# EDGAR Filing Document

**Accession Number:** 0001091439
**File Stem:** 0001752724-25-209771
**Filing Date:** 2025-8
**Character Count:** 687537
**Document Hash:** a5b727cf129978a84445fb9978f9f26b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-209771.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-209771

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0001091439

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09491
- **FILM NUMBER:** 251266238

**BUSINESS ADDRESS:**
- **STREET 1:** 5701 GOLDEN HILLS DRIVE
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55416-1297
- **BUSINESS PHONE:** 763-765-6551

**MAIL ADDRESS:**
- **STREET 1:** 5701 GOLDEN HILLS DRIVE
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55416-1297

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 19990721

## Series and Classes Contracts Data

### AZL Enhanced Bond Index Fund (Series ID: S000025364)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000075764 | AZL Enhanced Bond Index Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Allianz Variable Insurance Products Trust

- **b. Investment Company Act file number:** 811-09491

- **c. CIK number of Registrant:** 0001091439

- **d. LEI of Registrant:** 549300446YVO0C3VKW34

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

  - **Street Address 1:** 5701 Golden Hills Drive

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55416

  - **Telephone number:** 800-624-0197

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

- **a. Name of Series:** AZL Enhanced Bond Index Fund

- **b. EDGAR series identifier (if any):** S000025364

- **c. LEI of Series:** 549300HZEWYWF6067X34

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2785910412.01

**Total Liabilities:** $187974654.03

**Net Assets:** $2597935757.98

**Delayed Delivery Securities:** $337701.38

**Cash Not Reported:** $879699.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4664.14405483 | **1-Year:** -97740.46938705 | **5-Year:** -292859.22451632 | **10-Year:** -341417.94946159 | **30-Year:** -135957.73133976

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

- **3-Month:** -23.90580915 | **1-Year:** -2350.06197563 | **5-Year:** -783.08480559 | **10-Year:** -928.65130997 | **30-Year:** -506.05068932

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000075764 | 0.20%                | -0.71%               | 1.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7894997.20             | $5408522.68                                |
| Month 2  | $-1022352.17             | $-23806351.76                              |
| Month 3  | $-35962.83               | $29762845.88                               |

