%             | 2052-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140Q75U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1009038 | PA      | $950258.83    | 0.55%             | 2047-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140QSED9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1477916 | PA      | $1506128.41   | 0.88%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140QST43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1378737 | PA      | $1403995.39   | 0.82%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140XBQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1522485 | PA      | $1316884.30   | 0.77%             | 2051-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140XDRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1522530 | PA      | $1314732.02   | 0.77%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140XGFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358380 | PA      | $290579.98    | 0.17%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140XGGS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1487019 | PA      | $1281794.83   | 0.75%             | 2051-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings PLC                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205210.90    | 0.12%             | 2031-03-03      | Variable      | 5.13%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings PLC                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206296.95    | 0.12%             | 2031-05-13      | Variable      | 5.24%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings PLC                                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200835.06    | 0.12%             | 2031-11-06      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| HTL Commercial Mortgage Trust             | HTL Commercial Mortgage Trust 2024-T53                                          | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101282.02    | 0.06%             | 2039-05-10      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112690.81    | 0.07%             | 2031-01-22      | Variable      | 2.70%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $158451.92    | 0.09%             | 2032-02-13      | Variable      | 1.79%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31440.27     | 0.02%             | 2032-10-20      | Variable      | 2.51%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68932.35     | 0.04%             | 2029-11-01      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23737.81     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94707.40     | 0.06%             | 2030-07-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20371.42     | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42000.37     | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                  | Public Service Enterprise Group Inc                                             | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37818.28     | 0.02%             | 2033-10-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                  | Public Service Enterprise Group Inc                                             | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31056.67     | 0.02%             | 2034-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                  | Public Service Enterprise Group Inc                                             | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117741.75    | 0.07%             | 2030-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| RR Ltd                                    | RR 26 Ltd                                                                       | CUSIP: 74989MAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249495.75    | 0.15%             | 2038-04-15      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| RR Ltd                                    | RR 23 Ltd                                                                       | CUSIP: 75000GBK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    420000 | PA      | $419454.00    | 0.24%             | 2037-07-15      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                      | Royal Bank of Canada                                                            | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $180448.61    | 0.11%             | 2031-02-04      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                        | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $383020.10    | 0.22%             | 2035-09-25      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                            | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $203150.00    | 0.12%             | 2036-05-07      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                            | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $213900.00    | 0.12%             | 2037-05-13      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $418400.00    | 0.24%             | 2038-01-29      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2021-R2                                              | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40532 | PA      | $38267.24     | 0.02%             | 2064-02-25      | Variable      | 0.92%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2021-8                                               | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136546 | PA      | $126992.91    | 0.07%             | 2066-11-25      | Variable      | 2.82%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2021-5                                               | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294603 | PA      | $257764.57    | 0.15%             | 2066-09-25      | Variable      | 1.01%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2022-1                                               | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222048 | PA      | $209336.59    | 0.12%             | 2067-01-25      | Variable      | 2.72%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust 2024-C63                                  | CUSIP: 94990FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1354841 | PA      | $94921.27     | 0.06%             | 2057-08-15      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98168.57     | 0.06%             | 2031-04-23      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| WENDYS FUNDING LLC                        | Wendy's Funding LLC                                                             | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    156353 | PA      | $153890.99    | 0.09%             | 2048-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                    | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131892.20    | 0.08%             | 2034-03-11      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| HESS CORP                                 | Hess Corp                                                                       | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     80000 | PA      | $90599.25     | 0.05%             | 2029-10-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| HESS CORP                                 | Hess Corp                                                                       | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      8000 | PA      | $9282.32      | 0.01%             | 2033-03-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292655 | PA      | $10251.52     | 0.01%             | 2030-11-25      | Variable      | 0.87%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82000 | PA      | $81300.29     | 0.05%             | 2027-08-25      | Fixed         | 3.24%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FREK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    684304 | PA      | $25548.64     | 0.01%             | 2030-01-25      | Variable      | 1.11%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    310529 | PA      | $17866.97     | 0.01%             | 2030-04-25      | Variable      | 1.64%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1296725 | PA      | $74459.90     | 0.04%             | 2030-05-25      | Variable      | 1.56%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    919945 | PA      | $38641.08     | 0.02%             | 2030-06-25      | Variable      | 1.11%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Corp Trust 2012-BWTR                                     | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137650 | PA      | $121230.50    | 0.07%             | 2034-11-05      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust 2015-GC34                                          | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |       714 | PA      | $706.79       | 0.00%             | 2048-10-10      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust 2020-GC45                                          | CUSIP: 36258YBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1341885 | PA      | $27013.62     | 0.02%             | 2053-02-13      | Variable      | 0.61%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Corp II                                                  | CUSIP: 36269JAA6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $430278.84    | 0.25%             | 2041-03-10      | Variable      | 5.31%                 | No            | 2                  | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB            | GreatAmerica Leasing Receivables Funding LLC Series 2024-1                      | CUSIP: 39154TCL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $56152.86     | 0.03%             | 2030-12-16      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| Greensky Home Improvement Issu            | GreenSky Home Improvement Issuer Trust 2025-2                                   | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101625.54    | 0.06%             | 2060-06-25      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| HIH Trust                                 | HIH Trust 2024-61P                                                              | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108378 | PA      | $108811.93    | 0.06%             | 2041-10-15      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC               | Hertz Vehicle Financing III LLC 2025-2                                          | CUSIP: 42806MCX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $112076.69    | 0.07%             | 2031-09-25      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                          | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162740.40    | 0.10%             | 2054-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| HOWARD UNIVERSITY                         | Howard University                                                               | CUSIP: 442851AV3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90176.31     | 0.05%             | 2031-10-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| HOWARD UNIVERSITY                         | Howard University                                                               | CUSIP: 442851AY7<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59152.59     | 0.03%             | 2041-10-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155254.90    | 0.09%             | 2031-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133098.36    | 0.08%             | 2035-05-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| INT Commercial Mortgage Trust             | INT Commercial Mortgage Trust 2025-PLAZA                                        | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $160807.90    | 0.09%             | 2037-11-05      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| Imperial Fund LLC                         | Imperial Fund Mortgage Trust 2021-NQM2                                          | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97573 | PA      | $83195.16     | 0.05%             | 2056-09-25      | Variable      | 1.07%                 | No            | 2                  | On Loan: No      |
| Imperial Fund LLC                         | Imperial Fund Mortgage Trust 2022-NQM2                                          | CUSIP: 45276PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368952 | PA      | $359566.08    | 0.21%             | 2067-03-25      | Variable      | 3.64%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38060.52     | 0.02%             | 2047-05-11      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    205000 | PA      | $146975.99    | 0.09%             | 2047-12-08      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     43000 | PA      | $27547.25     | 0.02%             | 2049-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61656.42     | 0.04%             | 2050-03-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62784.73     | 0.04%             | 2032-08-05      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     95000 | PA      | $77486.36     | 0.05%             | 2062-08-05      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30662.16     | 0.02%             | 2033-02-10      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                  | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    185000 | PA      | $137850.93    | 0.08%             | 2040-09-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                  | International Business Machines Corp                                            | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179274.17    | 0.10%             | 2030-02-10      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER & LIGHT                  | Interstate Power and Light Co                                                   | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109537.39    | 0.06%             | 2035-06-29      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                  | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $111917.43    | 0.07%             | 2036-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Legacy Mortgage Asset Trust               | Legacy Mortgage Asset Trust 2021-GS3                                            | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101778 | PA      | $101860.35    | 0.06%             | 2061-07-25      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Legacy Mortgage Asset Trust               | Legacy Mortgage Asset Trust 2021-GS4                                            | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56143 | PA      | $56228.23     | 0.03%             | 2060-11-25      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| Madison Avenue Trust                      | MAD Commercial Mortgage Trust 2025-11MD                                         | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $357052.47    | 0.21%             | 2042-10-15      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20088.06     | 0.01%             | 2028-04-26      | Variable      | 4.32%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180466.35    | 0.11%             | 2029-07-24      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93452.65     | 0.05%             | 2035-01-23      | Variable      | 5.34%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187955.57    | 0.11%             | 2030-04-22      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                   | MPLX LP                                                                         | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196411.07    | 0.11%             | 2033-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                   | MPLX LP                                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50473.41     | 0.03%             | 2035-09-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| MSWF Commercial Mortgage Trust            | MSWF Commercial Mortgage Trust 2023-2                                           | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235215 | PA      | $13196.27     | 0.01%             | 2056-12-15      | Variable      | 0.91%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                | Navient Private Education Refi Loan Trust 2023-A                                | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150519 | PA      | $155022.80    | 0.09%             | 2071-10-15      | Fixed         | 5.51%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70700 | PA      | $63857.65     | 0.04%             | 2069-12-16      | Fixed         | 0.97%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                | Navient Private Education Refi Loan Trust 2021-F                                | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121011 | PA      | $108066.52    | 0.06%             | 2070-02-18      | Fixed         | 1.11%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41834.01     | 0.02%             | 2028-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227689.38    | 0.13%             | 2030-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52402.59     | 0.03%             | 2033-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37247.71     | 0.02%             | 2033-09-07      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9798.12      | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    132000 | PA      | $100950.27    | 0.06%             | 2048-03-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $49189.84     | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45468.11     | 0.03%             | 2030-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| N/A                                       | IRS PAY FIXED 1.56% 12/15/2051                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $238031.54    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                       | IRS PAY FIXED 2.88% 3/15/2053                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $69883.92     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                       | IRS PAY FIXED 2.97% 03/15/2053                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $117582.39    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                       | IRS PAY FIXED 3.59% 9/20/2053                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $17931.