**Designated Index Information**

- **Index Name:** BBG US Agg

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    840911 | PA      | $781634.99    | 0.03%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133LPTN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3199856 | PA      | $3008498.96   | 0.12%             | 2031-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241K4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     52760 | PA      | $53716.59     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4233071 | PA      | $3943586.06   | 0.15%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2450000 | PA      | $1505218.75   | 0.06%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    670483 | PA      | $631871.12    | 0.02%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                                    | APPLOVIN CORP                                      | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2347000 | PA      | $2381733.25   | 0.09%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                   | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1206250.54   | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                                | COLT 2025 INV2 MORTGAGE LOAN TRUST                 | CUSIP: 12673UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1432202 | PA      | $1416133.83   | 0.05%             | 2070-02-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24651 | PA      | $23133.40     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416VGJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114636 | PA      | $117130.58    | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238112 | PA      | $193281.21    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GNTZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108773 | PA      | $99586.21     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36290RYM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5029 | PA      | $4985.79      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6072 | PA      | $6369.53      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRB85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    858884 | PA      | $866673.69    | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179NJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10866 | PA      | $10385.67     | 0.00%             | 2043-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    486061 | PA      | $431348.22    | 0.02%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132HNDN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4818 | PA      | $4564.96      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26423 | PA      | $25417.99     | 0.00%             | 2039-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3646443 | PA      | $2931198.31   | 0.11%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36197MQM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     68916 | PA      | $66078.15     | 0.00%             | 2047-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercorp Peru Ltd.                                                                     | INTERCORP PERU LTD                                 | CUSIP: 458652AB0<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |    348000 | PA      | $325849.10    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6632000 | PA      | $6756350.00   | 0.26%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GTPY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9311 | PA      | $8730.98      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                | DRVPNK 2025 1A A3                                  | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381000 | PA      | $384113.11    | 0.01%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                      | T MOBILE USA INC                                   | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423711.83    | 0.02%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                              | AMERICAN TOWER CORP                                | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4283000 | PA      | $4462594.76   | 0.17%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F062689<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3287000 | PA      | $3387664.38   | 0.13%             | 2055-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GNE82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67347 | PA      | $61028.84     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                              | CSMC 2021 NQM4                                     | CUSIP: 12659PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    446187 | PA      | $377696.73    | 0.01%             | 2066-05-25      | Variable      | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                           | EMPRESA NACIONAL DEL PETROLEO                      | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $202597.40    | 0.01%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJDS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523289 | PA      | $473261.23    | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJXF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4209436 | PA      | $3950218.64   | 0.15%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MJ3S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2270822 | PA      | $2079931.51   | 0.08%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4678786 | PA      | $3723854.80   | 0.14%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNTW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2847420 | PA      | $2816281.25   | 0.11%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9W74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71576 | PA      | $67537.71     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                            | NORTHROP GRUMMAN CORP                              | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2812000 | PA      | $2523694.08   | 0.10%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YJGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15660 | PA      | $15576.00     | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DKD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48106 | PA      | $44886.24     | 0.00%             | 2040-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                                           | BECTON DICKINSON AND CO                            | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    712000 | PA      | $608976.45    | 0.02%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08162FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3120000 | PA      | $2922328.41   | 0.11%             | 2052-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                              | AMGEN INC                                          | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    886000 | PA      | $690224.12    | 0.03%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138MKSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2192 | PA      | $2161.84      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36297G4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37965 | PA      | $38653.42     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                            | PROVINCE OF BRITISH COLUMBIA CANADA                | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |   3600000 | PA      | $3639164.40   | 0.14%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       218 | PA      | $217.87       | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                                       | PIONEER NATURAL RESOURCES CO                       | CUSIP: 723787AV9<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   2028000 | PA      | $2029948.91   | 0.08%             | 2026-03-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31329KW83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32354 | PA      | $30591.50     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1370693 | PA      | $1101622.45   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4394741 | PA      | $4084986.21   | 0.16%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                             | PFIZER INC                                         | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    152000 | PA      | $131110.64    | 0.01%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FXB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254919 | PA      | $265297.91    | 0.01%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                               | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    728000 | PA      | $634317.32    | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                                    | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023 1        | CUSIP: 89231WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3067000 | PA      | $3124807.55   | 0.12%             | 2036-06-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WCSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67174 | PA      | $65614.05     | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                       | CROWN CASTLE INC                                   | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1881000 | PA      | $1891614.48   | 0.07%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19770000 | PA      | $18030857.81  | 0.69%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W5M21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40373 | PA      | $36069.33     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                   | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    188000 | PA      | $159309.88    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSN TR FD AUTH                                                         | NEW JERSEY STATE TRANSPORTATION AUTH               | CUSIP: 646136XR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $631505.25    | 0.02%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                         | EQT CORP                                           | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1121149.22   | 0.04%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4712500 | PA      | $4051093.27   | 0.16%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3972000 | PA      | $4005979.23   | 0.15%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PRM5 TRUST                                                                              | PRM5 TRUST 2025 PRM5                               | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1117000 | PA      | $1110623.75   | 0.04%             | 2028-02-10      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMLV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1031483 | PA      | $834849.96    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                   | WELLS FARGO COMPANY                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    370000 | PA      | $293186.89    | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241K7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5093 | PA      | $5185.37      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FMKR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178261 | PA      | $163208.21    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KEYV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12838 | PA      | $12427.21     | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XNA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1067544 | PA      | $907583.36    | 0.03%             | 2052-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4618 | PA      | $4456.03      | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORLEN SPOLKA AKCYJNA                                                                    | ORLEN SA                                           | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    390000 | PA      | $399815.13    | 0.02%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CITIGROUP INC                                      | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2459374.50   | 0.09%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HMXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102268 | PA      | $101807.38    | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BJ6K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    940047 | PA      | $129081.87    | 0.00%             | 2051-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335AAT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69327 | PA      | $68967.24     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     62109 | PA      | $58520.08     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36183AF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8395 | PA      | $8004.99      | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WC7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36487 | PA      | $35889.85     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28169 | PA      | $28310.04     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F8T31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    851223 | PA      | $759324.75    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX COMMERCIAL MORTGAGE TRUST 2024 AIRC             | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2485042 | PA      | $2489712.14   | 0.10%             | 2039-08-15      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M9GM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15167 | PA      | $14250.33     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QHPS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409748 | PA      | $375794.44    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XTA35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1660579 | PA      | $1325795.61   | 0.05%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                             | HUDSON YARDS 2025 SPRL MORTGAGE TRUST              | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2260000 | PA      | $2328799.85   | 0.09%             | 2040-01-13      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                                          | SOCIAL PROFESSIONAL LOAN PROG                      | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315105 | PA      | $294915.92    | 0.01%             | 2046-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                                          | SOCIAL PROFESSIONAL LOAN PROGRAM LLC               | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164628 | PA      | $163229.49    | 0.01%             | 2041-01-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                  | PERTAMINA PERSERO PT                               | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              |  | ID        |    204000 | PA      | $209327.66    | 0.01%             | 2044-05-30      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                             | BARCLAYS COMMERCIAL MORTGAGE SECURITIES            | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4229000 | PA      | $3996452.07   | 0.15%             | 2037-03-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                        | PARAMOUNT GLOBAL                                   | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    345000 | PA      | $334894.95    | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                                                             | AGL CLO 28 LTD                                     | CUSIP: 00120WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2203760.48   | 0.08%             | 2037-01-21      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                       | CHASE HOME LENDING MORTGAGE TRUST SERIES 2025 2    | CUSIP: 16159VAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2584934 | PA      | $2563831.20   | 0.10%             | 2055-12-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188713 | PA      | $174699.00    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LSK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19880 | PA      | $19187.37     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                                                             | HARRIS CORPORATION                                 | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1357682.90   | 0.05%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                               | SAUDI ARABIAN OIL CO                               | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    383000 | PA      | $349892.33    | 0.01%             | 2064-07-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                                                         | BANK OF AMERICA AUTO TRUST                         | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1765000 | PA      | $1767200.40   | 0.07%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                              | JP MORGAN MORTGAGE TRUST 2024 2                    | CUSIP: 46657TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    901098 | PA      | $909545.71    | 0.04%             | 2054-08-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNEK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1457489 | PA      | $1178740.61   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGKD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33505 | PA      | $32348.08     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                                                                              | INCREF 2025 FL1 LLC                                | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3245000 | PA      | $3256158.26   | 0.13%             | 2042-10-19      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWXG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1297892 | PA      | $1193027.07   | 0.05%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQUB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353438 | PA      | $354893.68    | 0.01%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7UK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24113 | PA      | $21357.52     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST                                                     | HOMEWARD OPPORTUNITIES FUND TRUST 2022 1           | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    826842 | PA      | $813288.62    | 0.03%             | 2067-07-25      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9DQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    658978 | PA      | $628335.94    | 0.02%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO LTD                                                                     | SIGNAL PEAK CLO 4 LTD                              | CUSIP: 82667EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $624908.37    | 0.02%             | 2034-10-26      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3602000 | PA      | $3683178.27   | 0.14%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                                    | SOUTHERN CO                                        | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2769000 | PA      | $2537079.64   | 0.10%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                                              | BFLD COMMERCIAL MORTGAGE TRUST 2024 UNIV           | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $750966.90    | 0.03%             | 2029-11-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGJX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    771041 | PA      | $689454.34    | 0.03%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1462553.01   | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140E0V36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4835 | PA      | $4724.44      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                               | DUKE ENERGY PROGRESS INC                           | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1390455.20   | 0.05%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                                        | NRG ENERGY INC                                     | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $7232768.40   | 0.28%             | 2033-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133LPTQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    493143 | PA      | $463206.90    | 0.02%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WJTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194716 | PA      | $174101.68    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                                            | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX       | CUSIP: 64990FD92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $947480.60    | 0.04%             | 2030-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                        | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2674000 | PA      | $1913107.95   | 0.07%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38382HX54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1476699 | PA      | $1153326.09   | 0.04%             | 2050-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GACI First Investment Company                                                           | GACI FIRST INVESTMENT                              | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    322000 | PA      | $275393.72    | 0.01%             | 2053-02-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                | HCA INC                                            | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1406084.69   | 0.05%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133BJEZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    765500 | PA      | $732765.88    | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6957644 | PA      | $6155433.12   | 0.24%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                                                  | JOHN DEERE OWNER TRUST                             | CUSIP: 477920AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3468323 | PA      | $3486707.55   | 0.13%             | 2028-03-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EXCP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2948 | PA      | $2846.37      | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                    | META PLATFORMS INC                                 | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5317000 | PA      | $4485235.11   | 0.17%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QS5C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    687886 | PA      | $713387.30    | 0.03%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307MSF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22903 | PA      | $22272.01     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23950000 | PA      | $24007068.30  | 0.92%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                                           | FIRSTENERGY TRANSMISSION                           | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1011374.70   | 0.04%             | 2044-07-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312942DD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232115 | PA      | $229431.51    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6215565 | PA      | $5269393.37   | 0.20%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1175540 | PA      | $948027.61    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $1543584.67   | 0.06%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1432994 | PA      | $1344782.99   | 0.05%             | 2031-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                 | SAUDI INTERNATIONAL BOND                           | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    678000 | PA      | $460578.96    | 0.02%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133L8FQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    334015 | PA      | $300713.23    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CENT TRUST                                                                              | CENT TRUST 2023 CITY                               | CUSIP: 12516WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    569551 | PA      | $569613.95    | 0.02%             | 2028-09-15      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    112979 | PA      | $109012.45    | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                               | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    595000 | PA      | $580064.91    | 0.02%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H062677<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5292000 | PA      | $5430915.00   | 0.21%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    631364 | PA      | $503555.87    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HH6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8620 | PA      | $8423.02      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD                                                               | ANCHORAGE CAPITAL CLO LTD                          | CUSIP: 03328TBS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4895000 | PA      | $4926437.10   | 0.19%             | 2037-04-28      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10598000 | PA      | $10673345.10  | 0.41%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J8GB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439407 | PA      | $420162.07    | 0.02%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H0G51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    897827 | PA      | $132336.22    | 0.01%             | 2051-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                | HCA INC                                            | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1072826.93   | 0.04%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                                                             | L3HARRIS TECH INC                                  | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    147000 | PA      | $143714.55    | 0.01%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JLL77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66289 | PA      | $65989.77     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1770997 | PA      | $1334006.79   | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo S.A.B. de C.V.                                                              | GRUPO BIMBO SAB DE CV                              | CUSIP: 40052VAG9<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    897000 | PA      | $664371.12    | 0.03%             | 2049-09-06      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST                                                                   | ARROYO MORTGAGE TRUST 2022 2                       | CUSIP: 04285EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1205121 | PA      | $1208645.60   | 0.05%             | 2057-07-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                     | COMM MORTGAGE TRUST                                | CUSIP: 12593JBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    367412 | PA      | $366728.20    | 0.01%             | 2048-08-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FHWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137534 | PA      | $123156.40    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1119095 | PA      | $1112037.39   | 0.04%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4055000 | PA      | $3207093.17   | 0.12%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    912963 | PA      | $780516.17    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                              | J P MORGAN MORTGAGE TRUST 2021 14                  | CUSIP: 46653QBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1354720 | PA      | $1319582.41   | 0.05%             | 2052-05-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                           | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3204000 | PA      | $3260672.35   | 0.13%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1806063 | PA      | $1711739.81   | 0.07%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO LTD                                                                       | PARK BLUE CLO LTD                                  | CUSIP: 70019AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725000 | PA      | $728813.50    | 0.03%             | 2037-04-20      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1629665 | PA      | $1303601.01   | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30263 | PA      | $30431.43     | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                              | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    169000 | PA      | $172632.15    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1193853 | PA      | $1218574.75   | 0.05%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2954000 | PA      | $1555927.19   | 0.06%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142358 | PA      | $136916.53    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                                          | AEP TEXAS INC                                      | CUSIP: 0010EPAF5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    127000 | PA      | $136143.87    | 0.01%             | 2033-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H020675<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -5549000 | PA      | $-4517232.81  | -0.17%            | 2055-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC                                                          | SOFI CONSUMER LOAN PROGRAM 2025 1 TRUST            | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2131744 | PA      | $2135277.74   | 0.08%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138X8XC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27098 | PA      | $26716.53     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GRX74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180677 | PA      | $171838.61    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                                    | CROSS 2025 H2 MORTGAGE TRUST                       | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2699894 | PA      | $2696841.14   | 0.10%             | 2070-03-25      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                   | FREEPORT INDONESIA PT                              | CUSIP: Y7141BAA1<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    625000 | PA      | $625180.63    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                               | AT T INC                                           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9999000 | PA      | $6668343.10   | 0.26%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                      | T MOBILE USA INC                                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1167732.97   | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8MY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452430 | PA      | $382140.29    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFAD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35698 | PA      | $34627.52     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNEW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    934285 | PA      | $847407.03    | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                        | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139656.30    | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WPHV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44194 | PA      | $39486.95     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC RAILROAD COMPANY                                                          | UNION PACIFIC RAILROAD CO                          | CUSIP: 907825AA1<br>LEI: 549300E5Y4M86FFRWP82 | Long             | DBT              | CORP              | US        |    313909 | PA      | $310238.92    | 0.01%             | 2026-05-14      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                                       | AFFIRM ASSET SECURITIZATION TRUST 2025 X1          | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2590957 | PA      | $2592474.81   | 0.10%             | 2030-04-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9SF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114055 | PA      | $113542.50    | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XCAT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    596099 | PA      | $547278.57    | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GQLA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    940134 | PA      | $975007.58    | 0.04%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                   | WELLS FARGO CO                                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2637000 | PA      | $2704794.63   | 0.10%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                                      | A D MORTGAGE TRUST                                 | CUSIP: 00249XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1154877 | PA      | $1173124.65   | 0.05%             | 2068-11-25      | Variable      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4002576 | PA      | $3400166.30   | 0.13%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HALSEYPOINT CLO                                                                         | HALSEYPOINT CLO 7 LTD                              | CUSIP: 40638LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1500000.00   | 0.06%             | 2038-07-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Duke University Health System, Inc                                                      | DUKE UNIVERSITY HEALTH                             | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $966226.60    | 0.04%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                        | PACIFIC GAS ELECTRIC                               | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    181000 | PA      | $129249.57    | 0.00%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7100 | PA      | $7307.03      | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                    | GLENCORE FUNDING LLC                               | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    567000 | PA      | $571775.27    | 0.02%             | 2029-03-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KRB86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3321429 | PA      | $3349538.78   | 0.13%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BONDS                                 | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14025000 | PA      | $14594217.81  | 0.56%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6325000 | PA      | $6350695.31   | 0.24%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                               | AT T INC                                           | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    835000 | PA      | $583260.03    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                                           | GARTNER INC                                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1486583.38   | 0.06%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1542052 | PA      | $1161484.03   | 0.04%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3413 | PA      | $3403.36      | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPGH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1738547 | PA      | $1677942.50   | 0.06%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNDA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1934330 | PA      | $1646589.71   | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11498000 | PA      | $8093514.06   | 0.31%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F042475<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3797000 | PA      | $3772492.95   | 0.15%             | 2040-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                            | HUNGARY GOVERNMENT INTERNATIONAL BOND              | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    425000 | PA      | $428207.05    | 0.02%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12235000 | PA      | $9317717.19   | 0.36%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1148661 | PA      | $1058354.63   | 0.04%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMKH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2060162 | PA      | $1954514.74   | 0.08%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                                                             | ELMWOOD CLO 26 LTD                                 | CUSIP: 29004CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3860000 | PA      | $3870692.47   | 0.15%             | 2037-04-18      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                             | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AKPP5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1435000 | PA      | $1090051.83   | 0.04%             | 2036-01-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    354454 | PA      | $284654.17    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQFB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410477 | PA      | $371278.11    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGRN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    432681 | PA      | $366572.48    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6215066 | PA      | $5104360.32   | 0.20%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBUH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2726048 | PA      | $2662147.43   | 0.10%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE CO                                  | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15483000 | PA      | $15667371.56  | 0.60%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                    | GLENCORE FUNDING LLC                               | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2789000 | PA      | $2512861.11   | 0.10%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMKF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1411783 | PA      | $1376109.53   | 0.05%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                              | ANGLO AMERICAN CAPITAL PLC                         | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1006000 | PA      | $837684.13    | 0.03%             | 2052-03-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP                                     | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1990000 | PA      | $2008338.85   | 0.08%             | 2041-11-05      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347810 | PA      | $314888.00    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                         | EQT CORP                                           | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   4183000 | PA      | $4318721.62   | 0.17%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1574819 | PA      | $1337161.42   | 0.05%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EW4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104918 | PA      | $100867.76    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132A86Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1365337 | PA      | $1310500.43   | 0.05%             | 2033-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11634 | PA      | $10482.43     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202E4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5074 | PA      | $4852.84      | 0.00%             | 2039-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2082476 | PA      | $1576349.22   | 0.06%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSA76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2581689 | PA      | $2645743.39   | 0.10%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241L6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20066 | PA      | $20376.59     | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                              | AMERICAN TOWER CORP                                | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   7598000 | PA      | $6602851.95   | 0.25%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                                              | BFLD COMMERCIAL MORTGAGE TRUST 2024 UNIV           | CUSIP: 08861RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $560707.19    | 0.02%             | 2029-11-15      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BLN89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3430000 | PA      | $2905610.08   | 0.11%             | 2034-01-01      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1411015 | PA      | $1363522.90   | 0.05%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WD6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5163 | PA      | $5017.82      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                         | EQT CORP                                           | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3076000 | PA      | $3380994.63   | 0.13%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                                                  | JOHN DEERE OWNER TRUST                             | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6682000 | PA      | $6739780.48   | 0.26%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16305000 | PA      | $10339025.94  | 0.40%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                              | ANGLO AMERICAN CAPITAL PLC                         | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    923000 | PA      | $938284.88    | 0.04%             | 2033-05-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                    | VICI PROPERTIES VICI NOTE                          | CUSIP: 92564RAD7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    129000 | PA      | $126614.79    | 0.00%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DP3F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    588188 | PA      | $598542.58    | 0.02%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032476<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -286000 | PA      | $-275677.19   | -0.01%            | 2040-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5712 | PA      | $5872.01      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                               | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    156000 | PA      | $128252.75    | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                               | BAT CAPITAL CORP                                   | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   6216000 | PA      | $5126981.66   | 0.20%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE CO                                  | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1262052.79   | 0.05%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                           | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMNM0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3450000 | PA      | $2617804.80   | 0.10%             | 2036-01-25      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21438 | PA      | $20510.17     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XRZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72099 | PA      | $70996.33     | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30585000 | PA      | $21018824.34  | 0.81%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                              | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46651HBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18454 | PA      | $18442.84     | 0.00%             | 2050-02-25      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417FL48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6237 | PA      | $6125.77      | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                | HCA INC                                            | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1139456.42   | 0.04%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36182XAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6985 | PA      | $6660.41      | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5XZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23929 | PA      | $23494.06     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CITIGROUP INC                                      | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6173000 | PA      | $5394621.74   | 0.21%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222549 | PA      | $204375.07    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                                                   | SOLVENTUM CORP                                     | CUSIP: 83444MAT8<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    331000 | PA      | $328212.65    | 0.01%             | 2064-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    445000 | PA      | $407713.87    | 0.02%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UWM MORTGAGE TRUST                                                                      | UWM MORTGAGE TRUST 2021 INV5                       | CUSIP: 90355DAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2640285 | PA      | $2545399.90   | 0.10%             | 2052-01-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                      | BOEING CO THE                                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    988000 | PA      | $1086949.19   | 0.04%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1102000 | PA      | $612987.50    | 0.02%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ECKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17026 | PA      | $16131.66     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE CO                                  | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9648000 | PA      | $9773366.11   | 0.38%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1463000 | PA      | $1497860.54   | 0.06%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                                           | EQUINIX INC                                        | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   2483000 | PA      | $2324043.31   | 0.09%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1963000 | PA      | $1991748.14   | 0.08%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2252000 | PA      | $1836875.46   | 0.07%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                                                   | UNIVERSITY OF CALIFORNIA REVENUES                  | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    347000 | PA      | $283970.92    | 0.01%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312943WD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12084 | PA      | $11713.18     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                        | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78449UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137423 | PA      | $136430.21    | 0.01%             | 2037-09-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6032000 | PA      | $6119181.22   | 0.24%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QMPY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10493 | PA      | $10158.05     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                  | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CZ5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1576327 | PA      | $1593726.94   | 0.06%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                           | NY COMMERCIAL MORTGAGE TRUST 2025 299P             | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $358294.78    | 0.01%             | 2035-02-10      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                     | COMCAST CORP                                       | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2359000 | PA      | $1380300.44   | 0.05%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                            | HUNGARY GOVERNMENT INTERNATIONAL BOND              | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $196357.80    | 0.01%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                | GS MORTGAGE SECURITIES CORP TRUST 2024 RVR         | CUSIP: 36272JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010000 | PA      | $1021220.15   | 0.04%             | 2029-08-10      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                  | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DE1<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   3038864 | PA      | $3067765.66   | 0.12%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3137BR4G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286201 | PA      | $278365.02    | 0.01%             | 2046-08-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE CO                                  | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1264245.14   | 0.05%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40569 | PA      | $38813.36     | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132CWR71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    238051 | PA      | $213483.92    | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66070000 | PA      | $66175815.07  | 2.55%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                                                      | BALTIMORE GAS ELECTRIC CO                          | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    461000 | PA      | $308550.07    | 0.01%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67779 | PA      | $65187.26     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | 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        |   1000000 | PA      | $991666.59    | 0.04%             | 2042-02-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416VXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82533 | PA      | $79829.68     | 0.00%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1614135 | PA      | $1363242.60   | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL PRESBYTERIAN                                                     | HOAG MEMORIAL HOSPITAL PRESBYTERIAN                | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    197000 | PA      | $144996.33    | 0.01%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WJUE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105899 | PA      | $93891.54     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    486417 | PA      | $484220.81    | 0.02%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XBKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3320 | PA      | $3271.69      | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                         | EQT CORP                                           | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3047687.50   | 0.12%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                              | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46591LBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298625 | PA      | $285036.72    | 0.01%             | 2050-05-25      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                        | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 83189DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63556 | PA      | $63429.42     | 0.00%             | 2035-10-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                    | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    687373 | PA      | $641030.88    | 0.02%             | 2069-07-15      | Fixed         | 1.22%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    416162 | PA      | $393140.72    | 0.02%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BEQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72769 | PA      | $71973.50     | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31414BWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7216 | PA      | $7357.53      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                                               | CIM TRUST                                          | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101528 | PA      | $91785.15     | 0.00%             | 2061-07-25      | Variable      | 1.43%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                                       | OCTAGON INVESTMENT PARTNERS XVI LTD                | CUSIP: 67590BAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405577 | PA      | $405845.36    | 0.02%             | 2030-07-17      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    467793 | PA      | $394698.03    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR LINES, INC.                                                                  | UNITED AIRLINES 2019 1 AA PTT                      | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276185 | PA      | $263496.17    | 0.01%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                           | COLLEGE AVE STUDENT LOANS 2023 A LLC               | CUSIP: 193938AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1219244 | PA      | $1226868.08   | 0.05%             | 2055-05-25      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529371 | PA      | $485784.72    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10493000 | PA      | $10597110.18  | 0.41%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MEK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40644 | PA      | $39813.45     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QWD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16532 | PA      | $14902.62     | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KRVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    440980 | PA      | $441692.73    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                      | T MOBILE USA INC                                   | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2986000 | PA      | $2817392.52   | 0.11%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418C3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36377 | PA      | $36212.79     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEGlobal B.V.                                                                           | EQUATE PETROCHEMICAL BV                            | CUSIP: 29441WAC9<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    860000 | PA      | $850970.00    | 0.03%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                           | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1064546.87   | 0.04%             | 2033-10-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36296QJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15354 | PA      | $15678.12     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                              | ANGLO AMERICAN CAPITAL PLC                         | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   6131000 | PA      | $5537341.40   | 0.21%             | 2030-09-10      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FLV47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297975 | PA      | $270222.81    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                        | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78450FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1990404 | PA      | $1869527.04   | 0.07%             | 2054-11-16      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6785000 | PA      | $6856030.47   | 0.26%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                                                     | HUNTINGTON INGALLS INDUSTRIES INC                  | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    920000 | PA      | $852679.00    | 0.03%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1605578.89   | 0.06%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                             | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1246000 | PA      | $1247082.94   | 0.05%             | 2028-08-25      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335AYP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168579 | PA      | $150727.18    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                           | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4280000 | PA      | $3777104.28   | 0.15%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BTEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20020 | PA      | $18601.20     | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALA TRUST                                                                               | ALA TRUST 2025 OANA                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2308000 | PA      | $2317376.25   | 0.09%             | 2030-06-15      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                      | T MOBILE USA INC                                   | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1902000 | PA      | $1262228.06   | 0.05%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31422 | PA      | $30852.90     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XCUV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1321516 | PA      | $1221551.31   | 0.05%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WPHS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72266 | PA      | $65905.62     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15767255 | PA      | $13393831.38  | 0.52%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L7FZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101655 | PA      | $85269.72     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J8HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113560 | PA      | $111673.71    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                 | CODELCO INC                                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    239000 | PA      | $250197.15    | 0.01%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115704 | PA      | $111045.39    | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                                                  | TAMPA ELECTRIC CO                                  | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7351.12      | 0.00%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J8F24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100216 | PA      | $100876.61    | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHXB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1010479 | PA      | $999426.43    | 0.04%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36176DHP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35157 | PA      | $33355.87     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                                              | MADISON PARK FUNDING XVIII LTD                     | CUSIP: 55819BAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    551730 | PA      | $551961.96    | 0.02%             | 2030-10-21      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132AACD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68474 | PA      | $65179.98     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                                | COLT 2023 4 MORTGAGE LOAN TRUST                    | CUSIP: 12598WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561493 | PA      | $579639.82    | 0.02%             | 2068-10-25      | Fixed         | 7.16%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                                   | TARGA RESOURCES CORP                               | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    365000 | PA      | $369715.80    | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                           | FLORIDA POWER LIGHT CO                             | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   3646000 | PA      | $2295266.38   | 0.09%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FHWD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102663 | PA      | $92582.10     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8636 | PA      | $8452.91      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140N8U97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372192 | PA      | $368900.85    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7544253 | PA      | $7077449.75   | 0.27%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                    | NAVIENT PRIVATE EDUCATION LOAN TRUST 2020 I        | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615790 | PA      | $612457.08    | 0.02%             | 2069-04-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD                                                                       | BATTALION CLO VIII LTD                             | CUSIP: 07132ACC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264901 | PA      | $265045.04    | 0.01%             | 2030-07-18      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J76Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241787 | PA      | $234101.92    | 0.01%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J57D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    797362 | PA      | $775189.30    | 0.03%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUST                                                         | WHARF COMMERCIAL MORTGAGE TRUST 2025 DC            | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316000 | PA      | $319558.07    | 0.01%             | 2040-07-15      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                                 | ROMANIA                                            | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    130000 | PA      | $135219.89    | 0.01%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71887 | PA      | $71336.45     | 0.00%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8523 | PA      | $8499.33      | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YTMU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10973 | PA      | $10651.57     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HLQN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  37791954 | PA      | $37906086.13  | 1.46%             | 2055-06-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3560373 | PA      | $3351509.16   | 0.13%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2224000 | PA      | $1979277.71   | 0.08%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402QYX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183325 | PA      | $185211.32    | 0.01%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761164 | PA      | $678936.47    | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                              | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46651GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125007 | PA      | $118008.64    | 0.00%             | 2050-02-25      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM6P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    492528 | PA      | $464360.47    | 0.02%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KKX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337749 | PA      | $269858.39    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                                 | FLAGSTAR MORTGAGE TRUST                            | CUSIP: 33852AAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382331 | PA      | $364133.67    | 0.01%             | 2049-10-25      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4680264 | PA      | $3973978.82   | 0.15%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132G0B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21105 | PA      | $20875.20     | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                        | SMB PRIVATE EDUCATION LOAN TRUST 2023 B            | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7490150 | PA      | $7648415.37   | 0.29%             | 2056-10-16      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                                         | BENEFIT STREET PARTNERS CLO LTD                    | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1750239.61   | 0.07%             | 2038-04-20      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269087 | PA      | $250641.76    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H1WL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2995948 | PA      | $2741443.19   | 0.11%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                                                      | STATE OF QATAR                                     | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $195605.80    | 0.01%             | 2030-04-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298670 | PA      | $253591.02    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A8S40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63561 | PA      | $56297.82     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                                                   | UNIVERSITY OF CALIFORNIA                           | CUSIP: 91412HGD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $260035.60    | 0.01%             | 2050-05-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                                                  | FS RIALTO                                          | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312185 | PA      | $311621.47    | 0.01%             | 2026-04-16      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1729551 | PA      | $1530441.04   | 0.06%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                        | SMB PRIVATE EDUCATION LOAN TRUST 2021 C            | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    694860 | PA      | $633551.06    | 0.02%             | 2053-01-15      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| MCR TRUST                                                                               | MCR 2024 HF1 MORTGAGE TRUST                        | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301000 | PA      | $301155.48    | 0.01%             | 2041-12-15      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                               | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $611304.75    | 0.02%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5556000 | PA      | $5605917.16   | 0.22%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NNV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9284 | PA      | $8840.90      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMY33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    657526 | PA      | $528839.51    | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO LTD                                                                         | OAKTREE CLO 2020 1 LTD                             | CUSIP: 67402FAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $787083.65    | 0.03%             | 2038-01-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     76776 | PA      | $71961.87     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FREDDIE MAC MULTIFAMILY STRUCTURED                 | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3575000 | PA      | $3199502.70   | 0.12%             | 2032-05-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W7G40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53771 | PA      | $49038.01     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                                | FOUNDATION FINANCE TRUST                           | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700077 | PA      | $2710932.34   | 0.10%             | 2050-04-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1619778 | PA      | $1319661.65   | 0.05%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2024117 | PA      | $1709232.46   | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                    | VICI PROPERTIES LP VICI NOTE CO INC                | CUSIP: 92564RAJ4<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1267126.25   | 0.05%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CEDR COMMERCIAL MORTGAGE TRUST                                                          | CEDR TRUST                                         | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1896179.28   | 0.07%             | 2039-02-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                    | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256728 | PA      | $233625.39    | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| EQT CORPORATION                                                                         | EQT CORP                                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  13677000 | PA      | $13512506.72  | 0.52%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                | NXP BV NXP FUNDING LLC NXP USA INC                 | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    149000 | PA      | $148128.35    | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F040677<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -10134000 | PA      | $-9423036.56  | -0.36%            | 2055-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X9ZP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292321 | PA      | $269926.92    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                             | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AL3G7<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1720000 | PA      | $1307836.40   | 0.05%             | 2036-02-08      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                                           | TCO COMMERCIAL MORTGAGE TRUST 2024 DPM             | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2899147.55   | 0.11%             | 2039-12-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                               | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 673921AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    522755 | PA      | $538999.47    | 0.02%             | 2063-10-25      | Fixed         | 7.16%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15116000 | PA      | $14964840.00  | 0.58%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2229561 | PA      | $1796444.55   | 0.07%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFQ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31330 | PA      | $29969.12     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JL3N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17136 | PA      | $17187.33     | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133A8RR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227754 | PA      | $183675.26    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                             | BARCLAYS COMMERCIAL MORTGAGE TRUST 2025 5C33       | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $402985.16    | 0.02%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7363846 | PA      | $6713750.43   | 0.26%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26116685 | PA      | $21809957.25  | 0.84%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                              | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46651DAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    334900 | PA      | $318560.91    | 0.01%             | 2050-02-25      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FRJQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6289 | PA      | $6111.24      | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W6SU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52311 | PA      | $47707.58     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36180DSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    115127 | PA      | $106294.77    | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                | BX TRUST                                           | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1273000 | PA      | $1275265.38   | 0.05%             | 2035-06-15      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                           | BROADCOM INC                                       | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128738.35    | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1107924 | PA      | $970713.93    | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GVZ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145142 | PA      | $144003.14    | 0.01%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417AYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429996 | PA      | $419930.99    | 0.02%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                | BX TRUST                                           | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1538485 | PA      | $1547833.03   | 0.06%             | 2041-10-15      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                                                              | APIDOS CLO LIII                                    | CUSIP: 03771EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $641516.16    | 0.02%             | 2038-07-20      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |  14067000 | PA      | $13419186.52  | 0.52%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                         | EQT CORP                                           | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   4638000 | PA      | $4574705.21   | 0.18%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BUEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13634 | PA      | $12984.40     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104297 | PA      | $98451.41     | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9054000 | PA      | $9234372.61   | 0.36%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFGY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21031 | PA      | $20404.11     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                                                     | PFS FINANCING CORP                                 | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8497000 | PA      | $8582332.84   | 0.33%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                                            | GENERAL DYNAMICS CORP                              | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128860.68    | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5054000 | PA      | $3648553.66   | 0.14%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFWG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    756141 | PA      | $611540.12    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                        | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1611534 | PA      | $1617949.37   | 0.06%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                               | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 67448YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1284842 | PA      | $1290581.86   | 0.05%             | 2064-12-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4890628 | PA      | $3990782.79   | 0.15%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4146 | PA      | $4143.35      | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FUN67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2110538 | PA      | $1679551.16   | 0.06%             | 2050-07-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                   | CHARTER COMMUNICATIONS OPERATING LLC