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    235000 | PA      | $221918.06    | 0.13%             | 2065-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                          | BAT Capital Corp                                                                | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53161.48     | 0.03%             | 2031-02-20      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                          | BAT Capital Corp                                                                | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67917.29     | 0.04%             | 2035-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2022-C15                                                   | CUSIP: 05552FBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $84102.41     | 0.05%             | 2055-04-15      | Variable      | 3.66%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    540000 | PA      | $483598.91    | 0.28%             | 2031-10-24      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92316.53     | 0.05%             | 2036-09-21      | Variable      | 2.48%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128322.25    | 0.07%             | 2035-10-25      | Variable      | 5.52%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109011.20    | 0.06%             | 2032-07-22      | Variable      | 5.06%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2019-BNK18                                                                 | CUSIP: 065402BD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960840 | PA      | $23171.43     | 0.01%             | 2062-05-15      | Variable      | 0.88%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2019-BNK20                                                                 | CUSIP: 06540AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1121017 | PA      | $28650.50     | 0.02%             | 2062-09-15      | Variable      | 0.81%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2020-BNK26                                                                 | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    934328 | PA      | $34397.39     | 0.02%             | 2063-03-15      | Variable      | 1.19%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2019-BNK24                                                                 | CUSIP: 06540VBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    969436 | PA      | $21561.23     | 0.01%             | 2062-11-15      | Variable      | 0.63%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2019-BNK22                                                                 | CUSIP: 06540XBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280807 | PA      | $25274.55     | 0.01%             | 2062-11-15      | Variable      | 0.58%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2020-BNK28                                                                 | CUSIP: 06540YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1495521 | PA      | $98621.84     | 0.06%             | 2063-03-15      | Variable      | 1.76%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2023-BNK45                                                                 | CUSIP: 06541BBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    885284 | PA      | $49999.36     | 0.03%             | 2056-02-15      | Variable      | 1.07%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2019-BNK23                                                                 | CUSIP: 06541RBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2101386 | PA      | $46960.94     | 0.03%             | 2052-12-15      | Variable      | 0.68%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2024-C24                                                   | CUSIP: 07336VAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    992113 | PA      | $91963.32     | 0.05%             | 2057-02-15      | Variable      | 1.62%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2024-C28                                                   | CUSIP: 07336WBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    996473 | PA      | $73785.83     | 0.04%             | 2057-09-15      | Variable      | 1.11%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2025-C32                                                   | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    998676 | PA      | $82178.66     | 0.05%             | 2062-02-15      | Variable      | 1.13%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY INDIANA LLC                   | Duke Energy Indiana LLC                                                         | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51455.67     | 0.03%             | 2043-07-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223670.15    | 0.13%             | 2035-09-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY OHIO INC                      | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20786.69     | 0.01%             | 2033-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY OHIO INC                      | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88317.67     | 0.05%             | 2054-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                  | Duke Energy Progress LLC                                                        | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147795.96    | 0.09%             | 2035-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                  | Duke Energy Progress LLC                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74564.41     | 0.04%             | 2055-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                      | Edison International                                                            | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25040.09     | 0.01%             | 2032-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                      | Edison International                                                            | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120421.47    | 0.07%             | 2030-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage T            | EFMT 2025-INV5                                                                  | CUSIP: 28224UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189000 | PA      | $189553.30    | 0.11%             | 2070-12-01      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                  | Element Fleet Management Corp                                                   | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $180761.85    | 0.11%             | 2030-11-24      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO 23 Ltd                        | Elmwood CLO 23 Ltd                                                              | CUSIP: 29003YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249993.25    | 0.15%             | 2036-04-16      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33624.83     | 0.02%             | 2050-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16839.09     | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121606.56    | 0.07%             | 2031-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86730.17     | 0.05%             | 2036-01-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A1AG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1076 | PA      | $1055.00      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A1AW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3472 | PA      | $3404.68      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A1U33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       610 | PA      | $599.99       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A1UZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4485 | PA      | $4397.81      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage T            | Ellington Financial Mortgage Trust 2021-2                                       | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50655 | PA      | $43255.08     | 0.03%             | 2066-06-25      | Variable      | 0.93%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage T            | Ellington Financial Mortgage Trust 2022-1                                       | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169239 | PA      | $149196.81    | 0.09%             | 2067-01-25      | Variable      | 2.21%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                            | Eli Lilly & Co                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70602.57     | 0.04%             | 2055-02-12      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                            | Eli Lilly & Co                                                                  | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294478.13    | 0.17%             | 2032-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                   | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88884 | PA      | $75516.52     | 0.04%             | 2060-07-15      | Fixed         | 1.69%                 | No            | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                   | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85819 | PA      | $72560.84     | 0.04%             | 2060-07-15      | Fixed         | 1.99%                 | No            | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                   | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93133 | PA      | $75711.42     | 0.04%             | 2061-03-15      | Fixed         | 1.53%                 | No            | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                   | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106216 | PA      | $104929.83    | 0.06%             | 2062-08-15      | Fixed         | 5.97%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                           | Cigna Group/The                                                                 | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137007.98    | 0.08%             | 2032-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2020-2R Mortgage Loan Trust                                                | CUSIP: 12656GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30853 | PA      | $29318.27     | 0.02%             | 2065-10-26      | Variable      | 1.32%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $55023.85     | 0.03%             | 2049-07-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $32869.72     | 0.02%             | 2061-12-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $20219.42     | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $47712.01     | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $47530.69     | 0.03%             | 2034-02-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $147591.26    | 0.09%             | 2034-06-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20009.83     | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                  | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220497.93    | 0.13%             | 2035-10-30      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| CHICAGO IL TRANSIT AUTH SALES             | Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                 | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     94985 | PA      | $106699.58    | 0.06%             | 2040-12-01      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158496.87    | 0.09%             | 2031-05-07      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    390000 | PA      | $391796.90    | 0.23%             | 2031-09-11      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust             | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     11791 | PA      | $11651.13     | 0.01%             | 2064-09-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                  | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22035.50     | 0.01%             | 2035-04-25      | Variable      | 6.64%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                  | Citizens Financial Group Inc                                                    | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102856.44    | 0.06%             | 2031-03-05      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| CLECO CORPORATE HOLDINGS                  | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47134.18     | 0.03%             | 2029-09-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2020-RPL1 Trust                                                            | CUSIP: 19687YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240529 | PA      | $210038.31    | 0.12%             | 2065-01-25      | Variable      | 1.39%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2021-1 Mortgage Loan Trust                                                 | CUSIP: 19688EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102205 | PA      | $89307.62     | 0.05%             | 2066-06-25      | Variable      | 0.91%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2021-3 Mortgage Loan Trust                                                 | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201127 | PA      | $173638.28    | 0.10%             | 2066-09-27      | Variable      | 0.96%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2021-4 Mortgage Loan Trust                                                 | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132746 | PA      | $114168.38    | 0.07%             | 2066-10-25      | Variable      | 1.40%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2021-HX1 Mortgage Loan Trust                                               | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281471 | PA      | $244908.79    | 0.14%             | 2066-10-25      | Variable      | 1.11%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage             | Citigroup Commercial Mortgage Trust 2016-P3                                     | CUSIP: 29429CAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296312 | PA      | $295392.54    | 0.17%             | 2049-04-15      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage             | Citigroup Commercial Mortgage Trust 2016-P4                                     | CUSIP: 29429EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $501125.03    | 0.29%             | 2049-07-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1AK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6518 | PA      | $6386.06      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1CH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2790 | PA      | $2738.94      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1HB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13293 | PA      | $13209.52     | 0.01%             | 2026-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1HT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7178 | PA      | $7033.23      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1JP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5539 | PA      | $5427.38      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1LS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8731 | PA      | $8557.94      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E22M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1282 | PA      | $1267.77      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E2FC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6264 | PA      | $6137.26      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E4TV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4551 | PA      | $4458.94      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E6A55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9211 | PA      | $9027.32      | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EG3Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11396 | PA      | $11170.58     | 0.01%             | 2041-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EGF58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17882 | PA      | $18418.72     | 0.01%             | 2041-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EGGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22136 | PA      | $22316.02     | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EGQJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3405 | PA      | $3507.55      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EHBC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23320 | PA      | $24020.67     | 0.01%             | 2041-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EKBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75013 | PA      | $77265.67     | 0.05%             | 2042-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EMY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15039 | PA      | $14862.43     | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138MRK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124885 | PA      | $112574.84    | 0.07%             | 2043-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WFCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139266 | PA      | $135105.46    | 0.08%             | 2045-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WFGF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24464 | PA      | $23276.03     | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WG6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102612 | PA      | $97202.48     | 0.06%             | 2046-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WHBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96263 | PA      | $91145.68     | 0.05%             | 2046-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WHKE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78780 | PA      | $76336.24     | 0.04%             | 2046-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NMEF Funding LLC                          | NMEF Funding 2025-B LLC                                                         | CUSIP: 62919WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141000 | PA      | $141609.04    | 0.08%             | 2033-01-18      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| NMLT Trust                                | NMLT 2021-INV1 Trust                                                            | CUSIP: 62923JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195540 | PA      | $173390.96    | 0.10%             | 2056-05-25      | Variable      | 1.19%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                              | NiSource Inc                                                                    | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20796.47     | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                              | NiSource Inc                                                                    | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189547.55    | 0.11%             | 2035-07-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                               | Aker BP ASA                                                                     | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $137387.68    | 0.08%             | 2054-10-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ALABAMA POWER CO                          | Alabama Power Co                                                                | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39329.11     | 0.02%             | 2049-10-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| ALABAMA POWER CO                          | Alabama Power Co                                                                | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25649.23     | 0.01%             | 2035-04-02      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ALABAMA POWER CO                          | Alabama Power Co                                                                | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195859.69    | 0.11%             | 2031-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| AXIS Equipment Finance Receiva            | Amur Equipment Finance Receivables XIII LLC                                     | CUSIP: 03237CAC6<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102183.28    | 0.06%             | 2031-01-21      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2020-R1                                                | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30973 | PA      | $29975.18     | 0.02%             | 2053-04-25      | Variable      | 0.99%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2020-6                                                 | CUSIP: 03465AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18811 | PA      | $17483.64     | 0.01%             | 2065-05-25      | Variable      | 1.26%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2021-1                                                 | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65530 | PA      | $57776.70     | 0.03%             | 2066-01-25      | Variable      | 0.91%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2021-2                                                 | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67821 | PA      | $59261.65     | 0.03%             | 2066-04-25      | Variable      | 0.98%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2021-3                                                 | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128217 | PA      | $111735.62    | 0.07%             | 2066-05-25      | Variable      | 1.07%                 | No            | 2                  | On Loan: No      |
| BX Trust                                  | BX Trust 2024-PAT                                                               | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85000 | PA      | $85206.30     | 0.05%             | 2041-03-15      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| BX Trust                                  | BX Trust 2025-ARIA                                                              | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $80905.22     | 0.05%             | 2042-12-13      | Variable      | 5.03%                 | No            | 2                  | On Loan: No      |
| BACARDI LTD / MARTINI BV                  | Bacardi Ltd / Bacardi-Martini BV                                                | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    100000 | PA      | $101527.65    | 0.06%             | 2033-06-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limit            | Bain Capital Credit CLO 2017-2 Ltd                                              | CUSIP: 05683HAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    420000 | PA      | $420709.38    | 0.25%             | 2037-07-25      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2020-NQM1 Trust                                                            | CUSIP: 126401AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44856 | PA      | $43222.53     | 0.03%             | 2065-05-25      | Variable      | 2.21%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2020-RPL4 Trust                                                            | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141232 | PA      | $128792.77    | 0.08%             | 2060-01-25      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2017-FHA1 Trust                                                            | CUSIP: 12651RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16677 | PA      | $15446.13     | 0.01%             | 2047-04-25      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| COTERRA ENERGY INC                        | Coterra Energy Inc                                                              | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    113000 | PA      | $116716.59    | 0.07%             | 2034-03-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $237590.16    | 0.14%             | 2031-10-30      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16003.88     | 0.01%             | 2035-02-01      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| Commercial Equipment Finance              | Commercial Equipment Finance 2024-1 LLC                                         | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69681 | PA      | $70588.46     | 0.04%             | 2029-07-16      | Fixed         | 5.97%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                    | ConocoPhillips Co                                                               | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    117000 | PA      | $86772.67     | 0.05%             | 2052-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                    | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58659.05     | 0.03%             | 2062-03-15      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                    | ConocoPhillips Co                                                               | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32732.33     | 0.02%             | 2053-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                    | ConocoPhillips Co                                                               | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58117.46     | 0.03%             | 2063-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                    | ConocoPhillips Co                                                               | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91631.46     | 0.05%             | 2065-01-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                   | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    130000 | PA      | $87292.22     | 0.05%             | 2051-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                   | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102396.58    | 0.06%             | 2055-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                   | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50120.52     | 0.03%             | 2055-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                    | Cox Communications Inc                                                          | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98208.34     | 0.06%             | 2031-06-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                    | Cox Communications Inc                                                          | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29578.91     | 0.02%             | 2034-09-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                    | Cox Communications Inc                                                          | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101070.04    | 0.06%             | 2054-09-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                        | Credit Agricole SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $256979.34    | 0.15%             | 2031-05-27      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                        | Credit Agricole SA                                                              | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $250125.03    | 0.15%             | 2033-09-25      | Variable      | 4.82%                 | No            | 2                  | On Loan: No      |
| Credit Acceptance Auto Loan Tr            | Credit Acceptance Auto Loan Trust 2024-2                                        | CUSIP: 22536VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $312440.84    | 0.18%             | 2034-08-15      | Fixed         | 6.11%                 | No            | 2                  | On Loan: No      |
| Extended Stay America Trust               | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100383.40    | 0.06%             | 2042-10-15      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31374CSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301224 | PA      | $287739.84    | 0.17%             | 2043-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31376KQB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1451 | PA      | $1516.71      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31385HJC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        66 | PA      | $65.53        | 0.00%             | 2029-08-01      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| STATE OF ISRAEL                           | Israel Government International Bond                                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $207044.97    | 0.12%             | 2030-02-19      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                          | NTT Finance Corp                                                                | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    430000 | PA      | $442287.69    | 0.26%             | 2032-07-16      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| NY Commercial Mortgage Trust              | NY Commercial Mortgage Trust 2025-299P                                          | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $68304.47     | 0.04%             | 2047-02-10      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| NORTHROP GRUMMAN CORP                     | Northrop Grumman Corp                                                           | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123763.74    | 0.07%             | 2040-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| NRTH PARK Mortgage Trust                  | NRTH Commercial Mortgage Trust 2025-PARK                                        | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $210457.17    | 0.12%             | 2040-10-15      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| NSTAR ELECTRIC CO                         | NSTAR Electric Co                                                               | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46827.97     | 0.03%             | 2034-06-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| NSTAR ELECTRIC CO                         | NSTAR Electric Co                                                               | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158717.09    | 0.09%             | 2035-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORP                               | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    180000 | PA      | $152680.78    | 0.09%             | 2040-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2021-NQM1 Trust                                                             | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113366 | PA      | $100102.83    | 0.06%             | 2066-02-25      | Variable      | 1.07%                 | No            | 2                  | On Loan: No      |
| NYC Commercial Mortgage Trust             | NYC Commercial Mortgage Trust 2025-3BP                                          | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $193901.18    | 0.11%             | 2042-02-15      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| OGLETHORPE POWER CORP                     | Oglethorpe Power Corp                                                           | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58612.26     | 0.03%             | 2048-10-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| OHIO EDISON CO                            | Ohio Edison Co                                                                  | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26096.46     | 0.02%             | 2033-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Gold Pool                                                           | CUSIP: 3128K3PN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        37 | PA      | $38.75        | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OHIO EDISON CO                            | Ohio Edison Co                                                                  | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46072.81     | 0.03%             | 2029-12-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| OHIO POWER COMPANY                        | Ohio Power Co                                                                   | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162771.04    | 0.10%             | 2033-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                 | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16112.36     | 0.01%             | 2032-11-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                 | ONEOK Inc                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65839.28     | 0.04%             | 2035-10-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Ocwen