CHARTER COM   | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    190000 | PA      | $202726.01    | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17964 | PA      | $17417.28     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GTR33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3330 | PA      | $3122.65      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XQQ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4008883 | PA      | $4166010.52   | 0.16%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JR7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    774023 | PA      | $622513.84    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                                               | MFRA TRUST                                         | CUSIP: 55287JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5334047 | PA      | $5290551.72   | 0.20%             | 2070-03-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KSBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251397 | PA      | $202081.00    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417F4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43411 | PA      | $39589.27     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QPYW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379923 | PA      | $350049.44    | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                                                      | QATAR GOVERNMENT INTERNATIONAL BOND                | CUSIP: M8489SAG2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $188348.00    | 0.01%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                           | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4730000 | PA      | $3672703.10   | 0.14%             | 2036-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36198QTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13607 | PA      | $12974.11     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M7YQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9517 | PA      | $8942.20      | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QDYC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365271 | PA      | $344821.60    | 0.01%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                                           | EQUINIX INC                                        | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    167000 | PA      | $155416.21    | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $162137.64    | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                     | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69679.83     | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    217667 | PA      | $204882.41    | 0.01%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F9VK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415570 | PA      | $376605.60    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    871137 | PA      | $815506.84    | 0.03%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                             | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    680000 | PA      | $682207.28    | 0.03%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFNC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24652 | PA      | $23595.14     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418RPY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14501 | PA      | $14463.46     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280643 | PA      | $258534.00    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                              | ANGLO AMERICAN CAPITAL PLC                         | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   5765000 | PA      | $5199563.04   | 0.20%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1052000 | PA      | $858736.09    | 0.03%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAD86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    307464 | PA      | $300510.91    | 0.01%             | 2033-05-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE CO                                  | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9753000 | PA      | $9768673.07   | 0.38%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8595257 | PA      | $7840519.48   | 0.30%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                                          | AEP TEXAS INC                                      | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $919034.59    | 0.04%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7UC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87544 | PA      | $77459.88     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5065 | PA      | $4960.66      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X42N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180060 | PA      | $173246.77    | 0.01%             | 2033-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16559000 | PA      | $16463915.08  | 0.63%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417VQW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1784437 | PA      | $1781787.15   | 0.07%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2108112 | PA      | $1675107.17   | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                              | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    362000 | PA      | $223082.50    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1729300.79   | 0.07%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133AULZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183485 | PA      | $138883.91    | 0.01%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALA TRUST                                                                               | ALA TRUST                                          | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1454000 | PA      | $1456954.53   | 0.06%             | 2030-06-15      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X6SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1963307 | PA      | $1829286.41   | 0.07%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                                       | FIRSTENERGY CORP                                   | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2107000 | PA      | $1929289.30   | 0.07%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Gerdau Trade Inc.                                                                       | GERDAU TRADE INC                                   | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |    169000 | PA      | $169000.00    | 0.01%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFG26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33066 | PA      | $32063.26     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                              | GCAT 2021 NQM7 TRUST                               | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1930229 | PA      | $1724525.66   | 0.07%             | 2066-08-25      | Variable      | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GD3M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26675 | PA      | $26537.28     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                     | PECO ENERGY CO                                     | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $760975.95    | 0.03%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YBX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6612 | PA      | $6463.86      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                      | BMO 2025 C11 MORTGAGE TRUST                        | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    568000 | PA      | $594165.29    | 0.02%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                               | EXPAND ENERGY CORP                                 | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   9202000 | PA      | $9342201.67   | 0.36%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MAY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    113912 | PA      | $108876.68    | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                                           | FIRSTENERGY TRANSMISSION LLC                       | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   2057000 | PA      | $2028736.82   | 0.08%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650598 | PA      | $646491.72    | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1415907 | PA      | $1195836.92   | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                           | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4901000 | PA      | $5067722.22   | 0.20%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H030674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3239000 | PA      | $2862972.34   | 0.11%             | 2055-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                             | BANK GOSPODARSTWA KRAJOW                           | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              |  | PL        |    731000 | PA      | $751175.60    | 0.03%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    839143 | PA      | $826749.82    | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2019712 | PA      | $1929784.48   | 0.07%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                    | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019 D   | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1206792 | PA      | $1173942.91   | 0.05%             | 2059-12-15      | Fixed         | 3.01%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAP83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    739520 | PA      | $549825.84    | 0.02%             | 2050-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1686985 | PA      | $1748399.92   | 0.07%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                 | DUKE ENERGY CORP                                   | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2373000 | PA      | $2311596.25   | 0.09%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    728870 | PA      | $617581.28    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LXMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56881 | PA      | $47718.81     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO, INC.                                                                  | DUKE ENERGY OHIO INC                               | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    959000 | PA      | $934736.34    | 0.04%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                              | MIDAMERICAN ENERGY CO                              | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    563000 | PA      | $345349.83    | 0.01%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                         | ANTOFAGASTA PLC                                    | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $637514.25    | 0.02%             | 2030-10-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                        | PARAMOUNT GLOBAL                                   | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    220000 | PA      | $167352.02    | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611803 | PA      | $516241.21    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO LTD                                                                        | TRESTLES CLO LTD                                   | CUSIP: 89531FAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3200000 | PA      | $3213663.66   | 0.12%             | 2037-07-25      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                                      | OHIO POWER COMPANY                                 | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    178000 | PA      | $138028.50    | 0.01%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9B86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244154 | PA      | $234763.88    | 0.01%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2020516 | PA      | $1707794.22   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QUVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2053753 | PA      | $2122769.91   | 0.08%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H022671<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -10185000 | PA      | $-8646110.16  | -0.33%            | 2055-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119086 | PA      | $116451.54    | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350068 | PA      | $313511.21    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1012927 | PA      | $935741.96    | 0.04%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KJUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    677723 | PA      | $597249.54    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3753277 | PA      | $3161928.07   | 0.12%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORPORATION                                                          | RESOLUTION FUNDING CORP STRIP PRINCIPAL            | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1290000 | PA      | $1064007.48   | 0.04%             | 2030-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                   | ELEVANCE HEALTH INC                                | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    144000 | PA      | $139549.10    | 0.01%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1705149 | PA      | $1437146.00   | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                              | GCAT 2025 INV2 TRUST                               | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2705392 | PA      | $2730755.05   | 0.11%             | 2055-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132G5AU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14870 | PA      | $14686.62     | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE                                                                            | CITY OF HOPE THE                                   | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    610000 | PA      | $582861.71    | 0.02%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                | UNITED MEXICAN STATES                              | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    322000 | PA      | $254578.67    | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LQ2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41817 | PA      | $39616.58     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                                      | OHIO POWER CO                                      | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    673000 | PA      | $669013.15    | 0.03%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                                       | OCTAGON 55 LTD                                     | CUSIP: 67577AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000183.06   | 0.04%             | 2034-07-20      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YXK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10532 | PA      | $10303.76     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BJRG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12521 | PA      | $11893.61     | 0.00%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                           | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3492000 | PA      | $3433089.96   | 0.13%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                                              | BFLD TRUST                                         | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2141363 | PA      | $2141520.46   | 0.08%             | 2026-08-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NKJM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    664134 | PA      | $669752.09    | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BM7G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    340785 | PA      | $337062.77    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WJUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52304 | PA      | $47250.63     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2055000 | PA      | $2110870.31   | 0.08%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPEZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    490444 | PA      | $461645.65    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L8CS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    634787 | PA      | $561953.51    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23708 | PA      | $22635.06     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NCMF TRUST                                                                              | NCMF TRUST 2025 MFS                                | CUSIP: 62887TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1755000 | PA      | $1767944.88   | 0.07%             | 2033-06-10      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241L7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40411 | PA      | $40269.80     | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                        | PACIFIC GAS ELECTRIC                               | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3710922.64   | 0.14%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BLACKROCK LIQUIDITY FUNDS FEDFUND PORTFOLIO                                             | BLACKROCK LIQUIDITY FEDFUND INSTITUTIONAL SHARES   | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    683999 | NS      | $683998.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3105000 | PA      | $2207460.94   | 0.08%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SABIC Capital II B.V.                                                                   | SABIC CAPITAL II BV                                | CUSIP: 78520LAB6<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |    761000 | PA      | $758434.67    | 0.03%             | 2028-10-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WD7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6187 | PA      | $6008.56      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132J7RZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54943 | PA      | $48807.78     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617ALXR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     54927 | PA      | $53445.97     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                           | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3795000 | PA      | $3876702.56   | 0.15%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                           | FEDERAL FARM CREDIT BANKS FUNDING CORP             | CUSIP: 3133ENN30<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1045000 | PA      | $1024130.31   | 0.04%             | 2032-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                    | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021 E   | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3716921 | PA      | $3322469.16   | 0.13%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                            | FORD CREDIT AUTO OWNER TRUST FORD CREDIT           | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5289000 | PA      | $5399777.68   | 0.21%             | 2037-08-15      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Mount Nittany Medical Center                                                            | MOUNT NITTANY MEDICAL CENTER OBLIGATED GROUP       | CUSIP: 62213LAA4<br>LEI: 5493003G2U7J6XCFJF08 | Long             | DBT              | CORP              | US        |    410000 | PA      | $301233.56    | 0.01%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3421 | PA      | $3418.49      | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                                | FOUNDATION FINANCE TRUST 2024 1                    | CUSIP: 349941AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2056609 | PA      | $2092910.59   | 0.08%             | 2049-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                | MEXICO GOVERNMENT INTERNATIONAL BOND               | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    878000 | PA      | $836547.86    | 0.03%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                | UNITED MEXICAN STATES                              | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $196646.20    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE HIGHER EDUCATION LOAN CORPORATION                                         | EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 1 LLC    | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264968 | PA      | $243078.09    | 0.01%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERRX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46192 | PA      | $45589.48     | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     72950 | PA      | $64552.10     | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F040479<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    814000 | PA      | $796109.03    | 0.03%             | 2040-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                     | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   6918000 | PA      | $6957979.12   | 0.27%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XBGG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52211 | PA      | $51617.99     | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J75N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51595 | PA      | $50159.94     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478184 | PA      | $442926.12    | 0.02%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202EXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4182 | PA      | $4356.66      | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE CO                                  | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    199000 | PA      | $201756.95    | 0.01%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWTB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1330030 | PA      | $1228577.69   | 0.05%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19355000 | PA      | $9540654.15   | 0.37%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L6BK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556288 | PA      | $448284.60    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2147753 | PA      | $1732486.46   | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                | ANGEL OAK MORTGAGE TRUST 2024 2                    | CUSIP: 034942AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4327952 | PA      | $4430289.54   | 0.17%             | 2069-01-25      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| BX MORTGAGE TRUST                                                                       | BX TRUST 2023 DELC                                 | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1883000 | PA      | $1894862.26   | 0.07%             | 2038-06-15      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169586 | PA      | $136013.28    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418MML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18435 | PA      | $19278.29     | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72065 | PA      | $69577.22     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16722 | PA      | $15771.29     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XQR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3374351 | PA      | $2868699.05   | 0.11%             | 2053-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QMHE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4561 | PA      | $4415.20      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J55S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98410 | PA      | $97473.79     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9ZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97325 | PA      | $95678.12     | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H032688<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33000 | PA      | $29865.00     | 0.00%             | 2055-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                | HCA INC                                            | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1826661.72   | 0.07%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                                       | FIRSTENERGY CORP                                   | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   6313000 | PA      | $4263263.60   | 0.16%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1789070 | PA      | $1509547.95   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MINN                                                                         | UNIVERSITY OF MINNESOTA                            | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    406000 | PA      | $326411.82    | 0.01%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31419A4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13801 | PA      | $14338.11     | 0.00%             | 2040-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                                           | SABINE PASS LIQUEFACTION                           | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2604000 | PA      | $2701301.06   | 0.10%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    955000 | PA      | $731358.40    | 0.03%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5YR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248820 | PA      | $236644.96    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM                                                              | ELFI GRADUATE LOAN PROGRAM 2023 A LLC              | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2757780 | PA      | $2911157.39   | 0.11%             | 2048-02-04      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                 | CARMAX AUTO OWNER TRUST 2023 2                     | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    793169 | PA      | $795759.56    | 0.03%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                  | J P MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T  | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $219350.47    | 0.01%             | 2039-01-05      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC.                                                                              | AMGEN INC                                          | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    665000 | PA      | $427397.50    | 0.02%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                                                     | PFS FINANCING CORP                                 | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4930000 | PA      | $4997164.68   | 0.19%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                           | SUTTER HEALTH                                      | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2572332.53   | 0.10%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                | HCA INC                                            | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    247000 | PA      | $242696.77    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KRCJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2506727 | PA      | $2568884.61   | 0.10%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3004484 | PA      | $2539260.74   | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                                           | DISCOVERY COMMUNICATIONS                           | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    193000 | PA      | $192492.60    | 0.01%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                      | ALTRIA GROUP INC                                   | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1754721.30   | 0.07%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFVC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121583 | PA      | $111478.48    | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                           | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3999000 | PA      | $3589690.35   | 0.14%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1966078 | PA      | $1680657.06   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1003505 | PA      | $960319.49    | 0.04%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14733 | PA      | $14424.65     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                             | PHILIPPINE GOVERNMENT INTERNATIONAL BOND           | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    910000 | PA      | $772384.34    | 0.03%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218313 | PA      | $208880.53    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                     | PECO ENERGY CO                                     | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    285000 | PA      | $185293.32    | 0.01%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31391TWW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33937 | PA      | $34949.96     | 0.00%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WEF61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44167 | PA      | $42893.51     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MICH UNIV REVS                                                               | UNIVERSITY OF MICHIGAN                             | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    801000 | PA      | $586332.00    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC.                                                                               | EBAY INC                                           | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     86000 | PA      | $93825.57     | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307M4M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53432 | PA      | $51944.86     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                 | DUKE ENERGY CORP                                   | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1827000 | PA      | $1253448.06   | 0.05%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ma'aden Sukuk Limited                                                                   | MA ADEN SUKUK LTD                                  | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    329000 | PA      | $334348.55    | 0.01%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                           | BROADCOM INC                                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6115000 | PA      | $5070869.87   | 0.20%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                          | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8896495 | PA      | $8944917.62   | 0.34%             | 2070-05-25      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339235 | PA      | $304208.41    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                                                     | PFS FINANCING CORP                                 | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1388000 | PA      | $1411888.42   | 0.05%             | 2029-04-16      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                                  | SEQUOIA MORTGAGE TRUST 2022 1                      | CUSIP: 81749CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    469939 | PA      | $381189.85    | 0.01%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X7CB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659804 | PA      | $622596.43    | 0.02%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132682 | PA      | $127713.47    | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XATV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1047600 | PA      | $849540.74    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEJX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2832242 | PA      | $2399676.09   | 0.09%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                                                              | APIDOS CLO LTD                                     | CUSIP: 03762YBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $947025.03    | 0.04%             | 2037-01-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020471<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -8480000 | PA      | $-7747275.00  | -0.30%            | 2040-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QETF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117077 | PA      | $113123.20    | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417C3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17974 | PA      | $17676.28     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGZ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    769271 | PA      | $652579.58    | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                           | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6380000 | PA      | $6770768.62   | 0.26%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                                    | MERCEDES BENZ AUTO RECEIVABLES TRUST               | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63580 | PA      | $63779.64     | 0.00%             | 2027-08-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                                                      | CHILE GOVERNMENT INTERNATIONAL BOND                | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    825733 | PA      | $810758.33    | 0.03%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                                                | NEUBERGER BERMAN LOAN ADVISERS CLO 32 LTD          | CUSIP: 64132DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695420 | PA      | $696282.68    | 0.03%             | 2032-01-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                   | CHARTER COMMUNICATIONS OPERATING LLC CHARTER COM   | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     95000 | PA      | $67281.76     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                               | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025 1   | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3522000 | PA      | $3559875.88   | 0.14%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1157273 | PA      | $905199.35    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YD4N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8484 | PA      | $8243.29      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS, LLC                                                              | MILEAGE PLUS HLDINGS LLC                           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    631906 | PA      | $631906.00    | 0.02%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                                      | REGIONAL MANAGEMENT ISSUANCE TRUST                 | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    671000 | PA      | $679211.86    | 0.03%             | 2033-12-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HKYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62347 | PA      | $61343.02     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKLH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158585 | PA      | $154092.82    | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362317 | PA      | $292226.04    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15338326 | PA      | $12515503.12  | 0.48%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                 | SAUDI GOVERNMENT INTERNATIONAL BOND                | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $128063.60    | 0.00%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137B4UR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151106 | PA      | $148471.58    | 0.01%             | 2041-05-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10908000 | PA      | $10622517.13  | 0.41%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                           | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1443214.94   | 0.06%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803139 | PA      | $797654.12    | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15665 | PA      | $15320.73     | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2203497 | PA      | $1861115.10   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                    | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1246391 | PA      | $1224584.89   | 0.05%             | 2060-04-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                           | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    815000 | PA      | $817276.30    | 0.03%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    228481 | PA      | $220459.92    | 0.01%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                           | COLLEGE AVE STUDENT LOANS                          | CUSIP: 19425AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    721553 | PA      | $657172.28    | 0.03%             | 2052-06-25      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032674<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -8969000 | PA      | $-8074902.81  | -0.31%            | 2055-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     62474 | PA      | $55443.20     | 0.00%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L3E49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159225 | PA      | $133546.93    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AXJ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    468151 | PA      | $454839.09    | 0.02%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16939 | PA      | $17713.10     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                   | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    749000 | PA      | $512099.54    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                                     | NELNET STUDENT LOAN TRUST                          | CUSIP: 64034QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3168087 | PA      | $3174731.14   | 0.12%             | 2062-04-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO LTD                                                                            | ARES CLO LTD                                       | CUSIP: 039939AN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $628742.47    | 0.02%             | 2038-01-25      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                | BX TRUST                                           | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3049000 | PA      | $3106380.11   | 0.12%             | 2047-06-13      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QST68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6486718 | PA      | $6610206.33   | 0.25%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                | ANGEL OAK MORTGAGE TRUST 2024 1                    | CUSIP: 03465XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3501347 | PA      | $3506757.91   | 0.13%             | 2068-08-25      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                          | ENTERPRISE FLEET FINANCING LLC                     | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423000 | PA      | $429732.89    | 0.02%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                | BX TRUST                                           | CUSIP: 05612FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $779960.73    | 0.03%             | 2026-03-15      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                              | VERUS SECURITIZATION TRUST 2022 2                  | CUSIP: 92538XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1522631 | PA      | $1414826.33   | 0.05%             | 2067-02-25      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLEB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2727540 | PA      | $2750635.89   | 0.11%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    670639 | PA      | $654351.28    | 0.03%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | SG COMMERCIAL MORTGAGE SECURITIES TRUST            | CUSIP: 78419CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $122148.98    | 0.00%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2958114 | PA      | $2372478.65   | 0.09%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2861000 | PA      | $2900556.19   | 0.11%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347306 | PA      | $349012.69    | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X4WD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7498 | PA      | $6873.76      | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A24Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    196053 | PA      | $177024.48    | 0.01%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1634486 | PA      | $1391274.57   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10236 | PA      | $9838.63      | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QGE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    423669 | PA      | $408621.14    | 0.02%             | 2044-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W5MS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35947 | PA      | $31735.29     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                   | CHARTER COMM OPT LLC                               | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113652.88    | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26485822 | PA      | $21114399.94  | 0.81%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Corporacion Financiera de Desarrollo S.A.                                               | CORP FINANCIERA DE DESARROLLO SA                   | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              |  | PE        |    402000 | PA      | $414429.84    | 0.02%             | 2029-04-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1494 | PA      | $1450.08      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132HNMK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13424 | PA      | $12720.12     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24266 | PA      | $24943.25     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQE84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262666 | PA      | $238716.87    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XX7B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2515712 | PA      | $2304247.02   | 0.09%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                               | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 67448UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2073986 | PA      | $2061219.94   | 0.08%             | 2065-03-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                                 | DRYDEN 37 SENIOR LOAN FUND                         | CUSIP: 26249MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755052 | PA      | $755347.07    | 0.03%             | 2031-01-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QTAC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10492 | PA      | $9895.59      | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EJXL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86011 | PA      | $85698.19     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                               | SAUDI ARABIAN OIL CO                               | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    604000 | PA      | $362395.17    | 0.01%             | 2070-11-24      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE TRUST                                                               | COMMERCIAL MORTGAGE TRUST                          | CUSIP: 381056000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2783050 | PA      | $2753982.23   | 0.11%             | 2048-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                                   | VALE OVERSEAS LTD                                  | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    140000 | PA      | $136649.24    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143571 | PA      | $137359.69    | 0.01%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620C5BR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9557 | PA      | $9414.51      | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EHT69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38375 | PA      | $38674.03     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONNI COMMERCIAL MORTGAGE TRUST                                                          | ONNI COMMERICAL MORTGAGE TRUST 2024 APT            | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    701000 | PA      | $715654.33    | 0.03%             | 2039-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KJVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    666888 | PA      | $587303.23    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1360000 | PA      | $1216987.50   | 0.05%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                    | VICI PROPERTIES LP                                 | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  21405000 | PA      | $21458790.77  | 0.83%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53972 | PA      | $50938.54     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1075745 | PA      | $1022446.93   | 0.04%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WQPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9621 | PA      | $9493.71      | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                    | META PLATFORMS INC                                 | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1432439.21   | 0.06%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                                         | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 35563PFG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394239 | PA      | $380548.18    | 0.01%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KA6L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181379 | PA      | $152135.87    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5416000 | PA      | $5495970.60   | 0.21%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                              | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES        | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1312449 | PA      | $1145613.74   | 0.04%             | 2066-10-25      | Variable      | 1.84%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2958 | PA      | $2932.64      | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2143291 | PA      | $1877949.38   | 0.07%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H6PA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306975 | PA      | $280897.60    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    458698 | PA      | $440364.65    | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                              | EURO SCHATZ INDEX FUTURE SEP25                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       270 | NC      | $-795.13      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                                                             | PFIZER INC                                         | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    610000 | PA      | $556878.15    | 0.02%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                                               | MFRA TRUST                                         | CUSIP: 55287MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720316 | PA      | $1729184.55   | 0.07%             | 2070-05-27      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QHBG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1216821 | PA      | $1020678.41   | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | BANK OF AMERICA CORP                               | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    206000 | PA      | $203559.72    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QWH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    192517 | PA      | $190865.91    | 0.01%             | 2044-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                                           | SK HYNIX INC                                       | CUSIP: Y8085FBL3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $215017.00    | 0.01%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241LJB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26055 | PA      | $26397.48     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    416165 | PA      | $398389.87    | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                                             | PRKCM 2021 AFC2 TRUST                              | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1799336 | PA      | $1572134.96   | 0.06%             | 2056-11-25      | Variable      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    528151 | PA      | $484674.85    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L8JK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    526455 | PA      | $398524.56    | 0.02%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128M9GP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80155 | PA      | $75949.93     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings S.a r.l.                                                             | EIG PEARL HOLDINGS SARL                            | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    915000 | PA      | $709204.61    | 0.03%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QELS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2334416 | PA      | $1977826.44   | 0.08%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27920 | PA      | $26713.06     | 0.00%             | 2031-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKPN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385479 | PA      | $357246.70    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3693 | PA      | $3580.38      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | BANK OF AMERICA CORP                               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5770000 | PA      | $5079382.93   | 0.20%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                    | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023 A   | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3647342 | PA      | $3726005.80   | 0.14%             | 2071-10-15      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49942 | PA      | $47167.43     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2865000 | PA      | $2768418.16   | 0.11%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16285000 | PA      | $12396320.16  | 0.48%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138Y1DK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22718 | PA      | $22494.74     | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2502 | PA      | $2480.22      | 0.00%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31412PG70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31867 | PA      | $32117.92     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                                       | OCTAGON INVESTMENT PARTNERS XVII LTD               | CUSIP: 67590GBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1200400.85   | 0.05%             | 2031-01-25      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4568303 | PA      | $4082145.13   | 0.16%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138M8YB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12980 | PA      | $12762.78     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7103883 | PA      | $5984676.46   | 0.23%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1406544 | PA      | $1313117.40   | 0.05%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                           | COLLEGE AVE STUDENT LOANS 2021 C LLC               | CUSIP: 19424WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    689452 | PA      | $638783.60    | 0.02%             | 2055-07-26      | Fixed         | 2.32%                 | Yes           |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                                           | SABINE PASS LIQUEFACTION                           | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2983.77      | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H040673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2368000 | PA      | $2200390.00   | 0.08%             | 2055-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEBM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2510894 | PA      | $2127374.88   | 0.08%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                                 | DRYDEN SENIOR LOAN FUND                            | CUSIP: 26249BAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7095 | PA      | $7080.36      | 0.00%             | 2028-11-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                           | FEDERAL FARM CREDIT BANKS FUNDING CORP             | CUSIP: 3133ENJ92<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    625000 | PA      | $598225.00    | 0.02%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                           | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMVU3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2569000 | PA      | $2072337.80   | 0.08%             | 2036-04-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76851 | PA      | $73752.85     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE CO                                  | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6935000 | PA      | $6468413.20   | 0.25%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| INV MORTGAGE TRUST                                                                      | INV 2024 IND MORTGAGE TRUST                        | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160000 | PA      | $1159997.22   | 0.04%             | 2041-11-15      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                             | BARCLAYS COMMERCIAL MORTGAGE                       | CUSIP: 05554FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1405000 | PA      | $1520150.19   | 0.06%             | 2056-11-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7KE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    408430 | PA      | $344859.83    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST                                                      | DISCOVER CARD EXECUTION NOTE TRUST                 | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-MBS          | CORP              | US        |   5359000 | PA      | $5353699.74   | 0.21%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179NBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    218531 | PA      | $203197.28    | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HBB49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55667 | PA      | $53203.56     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GJ5A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15147 | PA      | $14761.80     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    772026 | PA      | $655092.71    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6855000 | PA      | $5046993.75   | 0.19%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QHPG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205441 | PA      | $184230.82    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F042673<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -2241000 | PA      | $-2143656.56  | -0.08%            | 2055-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27329 | PA      | $26649.67     | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPQ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    438056 | PA      | $442021.42    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    843263 | PA      | $801485.31    | 0.03%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                           | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMAG7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   6095000 | PA      | $4595422.77   | 0.18%             | 2035-09-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                       | CHASE MORTGAGE FINANCE                             | CUSIP: 16159GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188460 | PA      | $179566.82    | 0.01%             | 2049-07-25      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QHP66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302497 | PA      | $285382.38    | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                              | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  16348000 | PA      | $15898430.00  | 0.61%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5439000 | PA      | $5467894.69   | 0.21%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFKC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1073373 | PA      | $864852.95    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QDS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220471 | PA      | $203648.98    | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                 | SAUDI INTERNATIONAL BOND                           | CUSIP: 80413TAJ8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $173540.20    | 0.01%             | 2049-04-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJVT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    859493 | PA      | $792324.11    | 0.03%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418C4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67280 | PA      | $66975.98     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    818200 | PA      | $760350.70    | 0.03%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104970 | PA      | $100731.01    | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    283503 | PA      | $261069.66    | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNJL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338883 | PA      | $309753.86    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H3KJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20046 | PA      | $19774.47     | 0.00%             | 2033-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                             | QATAR PETROLEUM                                    | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              |  | QA        |    495000 | PA      | $433304.69    | 0.02%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                                                | PRET 2025 RPL2 TRUST                               | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    643203 | PA      | $588953.14    | 0.02%             | 2064-08-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179V4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1015709 | PA      | $903447.10    | 0.03%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQLE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198636 | PA      | $202218.74    | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235749 | PA      | $232993.49    | 0.01%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DQQ58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2085401 | PA      | $2128445.70   | 0.08%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                                          | SOCIAL PROFESSIONAL LOAN PROGRAM LLC               | CUSIP: 83404WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199341 | PA      | $195136.58    | 0.01%             | 2048-08-17      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312943JY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12314 | PA      | $11936.76     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                 | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    430000 | PA      | $368170.30    | 0.01%             | 2032-03-27      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KEXZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10106 | PA      | $9695.46      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                 | DUKE ENERGY CORP                                   | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    527000 | PA      | $397928.21    | 0.02%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                                                     | PFS FINANCING CORP                                 | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7235000 | PA      | $7280782.57   | 0.28%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AFPL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8868 | PA      | $8735.94      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213FZ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     77823 | PA      | $73177.64     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                                               | MFA 2023 NQM3 TRUST                                | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2441671 | PA      | $2477781.72   | 0.10%             | 2068-07-25      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XWA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44411 | PA      | $41102.32     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                             | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3013000 | PA      | $2996603.25   | 0.12%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGMR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659817 | PA      | $620875.03    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                       | INTEL CORP                                         | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    139000 | PA      | $130266.77    | 0.01%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5X87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    548285 | PA      | $541186.26    | 0.02%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14511000 | PA      | $14580720.86  | 0.56%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                        | SMB PRIVATE EDUCATION LOAN TRUST 2022 D            | CUSIP: 78454XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3995743 | PA      | $4047710.15   | 0.16%             | 2058-10-15      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6955000 | PA      | $7128331.61   | 0.27%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7605000 | PA      | $7842656.25   | 0.30%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307UV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5327 | PA      | $5162.86      | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LTFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6302 | PA      | $5971.47      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                | NXP BV NXP FUNDING LLC NXP USA INC                 | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    201000 | PA      | $174110.22    | 0.01%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1337344 | PA      | $1075614.13   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                              | ANGLO AMERICAN CAPITAL                             | CUSIP: 034863BF6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    535000 | PA      | $526587.66    | 0.02%             | 2054-04-05      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                                               | AT T INC                                           | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $2120124.67   | 0.08%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GSSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100969 | PA      | $95670.22     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132J72F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101967 | PA      | $90599.57     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3262656 | PA      | $2614245.97   | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                                   | GEORGIA POWER CO                                   | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    650000 | PA      | $653421.60    | 0.03%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LCM LIMITED PARTNERSHIP                                                                 | LCM XVIII LP                                       | CUSIP: 50188GAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102133 | PA      | $102129.62    | 0.00%             | 2031-04-20      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    121845 | PA      | $117567.43    | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M55C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41957 | PA      | $40276.91     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1408852 | PA      | $1274006.12   | 0.05%             | 2044-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HJJS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227001 | PA      | $214139.10    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | 5 YEAR US TREASURY NOTE FUTURE SEP25               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       656 | NC      | $812716.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BMN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111235 | PA      | $110017.64    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 312941KX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12541 | PA      | $12515.63     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                                 | MOSAIC SOLAR LOAN TRUST 2022 2                     | CUSIP: 61946UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129245 | PA      | $119788.07    | 0.00%             | 2053-01-21      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Colbun S.A.                                                                             | COLBUN SA                                          | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    506000 | PA      | $449180.25    | 0.02%             | 2032-01-19      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1988040 | PA      | $1686409.87   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QTEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1882018 | PA      | $1945807.32   | 0.07%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LTJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90586 | PA      | $87428.92     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H060671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10484000 | PA      | $10636345.63  | 0.41%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                             | FEDERAL HOME LOAN BANK                             | CUSIP: 3130APR31<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   4545000 | PA      | $3264800.76   | 0.13%             | 2041-11-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QPZK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8823189 | PA      | $8526905.16   | 0.33%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD.                                                                 | AS MILEAGE PLAN IP LTD                             | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     80000 | PA      | $79177.76     | 0.00%             | 2031-10-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EP6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13349 | PA      | $12982.98     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQA51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31856 | PA      | $31272.02     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOFI PERSONAL LOAN TRUST                                                                | JP MORGAN SECURITIES LLC                           | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1159169 | PA      | $1164315.47   | 0.04%             | 2031-02-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zartkoruen Mukodo Reszvenytarsasag                          | MFB MAGYAR FEJLESZTESI BANK ZRT                    | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              |  | HU        |    316000 | PA      | $325261.96    | 0.01%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                   | FREEPORT INDONESIA PT                              | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    213000 | PA      | $213318.22    | 0.01%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| APA CORPORATION                                                                         | APA CORP                                           | CUSIP: 03743QAF5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    718000 | PA      | $684932.51    | 0.03%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                                                     | PFS FINANCING CORP                                 | CUSIP: 69335PET8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189000 | PA      | $190615.60    | 0.01%             | 2028-03-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Ma'aden Sukuk Limited                                                                   | MA ADEN SUKUK LTD                                  | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    265000 | PA      | $269771.86    | 0.01%             | 2035-02-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321814 | PA      | $295315.82    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GNNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240929 | PA      | $229137.89    | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                                            | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX       | CUSIP: 64990FE26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1420000 | PA      | $1266881.40   | 0.05%             | 2031-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17085000 | PA      | $16997572.81  | 0.65%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                                        | KAZMUNAYGAS NATIONAL CO JSC                        | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    470000 | PA      | $406103.50    | 0.02%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F052672<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7910000 | PA      | $7907528.13   | 0.30%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG, LLC                                                                        | CAMERON LNG LLC                                    | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $2069545.75   | 0.08%             | 2035-01-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DMSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    724226 | PA      | $678801.50    | 0.03%             | 2050-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416WLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25984 | PA      | $25945.37     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Suzano International Finance B.V.                                                       | SUZANO INTL FINANCE BV                             | CUSIP: N8438JAB4<br>LEI: 5493000KMIB6J1KMKL84 | Long             | DBT              | CORP              | NL        |    278000 | PA      | $281545.06    | 0.01%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KQGC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    770374 | PA      | $763567.68    | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                   | ELEVANCE HEALTH INC                                | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1108643.26   | 0.04%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                      | ORACLE CORP                                        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $944391.33    | 0.04%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    965176 | PA      | $851321.70    | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                               | NELNET STUDENT LOAN TRUST                          | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3021720 | PA      | $2990159.97   | 0.12%             | 2057-03-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                | BX TRUST                                           | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1426714 | PA      | $1428799.15   | 0.05%             | 2029-04-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618BDHV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    183682 | PA      | $188586.04    | 0.01%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF TECHNOLOGY                                                      | CALIFORNIA INSTITUTE OF TECHNOLOGY                 | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    145000 | PA      | $122861.55    | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78661 | PA      | $71560.01     | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE2B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22201 | PA      | $21253.44     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VKP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    281209 | PA      | $274641.96    | 0.01%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                | CONSUMERS ENERGY CO                                | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    445000 | PA      | $447022.53    | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ETDL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    517552 | PA      | $515984.34    | 0.02%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                     | COMCAST CORP                                       | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $620423.49    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36197MRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     89321 | PA      | $86910.12     | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QT4C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4081607 | PA      | $4241149.54   | 0.16%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG, LLC                                                                        | CAMERON LNG LLC                                    | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    704000 | PA      | $638671.62    | 0.02%             | 2031-07-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140ECTE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    889942 | PA      | $823877.47    | 0.03%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                           | EMPRESA NACIONAL DEL PETROLEO                      | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    285000 | PA      | $293185.20    | 0.01%             | 2033-05-10      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DPR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    295877 | PA      | $293262.87    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JL4Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19650 | PA      | $19709.80     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                         | EQT CORP                                           | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2777000 | PA      | $3006943.93   | 0.12%             | 2030-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85888 | PA      | $80138.37     | 0.00%             | 2040-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202EVQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7652 | PA      | $7973.34      | 0.00%             | 2038-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMEK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3250885 | PA      | $3382295.79   | 0.13%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPUX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178725 | PA      | $176087.68    | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                        | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1312404.72   | 0.05%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FVMZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156220 | PA      | $143028.73    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38211 | PA      | $37110.33     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                 | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    324000 | PA      | $323309.56    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSFD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1880026 | PA      | $1895984.34   | 0.07%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                               | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022 3   | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165284 | PA      | $149233.38    | 0.01%             | 2049-07-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                               | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    815000 | PA      | $818162.20    | 0.03%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                                         | FREDDIE MAC SCRT                                   | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1087480 | PA      | $1037739.57   | 0.04%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | 10 YEAR US TREASURY NOTE FUTURE SEP25              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       267 | NC      | $499379.