Loan Investment Trust               | OLIT 2025-HB2                                                                   | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $131940.67    | 0.08%             | 2038-11-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131412.31    | 0.08%             | 2034-07-08      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40485.10     | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     37000 | PA      | $27551.13     | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                | CUSIP: 3132DWAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1340932 | PA      | $1195130.98   | 0.70%             | 2051-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Gold Pool                                                           | CUSIP: 3132H3XR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83844 | PA      | $81997.48     | 0.05%             | 2042-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    122000 | PA      | $76384.50     | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     18000 | PA      | $13181.86     | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Gold Pool                                                           | CUSIP: 3132WPNF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143995 | PA      | $136403.84    | 0.08%             | 2047-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Gold Pool                                                           | CUSIP: 3132XUKF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134464 | PA      | $126418.45    | 0.07%             | 2047-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac REMICS                                                              | CUSIP: 3133984L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14291 | PA      | $14917.20     | 0.01%             | 2031-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                | CUSIP: 3133ATZX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1533096 | PA      | $1328106.09   | 0.78%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $72766.59     | 0.04%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Stack Infrastructure Issuer LL            | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAM4<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101469.00    | 0.06%             | 2049-03-25      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                | CUSIP: 3133B1RZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2078136 | PA      | $1690699.31   | 0.99%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                | CUSIP: 3133B94L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138074 | PA      | $112092.93    | 0.07%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac REMICS                                                              | CUSIP: 3133TTRX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18525 | PA      | $18847.75     | 0.01%             | 2031-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31342AP86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9117 | PA      | $9346.37      | 0.01%             | 2033-04-01      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| Starwood Residential Mortgage             | STAR 2021-1 Trust                                                               | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67693 | PA      | $64001.26     | 0.04%             | 2065-05-25      | Variable      | 1.22%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential             | Starwood Mortgage Residential Trust 2021-2                                      | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21212 | PA      | $20207.10     | 0.01%             | 2065-05-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac REMICS                                                              | CUSIP: 3137ABM24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18120 | PA      | $17499.55     | 0.01%             | 2041-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac REMICS                                                              | CUSIP: 3137FRK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76860 | PA      | $71188.97     | 0.04%             | 2042-12-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac REMICS                                                              | CUSIP: 3137H4FG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267938 | PA      | $238757.92    | 0.14%             | 2050-07-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A2MM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3803 | PA      | $3728.98      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A6E97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       843 | PA      | $828.94       | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A7H76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15871 | PA      | $15567.54     | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential             | Starwood Mortgage Residential Trust 2020-3                                      | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6793 | PA      | $6660.98      | 0.00%             | 2065-04-25      | Variable      | 1.49%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential             | Starwood Mortgage Residential Trust 2021-6                                      | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205275 | PA      | $182809.49    | 0.11%             | 2066-11-25      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A7ZQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2482 | PA      | $2432.17      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AD5J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4757 | PA      | $4661.19      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138ANZG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13217 | PA      | $13319.39     | 0.01%             | 2041-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138ASWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5658 | PA      | $5537.41      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                       | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200164.15    | 0.12%             | 2031-03-06      | Variable      | 5.45%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                       | Synchrony Financial                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82511.53     | 0.05%             | 2036-07-29      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138ATFN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2311 | PA      | $2273.77      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138ATN63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155257 | PA      | $156233.35    | 0.09%             | 2041-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AWGG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4012 | PA      | $3931.98      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AWJA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5756 | PA      | $5641.20      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Taco Bell Funding, LLC                    | Taco Bell Funding LLC                                                           | CUSIP: 87342RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157162 | PA      | $157758.65    | 0.09%             | 2048-11-25      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| Taco Bell Funding, LLC                    | Taco Bell Funding LLC                                                           | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725085 | PA      | $677411.68    | 0.40%             | 2051-08-25      | Fixed         | 2.29%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AXA27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8419 | PA      | $8250.86      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AXLS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4246 | PA      | $4162.75      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                              | Tapestry Inc                                                                    | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77172.20     | 0.05%             | 2030-03-11      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AXT27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2581 | PA      | $2528.69      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AXWX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5022 | PA      | $4913.52      