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1493793 | PA      | $1408417.31   | 0.05%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132HRMP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129670 | PA      | $116539.15    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GEB41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27223 | PA      | $27083.60     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EP4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23857 | PA      | $23338.63     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                                    | APPLOVIN CORP                                      | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    450000 | PA      | $438040.35    | 0.02%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBG95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1190349 | PA      | $1071502.55   | 0.04%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ELM TRUST                                                                               | ELM TRUST 2024 ELM                                 | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5430000 | PA      | $5471527.34   | 0.21%             | 2027-06-10      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $2979.38      | 0.00%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5645000 | PA      | $4193176.56   | 0.16%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSOCIATION                                                            | KEYBANK NA CLEVELAND OH                            | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2656569.30   | 0.10%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15646 | PA      | $15603.82     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36295K3W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2681 | PA      | $2877.65      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                            | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2091000 | PA      | $2098220.18   | 0.08%             | 2027-07-22      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24978 | PA      | $23563.60     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J73M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    733586 | PA      | $721843.14    | 0.03%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29763 | PA      | $28076.80     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5587000 | PA      | $5146202.46   | 0.20%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ESAW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    660198 | PA      | $602225.09    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NV50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4911 | PA      | $4806.71      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247715 | PA      | $217112.04    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416BN61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149330 | PA      | $153963.10    | 0.01%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                           | BROADCOM INC                                       | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1281261.28   | 0.05%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DMSG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    893442 | PA      | $788519.46    | 0.03%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                                    | BANK OF AMERICA CREDIT CARD TRUST                  | CUSIP: 05522RDG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6894000 | PA      | $6923499.80   | 0.27%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BV5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24775524 | PA      | $24846877.02  | 0.96%             | 2055-06-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36197MRS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     54297 | PA      | $52047.39     | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                                     | NELNET STUDENT LOAN TRUST 2021 C                   | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950945 | PA      | $1937687.38   | 0.07%             | 2062-04-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9191 | PA      | $8793.39      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138Y4UY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5636 | PA      | $5511.50      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CITIGROUP INC                                      | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3036000 | PA      | $3054583.36   | 0.12%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                         | EQT CORP                                           | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5559000 | PA      | $5733413.63   | 0.22%             | 2029-04-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PRODIGY FINANCE LTD                                                                     | PRODIGY FINANCE CM2021 1 DESIGNATED ACTIVITY CO    | CUSIP: 742855AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179919 | PA      | $179062.24    | 0.01%             | 2051-07-25      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                            | GS MORTGAGE SECURITIES CORP TRUST 2023 FUN         | CUSIP: 36267CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1505000 | PA      | $1509547.30   | 0.06%             | 2028-03-15      | Floating      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| GARTNER, INC.                                                                           | GARTNER INC                                        | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    958000 | PA      | $896658.30    | 0.03%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EM3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15266 | PA      | $15649.29     | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1148669 | PA      | $1058843.51   | 0.04%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FREDDIE MAC                                        | CUSIP: 3137B9AH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    845210 | PA      | $836931.24    | 0.03%             | 2044-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                | BENCHMARK MTG TR                                   | CUSIP: 08160KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $897074.55    | 0.03%             | 2072-12-15      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Securities Cash Management; Institutional Shares                       | DREYFUS TREASURY SECURITIES CASH MANAGEMENT        | CUSIP: 261941108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  37005925 | NS      | $37005924.94  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138M1YD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22534 | PA      | $21350.73     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                     | SUZANO AUSTRIA GMBH                                | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    381000 | PA      | $355488.24    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307UR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4095 | PA      | $3968.78      | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 1345 TRUST                                                                              | 1345T 2025 AOA                                     | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2045000 | PA      | $2052030.51   | 0.08%             | 2030-06-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSAX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3434337 | PA      | $3463468.46   | 0.13%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CITIGROUP INC                                      | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2469000 | PA      | $2473661.47   | 0.10%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VVZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1106815 | PA      | $986897.93    | 0.04%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC                                       | TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC  | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1484970 | PA      | $1482201.22   | 0.06%             | 2036-08-01      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2220000 | PA      | $1613749.21   | 0.06%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132ADQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    326243 | PA      | $301302.62    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX COMMERCIAL MORTGAGE TRUST 2024 AIRC             | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2698600 | PA      | $2708788.47   | 0.10%             | 2039-08-15      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                        | PACIFIC GAS ELECTRIC                               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2346000 | PA      | $1885871.98   | 0.07%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                                             | OCP CLO 2025 40 LTD                                | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175000 | PA      | $1172068.50   | 0.05%             | 2038-04-16      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $89702.15     | 0.00%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    829374 | PA      | $726819.22    | 0.03%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5964 | PA      | $5779.59      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                                      | OHIO POWER CO                                      | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    632000 | PA      | $383656.86    | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST                                                                   | INTOWN 2025 STAY MORTGAGE TRUST                    | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3674000 | PA      | $3658357.83   | 0.14%             | 2042-03-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                      | BMO 2024 5C8 MORTGAGE TRUST                        | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3040000 | PA      | $3154601.28   | 0.12%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| CONSORCIO TRANSMANTARO S.A.                                                             | CONSORCIO TRANSMANTARO SA                          | CUSIP: 210314AB6<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    962000 | PA      | $926482.00    | 0.04%             | 2034-04-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QUZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14086 | PA      | $13600.22     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420332 | PA      | $392665.58    | 0.02%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M4QV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10774 | PA      | $10065.56     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JP MORGAN CHASE CO                                 | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3739000 | PA      | $3661404.53   | 0.14%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BTGM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13182 | PA      | $12420.17     | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                    | META PLATFORMS INC                                 | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141193.46    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 30325WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2321664 | PA      | $2009470.88   | 0.08%             | 2031-10-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12210468 | PA      | $10027210.12  | 0.39%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                                   | TARGA RESOURCES CORP                               | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   4055000 | PA      | $3784044.90   | 0.15%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                | HCA INC                                            | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    963000 | PA      | $938482.02    | 0.04%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                | HCA INC                                            | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1824212.26   | 0.07%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSQK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3250050 | PA      | $3330672.91   | 0.13%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                              | JP MORGAN MORTGAGE TRUST 2021 12                   | CUSIP: 46592WBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    842482 | PA      | $820629.78    | 0.03%             | 2052-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                           | INDONESIA GOVERNMENT INTERNATIONAL BOND            | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    236000 | PA      | $286808.44    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1740000 | PA      | $1590236.03   | 0.06%             | 2054-06-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    886038 | PA      | $712186.63    | 0.03%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPJ25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    658921 | PA      | $653094.84    | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H052678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16387000 | PA      | $16404923.28  | 0.63%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2AK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29382 | PA      | $29626.23     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERA91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12917 | PA      | $11629.54     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    325767 | PA      | $301505.44    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                                                              | APIDOS CLO XX                                      | CUSIP: 03765LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421590 | PA      | $421975.69    | 0.02%             | 2031-07-16      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                   | DOMINION ENERGY INC                                | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1385615.00   | 0.05%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6981000 | PA      | $6991907.81   | 0.27%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                                      | OHIO POWER CO                                      | CUSIP: 677415CF6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    349000 | PA      | $384239.93    | 0.01%             | 2033-02-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERM72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79991 | PA      | $78294.70     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nexa Resources S.A.                                                                     | NEXA RESOURCES SA                                  | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    319000 | PA      | $334038.62    | 0.01%             | 2034-04-09      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133L8JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3706838 | PA      | $3408245.50   | 0.13%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE CO                                  | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1792752.60   | 0.07%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                                   | ALABAMA POWER CO                                   | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    480000 | PA      | $308788.32    | 0.01%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                   | WELLS FARGO CO                                     | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9786000 | PA      | $9999784.96   | 0.38%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BQDK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1784304 | PA      | $1241096.96   | 0.05%             | 2050-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80614 | PA      | $79053.43     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                | BX TRUST                                           | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1930000 | PA      | $1929986.30   | 0.07%             | 2026-03-15      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                      | ENERGY TRANSFER LP                                 | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $129062.52    | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                | BX TRUST                                           | CUSIP: 05612AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $937522.06    | 0.04%             | 2041-02-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NGT26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346466 | PA      | $353082.20    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX TRUST                                           | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1782862 | PA      | $1786359.48   | 0.07%             | 2040-12-09      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138AN5X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19781 | PA      | $19688.77     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M6RM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42408 | PA      | $44237.30     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BYFD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14906 | PA      | $13849.78     | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA DEV FIN AUTH REV                                                               | OKLAHOMA DEVELOPMENT FINANCE AUTHORITY             | CUSIP: 6789084G6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $246344.63    | 0.01%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                         | EQT CORP                                           | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5138000 | PA      | $5281987.31   | 0.20%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    738026 | PA      | $616629.71    | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Panama                                                                | BANCO NACIONAL DE PANAMA                           | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              |  | PA        |    200000 | PA      | $168250.00    | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2847206 | PA      | $2499733.84   | 0.10%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3358579 | PA      | $2284971.43   | 0.09%             | 2050-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                | MEXICO GOVERNMENT INTERNATIONAL BOND               | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $183710.80    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| LBA TRUST                                                                               | LBA TRUST                                          | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1910000 | PA      | $1911710.46   | 0.07%             | 2041-10-15      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FUAS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2072136 | PA      | $1696351.39   | 0.07%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5992500.00   | 0.23%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                     | COMMONSPIRIT HEALTH                                | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $319893.35    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2416463 | PA      | $2047314.49   | 0.08%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    932487 | PA      | $751336.51    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                                                   | UNIV OF CALIFORNIA CA REVENUES                     | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $42034.00     | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XQM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25349 | PA      | $24950.18     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST                                                          | BSTN COMMERCIAL MORTGAGE TRUST 2025 1C             | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1426000 | PA      | $1457984.61   | 0.06%             | 2044-06-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2974743 | PA      | $2377708.60   | 0.09%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FANNIE MAE                                         | CUSIP: 31397QJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2121414 | PA      | $2053557.83   | 0.08%             | 2041-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST                                                                             | HOMES TRUST                                        | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2593662 | PA      | $2592618.05   | 0.10%             | 2070-02-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HFE88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96763 | PA      | $88544.41     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402RUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60674 | PA      | $62169.99     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47423 | PA      | $45786.43     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1079412 | PA      | $862454.86    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGPU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2644163 | PA      | $2102224.08   | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136ATMA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354505 | PA      | $348201.01    | 0.01%             | 2046-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KYSX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42972 | PA      | $40091.47     | 0.00%             | 2040-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       769 | PA      | $742.71       | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital B.V.                                                                   | MINEJESA CAPITAL BV                                | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    306000 | PA      | $294864.97    | 0.01%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                      | T MOBILE USA INC                                   | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3121000 | PA      | $3050427.95   | 0.12%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25405000 | PA      | $25439733.46  | 0.98%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ELS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111757 | PA      | $116863.75    | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2496744 | PA      | $2106512.62   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM, INC.                                 | FRANCISCAN MISSIONARIES OF OUR LADY                | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    295000 | PA      | $215879.82    | 0.01%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                      | M T EQUIPMENT NOTE                                 | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    589000 | PA      | $589020.88    | 0.02%             | 2027-12-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                                                | TSMC ARIZONA CORP                                  | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    494000 | PA      | $490365.64    | 0.02%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Saudi Arabian Oil Company                                                               | SAUDI ARABIAN OIL CO                               | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    623000 | PA      | $396587.47    | 0.02%             | 2050-11-24      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4380000 | PA      | $4288122.67   | 0.17%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST                                                           | SG RESIDENTIAL MORTGAGE TRUST 2022 2               | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    687234 | PA      | $696213.29    | 0.03%             | 2067-09-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    395017 | PA      | $378728.32    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YGYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16743 | PA      | $16277.94     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                                                  | ORBIA ADVANCE CORP SAB                             | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204746.60    | 0.01%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    861825 | PA      | $702160.36    | 0.03%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1351133 | PA      | $1273508.61   | 0.05%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7880000 | PA      | $7197887.50   | 0.28%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ELS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29555 | PA      | $30879.05     | 0.00%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNE25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    883391 | PA      | $806615.61    | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24687 | PA      | $24159.86     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XEA38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    895540 | PA      | $716496.12    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M9YJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67908 | PA      | $70611.77     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241KYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8220 | PA      | $8532.48      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                                                 | MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST        | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $625538.16    | 0.02%             | 2034-12-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    744997 | PA      | $727084.06    | 0.03%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5485 | PA      | $5437.41      | 0.00%             | 2041-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                      | MANHATTAN WEST 2020 1MW MORTGAGE TRUST             | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1545000 | PA      | $1461099.61   | 0.06%             | 2039-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417TM62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152017 | PA      | $158592.62    | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                  | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2069000 | PA      | $1813441.26   | 0.07%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                            | NORTHROP GRUMMAN CORP                              | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1274000 | PA      | $1183674.67   | 0.05%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS, LLC                                                   | CHENIERE CORP CHRISTI HD                           | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   5136000 | PA      | $5175783.46   | 0.20%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22619 | PA      | $22363.71     | 0.00%             | 2030-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2260405 | PA      | $2342788.11   | 0.09%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1558522 | PA      | $1173854.24   | 0.05%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483011 | PA      | $410132.95    | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CF MORTGAGE TRUST                                                                       | CANTOR COMMERCIAL REAL ESTATE LENDING              | CUSIP: 12528YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595538 | PA      | $545546.30    | 0.02%             | 2052-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                             | FEDERAL HOME LOAN BANK                             | CUSIP: 3130B6R24<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   4530000 | PA      | $4534779.15   | 0.17%             | 2027-06-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180888 | PA      | $166023.55    | 0.01%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2343000 | PA      | $2321034.38   | 0.09%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                                         | BRAVO RESIDENTIAL FUNDING TRUST 2025 NQM2          | CUSIP: 10569NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2380184 | PA      | $2375825.62   | 0.09%             | 2064-11-25      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                                         | BRAVO RESIDENTIAL FUNDING TRUST                    | CUSIP: 10570QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2965848 | PA      | $2935961.43   | 0.11%             | 2065-05-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M32L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101449 | PA      | $100983.58    | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corporacion Financiera de Desarrollo S.A.                                               | CORP FINANCIERA DE DESAR                           | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              |  | PE        |    200000 | PA      | $202665.60    | 0.01%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268324 | PA      | $256716.87    | 0.01%             | 2032-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3110945 | PA      | $2627616.77   | 0.10%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5GJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153149 | PA      | $143509.63    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AMGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    161223 | PA      | $158826.36    | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                    | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63890BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25074 | PA      | $24964.95     | 0.00%             | 2059-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48718 | PA      | $48746.89     | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REV                                                                  | CALIFORNIA STATE UNIVERSITY                        | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $560828.50    | 0.02%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    532780 | PA      | $508398.55    | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312942H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83251 | PA      | $80753.70     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7JB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10906 | PA      | $9660.08      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335BJX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    277209 | PA      | $256563.96    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                   | CHARTER COMM OPT LLC CAP                           | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     84000 | PA      | $55758.44     | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BONDS                                 | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1990000 | PA      | $2135518.75   | 0.08%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRWZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7643961 | PA      | $7552179.60   | 0.29%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion S.A.                                                                  | KALLPA GENERACION SA                               | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    340000 | PA      | $351165.60    | 0.01%             | 2032-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F060675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4208000 | PA      | $4276380.00   | 0.16%             | 2055-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion S.A.                                                                  | KALLPA GENERACION SA                               | CUSIP: 156830AA9<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    727000 | PA      | $723495.86    | 0.03%             | 2027-08-16      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X5CS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1095588 | PA      | $1068239.64   | 0.04%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DQF35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    984740 | PA      | $1005535.37   | 0.04%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2637000 | PA      | $2624021.00   | 0.10%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                   | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    933000 | PA      | $654449.12    | 0.03%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1770000 | PA      | $1323005.86   | 0.05%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                                          | AEP TEXAS INC                                      | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    282000 | PA      | $285860.86    | 0.01%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                   | ARI FLEET LEASE TRUST                              | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1333302 | PA      | $1338379.91   | 0.05%             | 2032-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31292LGU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105296 | PA      | $99556.39     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40940 | PA      | $39419.95     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                      | ENERGY TRANSFER PARTNERS                           | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3241000 | PA      | $3289543.70   | 0.13%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH ED LN REV                                                   | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY      | CUSIP: 57563RTX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2035000 | PA      | $2068150.15   | 0.08%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                                                      | AMERICAN INTERNATIONAL GROUP INC                   | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    146000 | PA      | $122316.03    | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | BANK OF AMERICA CORP                               | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6617000 | PA      | $6434900.16   | 0.25%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                                           | AEP TRANSMISSION CO LLC                            | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    958000 | PA      | $582725.53    | 0.02%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YJF68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7692 | PA      | $7571.45      | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                                         | BRAVO RESIDENTIAL FUNDING TRUST 2023 NQM6          | CUSIP: 10569DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1934749 | PA      | $1967346.41   | 0.08%             | 2063-09-25      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJTH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383174 | PA      | $397483.50    | 0.02%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q83N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1602200 | PA      | $1565490.21   | 0.06%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL CONVENTIONAL LOAN                 | CUSIP: 31410KNH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35360 | PA      | $36325.81     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE CO                                  | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2469000 | PA      | $2530470.69   | 0.10%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H3H82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34661 | PA      | $34105.65     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                               | BAT CAPITAL CORP                                   | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   6149000 | PA      | $5701383.55   | 0.22%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                        | VIACOM INC                                         | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    678000 | PA      | $588857.24    | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                                | PRPM 2025 NQM1 TRUST                               | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2005619 | PA      | $1990821.91   | 0.08%             | 2069-11-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3990000 | PA      | $3923603.89   | 0.15%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX TRUST                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    745483 | PA      | $746170.76    | 0.03%             | 2039-12-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ENZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148093 | PA      | $144505.79    | 0.01%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1551828 | PA      | $1301806.76   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36230UEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65804 | PA      | $62432.55     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312938GD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11766 | PA      | $11753.07     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                         | ANTOFAGASTA PLC                                    | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    269000 | PA      | $278894.63    | 0.01%             | 2034-05-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | 30 YEAR US TREASURY BOND FUTURE SEP25              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -37 | NC      | $-93148.