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E03K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2392 | PA      | $2341.98      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E0LU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6471 | PA      | $6331.30      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E0W62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3567 | PA      | $3495.23      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E0WA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2556 | PA      | $2504.55      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E13W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3947 | PA      | $3867.02      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1AE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8177 | PA      | $8020.41      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31410MMX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1486 | PA      | $1548.25      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31410V4C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        22 | PA      | $22.77        | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31411ERV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       777 | PA      | $819.52       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31412LB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        19 | PA      | $20.22        | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31414FPP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        40 | PA      | $41.84        | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31414KJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        10 | PA      | $9.94         | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31414MHG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        45 | PA      | $46.48        | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31415PKV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        29 | PA      | $29.99        | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31415RPR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        20 | PA      | $20.94        | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31415YEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        12 | PA      | $12.27        | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31415YXG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4873 | PA      | $4787.19      | 0.00%             | 2039-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418RQQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122971 | PA      | $126663.72    | 0.07%             | 2040-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418UVX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77958 | PA      | $80298.36     | 0.05%             | 2040-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418X5S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2910 | PA      | $2854.27      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418X7J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2745 | PA      | $2684.10      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419CZ48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       467 | PA      | $457.98       | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419CZ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       264 | PA      | $259.69       | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419CZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1474 | PA      | $1448.16      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419EK65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3186 | PA      | $3142.39      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419ESN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5040 | PA      | $4950.44      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| firstkey homes 2020-sfr1 trust            | FirstKey Homes 2022-SFR2 Trust                                                  | CUSIP: 33767PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    404492 | PA      | $404478.62    | 0.24%             | 2039-07-17      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| firstkey homes 2020-sfr1 trust            | FirstKey Homes 2022-SFR1 Trust                                                  | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110477 | PA      | $110474.33    | 0.06%             | 2039-05-19      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                     | Foundry JV Holdco LLC                                                           | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $424839.48    | 0.25%             | 2032-01-25      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - SCRT                        | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                   | CUSIP: 35563PLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56146 | PA      | $53936.55     | 0.03%             | 2058-10-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $422461.12    | 0.25%             | 2041-10-25      | Floating      | 7.27%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA3                                         | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $97413.49     | 0.06%             | 2042-04-25      | Floating      | 6.77%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2023-HQA1                                         | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $99581.45     | 0.06%             | 2043-05-25      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| GA GLOBAL FUNDING TRUST                   | GA Global Funding Trust                                                         | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262559.51    | 0.15%             | 2030-09-18      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GCAT                                      | GCAT 2021-NQM3 Trust                                                            | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122200 | PA      | $108015.45    | 0.06%             | 2066-05-25      | Variable      | 1.09%                 | No            | 2                  | On Loan: No      |
| GCAT                                      | GCAT 2021-NQM1 Trust                                                            | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75461 | PA      | $67805.11     | 0.04%             | 2066-01-25      | Variable      | 0.87%                 | No            | 2                  | On Loan: No      |
| GCAT                                      | GCAT 2021-NQM7 Trust                                                            | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84757 | PA      | $79379.10     | 0.05%             | 2066-08-25      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| GCAT                                      | GCAT 2021-NQM4 Trust                                                            | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188121 | PA      | $158462.22    | 0.09%             | 2066-08-25      | Variable      | 1.09%                 | No            | 2                  | On Loan: No      |
| GE HEALTHCARE TECH INC                    | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104171.04    | 0.06%             | 2035-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GE HEALTHCARE TECH INC                    | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60113.13     | 0.04%             | 2035-12-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                  | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29933.21     | 0.02%             | 2056-03-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                  | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $234571.48    | 0.14%             | 2066-04-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| N/A                                       | IRS PAY FIXED 4.16% 03/19/2045                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3196.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                       | US 10YR NOTE (CBT)Mar26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -18 | NC      | $15584.18     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                       | US 10yr Ultra Fut Mar26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -11 | NC      | $8750.23      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** GPS Funds I

**Signature:** /s/ Patrick Young

**Name of Signer:** Patrick Young

**Title:** Principal Financial Officer/Treasurer