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                                                             | PFIZER INC                                         | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    357000 | PA      | $291093.16    | 0.01%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ETLL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327265 | PA      | $335900.41    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80311 | PA      | $77539.25     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5JU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270969 | PA      | $251032.02    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8855000 | PA      | $8441651.35   | 0.32%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                                                            | ADVANCED MICRO DEVICES INC                         | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10853.21     | 0.00%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                              | AMGEN INC                                          | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $989116.10    | 0.04%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1697000 | PA      | $1750163.82   | 0.07%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    150509 | PA      | $147324.64    | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                   | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   3638000 | PA      | $2331892.52   | 0.09%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CONE TRUST                                                                              | CART LTD                                           | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1452961.56   | 0.06%             | 2026-08-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1993935 | PA      | $1597567.84   | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                     | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   4819000 | PA      | $4944245.81   | 0.19%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QL66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    340412 | PA      | $326937.67    | 0.01%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                | ANGEL OAK MORTGAGE TRUST 2025 2                    | CUSIP: 03466QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1649590 | PA      | $1654147.22   | 0.06%             | 2070-02-25      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     47938 | PA      | $44966.35     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST                                                           | SG RESIDENTIAL MORTGAGE TRUST 2021 1               | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    608577 | PA      | $475127.18    | 0.02%             | 2061-07-25      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    933429 | PA      | $750549.57    | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3129414T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13571 | PA      | $13098.15     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                                              | NATIONAL BANK OF CANADA                            | CUSIP: 63307MB57<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |   5575000 | PA      | $5429046.50   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304316 | PA      | $287219.97    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                                    | GALAXY PIPELINE ASSETS BIDCO LTD                   | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    724257 | PA      | $592710.76    | 0.02%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                       | CROWN CASTLE INTL CORP                             | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1292102.12   | 0.05%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KYSR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    339552 | PA      | $316794.37    | 0.01%             | 2040-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NN26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7168 | PA      | $6855.07      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | BANK OF AMERICA CORP                               | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4196000 | PA      | $3657481.16   | 0.14%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior, S.A.                                        | BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA      | CUSIP: 05968CAC6<br>LEI: 549300CN3134K4LC0651 | Long             | DBT              |  | PA        |    670000 | PA      | $666098.59    | 0.03%             | 2025-09-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| TEXAS ST                                                                                | STATE OF TEXAS                                     | CUSIP: 882724YC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $322005.50    | 0.01%             | 2041-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                                                | DUKE ENERGY FLORIDA LLC                            | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2123000 | PA      | $1871452.10   | 0.07%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA, INC.                                                    | DOMINION ENERGY SOUTH CAROLINA INC                 | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    203000 | PA      | $218451.55    | 0.01%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                        | SMB PRIVATE EDUCATION LOAN TRUST 2024 A            | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2868724 | PA      | $2896292.43   | 0.11%             | 2056-03-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                                      | PIEDMONT NATURAL GAS CO INC                        | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    208000 | PA      | $184633.70    | 0.01%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                                        | HESS CORP                                          | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    563000 | PA      | $557179.71    | 0.02%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ACEN MORTGAGE TRUST                                                                     | ALEN 2021 ACEN MORTGAGE TRUST                      | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2810000 | PA      | $2690261.66   | 0.10%             | 2038-04-15      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWS96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    275429 | PA      | $253742.17    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                               | BAT CAPITAL CORP                                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2758000 | PA      | $2707909.20   | 0.10%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                      | PERUVIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    232000 | PA      | $185797.90    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WH3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102315 | PA      | $98404.71     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    593895 | PA      | $476970.31    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BONDS                                 | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7185000 | PA      | $7632097.83   | 0.29%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                    | VICI PROPERTIES LP                                 | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   4898000 | PA      | $4922734.90   | 0.19%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KYYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2440652 | PA      | $1942521.47   | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F0JT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    687610 | PA      | $648997.06    | 0.02%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                              | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46591NBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25161 | PA      | $25159.99     | 0.00%             | 2050-06-25      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                                      | REGIONAL MANAGEMENT ISSUANCE TRUST                 | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1874000 | PA      | $1784835.36   | 0.07%             | 2033-08-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31385XAZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24384 | PA      | $24974.69     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                  | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    623000 | PA      | $623857.87    | 0.02%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FED FUND 30DAY JUN25                                                                    | FED FUND 30DAY JUN25                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -26 | NC      | $227.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54980 | PA      | $50458.87     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278197 | PA      | $257145.66    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                | ANGEL OAK MORTGAGE TRUST 2023 6                    | CUSIP: 03464UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1086034 | PA      | $1123933.12   | 0.04%             | 2067-12-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | BANK OF AMERICA CORP                               | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7082000 | PA      | $6626577.83   | 0.26%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35564 | PA      | $34322.09     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    898042 | PA      | $721263.59    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                      | REPUBLIC OF PERU                                   | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    502000 | PA      | $452010.84    | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                                               | MFA 2023 INV2 TRUST                                | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1076494 | PA      | $1113106.43   | 0.04%             | 2066-09-25      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241KZW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     77628 | PA      | $78615.63     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WGJZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    528932 | PA      | $472931.53    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19560973 | PA      | $17217003.64  | 0.66%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                 | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    190000 | PA      | $204187.18    | 0.01%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                        | SMB PRIVATE EDUCATION LOAN TRUST 2020 B            | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    894249 | PA      | $842168.18    | 0.03%             | 2053-07-15      | Fixed         | 1.29%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X82Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3860703 | PA      | $3426804.87   | 0.13%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5305000 | PA      | $5057157.03   | 0.19%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC.                                                                            | TEXTRON INC                                        | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    238000 | PA      | $220962.77    | 0.01%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMUR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4337067 | PA      | $3823074.07   | 0.15%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                     | KINDER MORGAN INC                                  | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    510000 | PA      | $350268.51    | 0.01%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                | HCA INC                                            | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2651000 | PA      | $1745087.03   | 0.07%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481696 | PA      | $404931.28    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2349000 | PA      | $2399818.27   | 0.09%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312943Q63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11964 | PA      | $11597.26     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H042679<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10069000 | PA      | $9636347.66   | 0.37%             | 2055-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M9WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187023 | PA      | $191554.27    | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1078730 | PA      | $998791.70    | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6554 | PA      | $6445.46      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16119 | PA      | $16909.47     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179RVE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    118365 | PA      | $118900.33    | 0.00%             | 2045-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                             | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AL3V4<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    920000 | PA      | $699540.40    | 0.03%             | 2036-02-08      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                                                      | AMERICAN INTL GROUP                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    264000 | PA      | $232963.63    | 0.01%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                            | REPUBLIC OF HUNGARY                                | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    280000 | PA      | $315273.28    | 0.01%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M9MM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51277 | PA      | $48584.44     | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2642000 | PA      | $2690541.47   | 0.10%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179UQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14427 | PA      | $14121.21     | 0.00%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                                          | CHENIERE ENERGY PARTNERS LP                        | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1656875.91   | 0.06%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2795000 | PA      | $1920798.24   | 0.07%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE CO                                  | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4119000 | PA      | $3616659.12   | 0.14%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6NY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    856385 | PA      | $794891.46    | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                                           | AEP TRANSMISSION CO LLC                            | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198897.66    | 0.01%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417F2C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12387 | PA      | $12151.46     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                        | PARAMOUNT GLOBAL                                   | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    162000 | PA      | $124670.50    | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8665000 | PA      | $8746234.38   | 0.34%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGPQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1458646 | PA      | $1339617.65   | 0.05%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5375222 | PA      | $4762805.89   | 0.18%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34348 | PA      | $34341.39     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                           | COLLEGE AVENUE STUDENT LOANS LLC                   | CUSIP: 19424KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91188 | PA      | $91663.64     | 0.00%             | 2051-07-25      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31398STJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2072266 | PA      | $2005032.66   | 0.08%             | 2040-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6064136 | PA      | $4816128.86   | 0.19%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W9F88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40734 | PA      | $39886.18     | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST                                                                | ONE NEW YORK PLAZA TRUST 2020 1NYP                 | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510000 | PA      | $1460937.93   | 0.06%             | 2026-01-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                                    | APPLOVIN CORP                                      | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2606000 | PA      | $2640154.24   | 0.10%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                     | PECO ENERGY CO                                     | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    230000 | PA      | $143619.36    | 0.01%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    771138 | PA      | $786780.76    | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                           | BROADCOM INC                                       | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    106000 | PA      | $102377.77    | 0.00%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| AES Panama Generation Holdings S. de R.L.                                               | AES PANAMA GENERATION HOLDINGS SRL                 | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    254026 | PA      | $232751.57    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                                                    | ABU DHABI GOVT INTL                                | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              |  | AE        |    434000 | PA      | $335924.68    | 0.01%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XYBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107458 | PA      | $101938.24    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                   | WELLS FARGO COMMERCIAL MORTGAGE TRUST              | CUSIP: 94989XBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1015000 | PA      | $1008244.92   | 0.04%             | 2048-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                             | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2654000 | PA      | $2674616.15   | 0.10%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                                                | HCA INC                                            | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4027.74      | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KQDV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    344035 | PA      | $351288.81    | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1253174 | PA      | $1009700.26   | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3617BFTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    180701 | PA      | $175265.41    | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                             | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AEC81<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   4080000 | PA      | $3877354.56   | 0.15%             | 2033-05-16      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F030678<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -4465000 | PA      | $-3862225.00  | -0.15%            | 2055-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3935000 | PA      | $2899756.83   | 0.11%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XWBS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68257 | PA      | $63423.88     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XCQN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99792 | PA      | $98632.70     | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179069 | PA      | $167391.86    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion S.A.                                                     | CELULOSA ARAUCO Y CONSTITUCION SA                  | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    815000 | PA      | $778649.37    | 0.03%             | 2030-01-29      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    979214 | PA      | $782551.25    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1622101 | PA      | $1460432.39   | 0.06%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WF4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2807 | PA      | $2773.08      | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                   | WELLS FARGO COMPANY                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4422000 | PA      | $4513048.98   | 0.17%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                 | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    314000 | PA      | $315676.13    | 0.01%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515726 | PA      | $464453.75    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EW4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50866 | PA      | $49109.40     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                          | ENTERPRISE FLEET FINANCING 2024 3 LLC              | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1543000 | PA      | $1562383.57   | 0.06%             | 2028-08-21      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J74X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264600 | PA      | $261105.84    | 0.01%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XADR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4766721 | PA      | $4413222.57   | 0.17%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -30843000 | PA      | $-25575593.91 | -0.98%            | 2055-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                                  | SEQUOIA MORTGAGE TRUST 2024 HYB1                   | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2854735 | PA      | $2830773.82   | 0.11%             | 2063-11-25      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4528907 | PA      | $3850151.49   | 0.15%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWS47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    642872 | PA      | $593195.63    | 0.02%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| F.N.B. CORPORATION                                                                      | FNB CORP PA                                        | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    131000 | PA      | $131869.19    | 0.01%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132JNXG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36451 | PA      | $34806.54     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                   | WELLS FARGO COMMERCIAL MORTGAGE TRUST              | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8017689 | PA      | $65904.52     | 0.00%             | 2059-12-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022477<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1219000 | PA      | $1137955.54   | 0.04%             | 2040-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CITIGROUP INC                                      | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6888000 | PA      | $6312046.10   | 0.24%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                                           | GARTNER INC                                        | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   6014000 | PA      | $5708753.42   | 0.22%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94977 | PA      | $92114.59     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29371 | PA      | $28735.68     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XCV39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1436186 | PA      | $1320564.62   | 0.05%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51328 | PA      | $50139.62     | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241L6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28006 | PA      | $27908.14     | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5850000 | PA      | $5709234.38   | 0.22%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GYG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369078 | PA      | $348084.68    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELM TRUST                                                                               | ELM TRUST 2024 ELM                                 | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5430000 | PA      | $5471527.34   | 0.21%             | 2027-06-10      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EW4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56829 | PA      | $53633.56     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                               | MEXICO CITY AIRPORT TRUST                          | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    393000 | PA      | $324162.12    | 0.01%             | 2046-10-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EEHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9490 | PA      | $8992.18      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                        | PARAMOUNT GLOBAL                                   | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    234000 | PA      | $172921.55    | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    882000 | PA      | $889751.95    | 0.03%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WPHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17953 | PA      | $15849.91     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34854 | PA      | $36248.33     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                                           | FIRSTENERGY TRANSMISSION                           | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   3127000 | PA      | $2641805.30   | 0.10%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1054000 | PA      | $643969.29    | 0.02%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFK47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25571 | PA      | $24629.97     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                                       | MVM ENERGETIKA ZRT                                 | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | CORP              | HU        |    219000 | PA      | $230569.77    | 0.01%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNHX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1375196 | PA      | $1301675.83   | 0.05%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    895000 | PA      | $928632.42    | 0.04%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F5BJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47352 | PA      | $45303.76     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                                   | TARGA RESOURCES CORP                               | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2373526.60   | 0.09%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                 | CODELCO INC                                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   1058000 | PA      | $1035602.14   | 0.04%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418MT51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17815 | PA      | $18653.55     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COREWELL HEALTH                                                                         | BHSH SYSTEM OBLIGATED GROUP                        | CUSIP: 84765EAA6<br>LEI: 5493002M6WR7Y63L2862 | Long             | DBT              | CORP              | US        |    965000 | PA      | $677896.10    | 0.03%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJEN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117131 | PA      | $113085.78    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                                                        | ONEMAIN FINANCIAL ISSUANCE TRUST                   | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1726000 | PA      | $1777323.38   | 0.07%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                                       | FIRSTENERGY CORP                                   | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    602000 | PA      | $509760.36    | 0.02%             | 2047-07-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QES60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210348 | PA      | $194235.34    | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                                   | GEORGIA POWER CO                                   | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   4973000 | PA      | $4972756.32   | 0.19%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                                              | EQUINIX EUROPE 2 FINANCING CORP LLC                | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1092499.63   | 0.04%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                  | CVS HEALTH CORP                                    | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3582000 | PA      | $3094246.22   | 0.12%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418U4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27366 | PA      | $27218.28     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020679<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -26411000 | PA      | $-20897703.75 | -0.80%            | 2055-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15450 | PA      | $15608.80     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                             | PFIZER INC                                         | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    752000 | PA      | $465452.66    | 0.02%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1806000 | PA      | $1822790.15   | 0.07%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620C1RN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20618 | PA      | $19916.31     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                      | ORACLE CORP                                        | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2222096.47   | 0.09%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                                   | TARGA RESOURCES CORP                               | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1145867.48   | 0.04%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MIRA TRUST                                                                              | RMBS MIRAVET                                       | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115000 | PA      | $1158873.39   | 0.04%             | 2038-06-10      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M6SF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8343 | PA      | $7839.42      | 0.00%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                                    | APPLOVIN CORP                                      | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    562000 | PA      | $569324.55    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6009487 | PA      | $5002974.27   | 0.19%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                                  | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND           | CUSIP: 486661AH4<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    449000 | PA      | $477894.50    | 0.02%             | 2045-07-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15605 | PA      | $15562.50     | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18635000 | PA      | $12205197.12  | 0.47%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NAYE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1189915 | PA      | $1199380.39   | 0.05%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE CO                                  | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2588000 | PA      | $2362253.94   | 0.09%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L73E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192392 | PA      | $161395.08    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                           | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2929998.26   | 0.11%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                              | MMAF EQUIPMENT FINANCE LLC                         | CUSIP: 55318CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1692721 | PA      | $1736641.27   | 0.07%             | 2049-07-13      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30317 | PA      | $29413.08     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                          | GOLUB CAPITAL PARTNERS CLO 81 B LTD                | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3325000 | PA      | $3318706.04   | 0.13%             | 2038-07-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WB6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108164 | PA      | $105759.83    | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEBK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2497668 | PA      | $2116099.82   | 0.08%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE3D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34136 | PA      | $33805.83     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                           | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMA44<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2875000 | PA      | $2311692.63   | 0.09%             | 2036-05-19      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6946282 | PA      | $5598370.88   | 0.22%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MFCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172702 | PA      | $163141.98    | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                                   | MASS INSTITUTE OF TECH                             | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    360000 | PA      | $299243.16    | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132JADY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58398 | PA      | $55198.46     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F050676<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2331000 | PA      | $2284744.22   | 0.09%             | 2055-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312944SL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17615 | PA      | $17074.49     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                     | COMMONSPIRIT HEALTH                                | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    130000 | PA      | $94287.18     | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6845000 | PA      | $7032539.31   | 0.27%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133L8KJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1577797 | PA      | $1450690.31   | 0.06%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1914174 | PA      | $1623614.10   | 0.06%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                   | WESTLAKE AUTOMOBILE RECEIVABLES TRUST              | CUSIP: 96043LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1482000 | PA      | $1487822.54   | 0.06%             | 2029-06-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QE4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233213 | PA      | $215203.31    | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AXKG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     66965 | PA      | $65035.72     | 0.00%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QK5J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5157099 | PA      | $4525830.48   | 0.17%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    101373 | PA      | $97814.20     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPCT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    599414 | PA      | $594119.49    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                                      | A D MORTGAGE TRUST 2025 NQM2                       | CUSIP: 00250EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2996301 | PA      | $3011172.96   | 0.12%             | 2070-06-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10384000 | PA      | $10485406.20  | 0.40%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGATTA FUNDING LTD                                                                     | REGATTA XVIII FUNDING LTD                          | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955000 | PA      | $951441.21    | 0.04%             | 2038-04-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                | 2 YEAR US TREASURY NOTE FUTURE SEP25               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       604 | NC      | $590730.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4766699 | PA      | $4050306.93   | 0.16%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                  | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1332732.38   | 0.05%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                                          | CHENIERE ENERGY PARTNERS                           | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    855000 | PA      | $861099.57    | 0.03%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                      | ORACLE CORP                                        | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3112000 | PA      | $2432787.33   | 0.09%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194337 | PA      | $183870.37    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                | MEXICO GOVERNMENT INTERNATIONAL BOND               | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   8720000 | PA      | $9103453.28   | 0.35%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY, INC.                                                                   | CHENIERE ENERGY INC                                | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   6265000 | PA      | $6351381.82   | 0.24%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDK88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285560 | PA      | $262545.17    | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                   | CHARTER COMM OPT LLC CAP                           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    741000 | PA      | $590516.24    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DQGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2842775 | PA      | $2867700.92   | 0.11%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERHD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17850 | PA      | $17188.26     | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29569475 | PA      | $23506143.43  | 0.90%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     94386 | PA      | $92948.18     | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1699309 | PA      | $1377061.22   | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                                              | MADISON PARK FUNDING XXXV LTD                      | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    896613 | PA      | $897945.97    | 0.03%             | 2032-04-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KPKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2296992 | PA      | $2206289.44   | 0.08%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FH2A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4491000 | PA      | $4252869.13   | 0.16%             | 2033-06-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7910000 | PA      | $8055840.63   | 0.31%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                         | EQT CORP                                           | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    699000 | PA      | $711767.93    | 0.03%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307M2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41082 | PA      | $40227.49     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XDA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    191310 | PA      | $162648.11    | 0.01%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MNP75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463266 | PA      | $423134.40    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                    | NAVIENT PRIVATE EDUCATION LOAN TRUST 2018 B        | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15512 | PA      | $15421.94     | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| AHS HOSPITAL CORP.                                                                      | AHS HOSPITAL CORP                                  | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $167431.55    | 0.01%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QDSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442810 | PA      | $409377.57    | 0.02%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H050672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14661000 | PA      | $14395269.38  | 0.55%             | 2055-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2496231 | PA      | $2120680.96   | 0.08%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3087000 | PA      | $3080247.19   | 0.12%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416YVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10815 | PA      | $10737.42     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KQQM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    958129 | PA      | $975157.51    | 0.04%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                                           | EQUINIX INC                                        | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   4079000 | PA      | $3862474.44   | 0.15%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                       | STORE CAPITAL CORP                                 | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   3021000 | PA      | $2661836.33   | 0.10%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240355 | PA      | $193998.30    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                                           | AEP TRANSMISSION CO LLC                            | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    675000 | PA      | $448062.98    | 0.02%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33738 | PA      | $33037.15     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | BANK OF AMERICA CORP                               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1342712.76   | 0.05%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                   | FOUNDRY JV HOLDCO LLC                              | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2708000 | PA      | $2847532.41   | 0.11%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNJM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    646420 | PA      | $592195.83    | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                | BX TRUST                                           | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1824780.14   | 0.07%             | 2044-03-09      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| COAST COMMERCIAL MORTGAGE TRUST                                                         | COAST COMMERCIAL MORTGAGE TRUST 2023 2HTL          | CUSIP: 19033EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1451652.25   | 0.06%             | 2036-08-15      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137BBFC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    717613 | PA      | $690156.76    | 0.03%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1468521 | PA      | $1295587.55   | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                        | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2168594 | PA      | $2155800.56   | 0.08%             | 2053-01-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DV6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1703930 | PA      | $1283363.05   | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MARICOPA CNTY ARIZ INDL DEV AUTH ED REV                                                 | MARICOPA COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY   | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $1081271.95   | 0.04%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities and Community Development Authority | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2870000 | PA      | $2926998.20   | 0.11%             | 2034-12-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                         | EQT CORP                                           | CUSIP: 26884LAS8<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1557337.56   | 0.06%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $980422.08    | 0.04%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LIMITED                                                                   | BHARTI AIRTEL LTD                                  | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |    280000 | PA      | $259353.92    | 0.01%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                      | ENERGY TRANSFER LP                                 | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2544000 | PA      | $2401561.44   | 0.09%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                              | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $843737.89    | 0.03%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    768000 | PA      | $786803.71    | 0.03%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3946000 | PA      | $4072087.01   | 0.16%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPF86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1276172 | PA      | $1264092.82   | 0.05%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q8VY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       510 | PA      | $467.10       | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                  | PERTAMINA PERSERO PT                               | CUSIP: 69370PAF8<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              |  | ID        |    470000 | PA      | $437100.00    | 0.02%             | 2030-01-21      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92050 | PA      | $92473.34     | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KJSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    678324 | PA      | $510910.37    | 0.02%             | 2050-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                             | BANK GOSPODARSTWA KRAJOW                           | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              |  | PL        |    200000 | PA      | $210344.00    | 0.01%             | 2028-10-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1394339 | PA      | $1127631.94   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                        | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312247 | PA      | $303168.35    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                                     | NELNET STUDENT LOAN TRUST 2021 A                   | CUSIP: 64035DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1668405 | PA      | $1568214.89   | 0.06%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                           | BROADCOM INC                                       | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6572000 | PA      | $6365974.37   | 0.25%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                              | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1360446.78   | 0.05%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X9FG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337305 | PA      | $318429.63    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                    | VICI PROPERTIES LP                                 | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1526030.42   | 0.06%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                 | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: X7360WCN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    150000 | PA      | $154706.85    | 0.01%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWKK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    729185 | PA      | $684064.93    | 0.03%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    760201 | PA      | $718257.67    | 0.03%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7UM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10476 | PA      | $9280.17      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY P.J.S.C.                                        | ABU DHABI DEVELOPMENTAL                            | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              |  | AE        |    272000 | PA      | $279824.90    | 0.01%             | 2029-05-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    761000 | PA      | $804945.47    | 0.03%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43000000 | PA      | $43057109.16  | 1.66%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133L8AU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    741586 | PA      | $687287.86    | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Latvijas Republika                                                                      | LATVIA GOVERNMENT INTERNATIONAL BOND               | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |    500000 | PA      | $498605.50    | 0.02%             | 2034-07-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                          | ENTERPRISE FLEET FINANCING LLC                     | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    554006 | PA      | $557221.97    | 0.02%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HMP40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38337 | PA      | $37703.35     | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AR4C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10656 | PA      | $10405.35     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International (23) Limited                                                 | CK HUTCHISON INTERNATIONAL 23 LTD                  | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |    344000 | PA      | $346541.47    | 0.01%             | 2028-04-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ET2L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159463 | PA      | $160662.24    | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133L8GG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1601314 | PA      | $1484037.32   | 0.06%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQFA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331310 | PA      | $302867.09    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GKD37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20165 | PA      | $19651.36     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                                   | TARGA RESOURCES CORP                               | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    248000 | PA      | $241540.84    | 0.01%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                              | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46654AAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    877703 | PA      | $777117.56    | 0.03%             | 2051-12-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NGTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    714929 | PA      | $720992.62    | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    122281 | PA      | $114911.86    | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                                          | SOCIAL PROFESSIONAL LOAN PROGRAM LLC               | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570160 | PA      | $549075.17    | 0.02%             | 2046-05-15      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194460 | PA      | $188285.88    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16085000 | PA      | $13179646.88  | 0.51%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                                    | FRESB MULTIFAMILY MORTGAGE PASS THROUGH            | CUSIP: 30308GAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    844106 | PA      | $820622.73    | 0.03%             | 2039-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                        | VIACOM INC                                         | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    210000 | PA      | $166510.89    | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   5742000 | PA      | $5239575.00   | 0.20%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| State of California                                                                     | CALIFORNIA ST                                      | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              |  | US        |    435000 | PA      | $505465.65    | 0.02%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                        | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2412000 | PA      | $1540558.87   | 0.06%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197101 | PA      | $190293.01    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                      | ORACLE CORP                                        | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7425000 | PA      | $5349148.20   | 0.21%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                 | DUKE ENERGY CORP                                   | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    368000 | PA      | $372835.52    | 0.01%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241285 | PA      | $220789.48    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515559 | PA      | $416063.98    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617B9SG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10870 | PA      | $10240.62     | 0.00%             | 2047-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    710075 | PA      | $627210.23    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAY MORTGAGE TRUST                                                                      | BAY 2025 LIVN MORTGAGE TRUST                       | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2720000 | PA      | $2722326.90   | 0.10%             | 2035-05-15      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140E1RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1708 | PA      | $1670.59      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1412468 | PA      | $1294490.01   | 0.05%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4468090 | PA      | $186852.97    | 0.01%             | 2029-12-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FMDA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133056 | PA      | $128119.15    | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WTV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11560 | PA      | $11405.89     | 0.00%             | 2028-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417GTW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5285 | PA      | $4751.10      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GTNA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3143993 | PA      | $3167850.54   | 0.12%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                               | OBX 2025 NQM4 TRUST                                | CUSIP: 67120QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2721284 | PA      | $2695719.77   | 0.10%             | 2055-02-25      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    337004 | PA      | $329872.29    | 0.01%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M9ZF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42241 | PA      | $42179.49     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                          | MORGAN STANLEY CAPITAL I TRUST                     | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1540000 | PA      | $1500850.29   | 0.06%             | 2049-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10167000 | PA      | $10623981.64  | 0.41%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                               | BAT CAPITAL CORP                                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3222000 | PA      | $3040594.96   | 0.12%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132JMGP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85838 | PA      | $80199.29     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179NDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    123559 | PA      | $114025.58    | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                                       | PIONEER NATURAL RESOURCES CO                       | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    532000 | PA      | $522276.64    | 0.02%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                                      | EFMT 2025 INV2                                     | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2835744 | PA      | $2844130.81   | 0.11%             | 2070-05-26      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36230NZ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2681 | PA      | $2638.87      | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                        | PACIFIC GAS ELECTRIC                               | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $183040.00    | 0.01%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                   | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND   | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    481000 | PA      | $446435.34    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1944409 | PA      | $1553526.17   | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30532 | PA      | $29204.17     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L73Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112101 | PA      | $94042.36     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS COMMERCIAL MORTGAGE TRUST                                                         | TEXAS COMMERCIAL MORTGAGE TRUST 2025 TWR           | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2537000 | PA      | $2532260.66   | 0.10%             | 2042-04-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138Y4BK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8297 | PA      | $8209.75      | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417F4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43882 | PA      | $39215.14     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                                | PRP ADVISORS LLC                                   | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    728153 | PA      | $735240.40    | 0.03%             | 2069-06-25      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    319216 | PA      | $292931.12    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    939767 | PA      | $826015.79    | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JSAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429427 | PA      | $345830.82    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DZ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    777025 | PA      | $729817.31    | 0.03%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SCG TRUST                                                                               | SCG COMMERCIAL MORTGAGE TRUST 2025 DLFN            | CUSIP: 78398EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    732000 | PA      | $726423.24    | 0.03%             | 2035-03-15      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| PLUSPETROL CAMISEA S.A.                                                                 | PLUSPETROL CAM PLUS LOTE                           | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $154537.05    | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F030470<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184000 | PA      | $175367.81    | 0.01%             | 2040-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                | BX TRUST                                           | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2805000 | PA      | $2804107.03   | 0.11%             | 2029-07-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| EQT CORPORATION                                                                         | EQT CORP                                           | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  11296000 | PA      | $11093858.08  | 0.43%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED NATIONS DEV CORP N Y REV                                                         | UNITED NATIONS DEVELOPMENT CORP                    | CUSIP: 911157ME2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $173682.30    | 0.01%             | 2040-08-01      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                               | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022 1   | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    334030 | PA      | $290001.97    | 0.01%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36189MS74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5897 | PA      | $5620.49      | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                        | PACIFIC GAS ELECTRIC                               | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    930000 | PA      | $933907.86    | 0.04%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1720 | PA      | $1641.55      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRXY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1822758 | PA      | $1861154.43   | 0.07%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1901946 | PA      | $1532558.31   | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                                 | SOCIEDAD QUIMICA Y MINERA DE CHILE SA              | CUSIP: 833636AJ2<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    515000 | PA      | $390437.98    | 0.02%             | 2050-01-22      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BUJD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1413568 | PA      | $1425502.95   | 0.05%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FLORIDA TIMBER FINANCE, LLC                                                   | NORTHWEST FLORIDA TIMBER                           | CUSIP: 667469AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $886717.35    | 0.03%             | 2029-03-04      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMJZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1957553 | PA      | $1564170.04   | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1572937 | PA      | $1258223.48   | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                                        | FLATIRON CLO LTD                                   | CUSIP: 33883DAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1121331.68   | 0.04%             | 2036-04-17      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QAAJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35210 | PA      | $33214.86     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                      | PERUVIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    135000 | PA      | $113826.20    | 0.00%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31459 | PA      | $30525.50     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VEGAS TRUST                                                                             | VEGAS TRUST 2024 TI                                | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3060000 | PA      | $3100926.70   | 0.12%             | 2039-11-10      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21056 | PA      | $22105.61     | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83029 | PA      | $81342.29     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HBB31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50403 | PA      | $47885.07     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2226815 | PA      | $1678364.34   | 0.06%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3131Y0ZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216760 | PA      | $203698.12    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2290186 | PA      | $2184117.22   | 0.08%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XTVX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132872 | PA      | $130772.69    | 0.01%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7104803 | PA      | $303090.77    | 0.01%             | 2030-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE CO                                  | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    438000 | PA      | $392138.77    | 0.02%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454493 | PA      | $443775.92    | 0.02%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                                                     | PFS FINANCING CORP                                 | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3221000 | PA      | $3266360.55   | 0.13%             | 2028-10-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FHWE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263332 | PA      | $237484.39    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                                    | CROSS 2023 H2 MORTGAGE TRUST                       | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735831 | PA      | $755197.68    | 0.03%             | 2068-11-25      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 35802FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249733 | PA      | $239267.58    | 0.01%             | 2034-08-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON, INC.                                                                       | DR HORTON INC                                      | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3315597.71   | 0.13%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                          | URUGUAY GOVERNMENT INTERNATIONAL BOND              | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    683214 | PA      | $721811.49    | 0.03%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   6138000 | PA      | $6043751.01   | 0.23%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 1345 TRUST                                                                              | 1345T 2025 AOA                                     | CUSIP: 68271CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995000 | PA      | $1000288.62   | 0.04%             | 2030-06-15      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BUEC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15072 | PA      | $14005.35     | 0.00%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2070 | PA      | $2051.25      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MJ3X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2293186 | PA      | $2100359.00   | 0.08%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H1WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161917 | PA      | $148159.30    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F012478<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -1781000 | PA      | $-1582237.62  | -0.06%            | 2040-07-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CSMC COMMERCIAL MORTGAGE TRUST                                                          | CSMC                                               | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2135000 | PA      | $2119411.60   | 0.08%             | 2038-11-15      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                              | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    385000 | PA      | $390944.02    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    689411 | PA      | $606519.11    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J6D20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298357 | PA      | $295056.49    | 0.01%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                         | CSAIL 2019 C15 COMMERCIAL MORTGAGE TRUST           | CUSIP: 22945DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $454991.96    | 0.02%             | 2052-03-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10669345 | PA      | $8694374.96   | 0.33%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS, LLC                                                   | CHENIERE CORPUS CHRISTI HOLDINGS LLC               | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   5461000 | PA      | $5264240.17   | 0.20%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265082 | PA      | $249514.89    | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro S.A.                                           | EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA        | CUSIP: 29246QAE5<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              |  | CL        |    577000 | PA      | $463878.00    | 0.02%             | 2050-05-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XQBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71628 | PA      | $70082.63     | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POINT BROADBAND FUNDING LLC                                                             | POINT BROADBAND FUNDING LLC                        | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    809000 | PA      | $809000.00    | 0.03%             | 2055-07-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166964 | PA      | $159742.75    | 0.01%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                        | PACIFIC GAS ELECTRIC                               | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    475000 | PA      | $394625.25    | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company QazaqGaz                                           | QAZAQGAZ NC JSC                                    | CUSIP: N/A<br>LEI: 635400YGLXBBSVHONW39       | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $195566.00    | 0.01%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113590 | PA      | $105974.65    | 0.00%             | 2039-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBKH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521118 | PA      | $482940.70    | 0.02%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L6U44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    722905 | PA      | $581475.45    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L7GE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55303 | PA      | $46387.62     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LTL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6749 | PA      | $6394.31      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Reign II (Multi-Property) Lease-Backed Pass-Through Trust                          | AT T REIGN II LB PTT                               | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2981622.61   | 0.11%             | 2044-12-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1705036 | PA      | $1448470.64   | 0.06%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY NOTE                                  | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4134000 | PA      | $4113975.94   | 0.16%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                                      | REGIONAL MANAGEMENT ISSUANCE TRUST                 | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $608048.53    | 0.02%             | 2036-07-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307U5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3866 | PA      | $3746.86      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19777584 | PA      | $16682559.68  | 0.64%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                                         | DAE FUNDING LLC                                    | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    342000 | PA      | $329693.47    | 0.01%             | 2028-03-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YBX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32409 | PA      | $31701.66     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                        | VIACOM INC                                         | CUSIP: 92553PBB7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    588000 | PA      | $572245.13    | 0.02%             | 2026-10-04      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFYM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24199 | PA      | $23276.23     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                                | PRESTON RIDGE PARTNER MORTGA                       | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    654485 | PA      | $642220.77    | 0.02%             | 2054-01-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                                          | CHENIERE ENERGY PARTNERS                           | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   6196000 | PA      | $6452495.81   | 0.25%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | BANK OF AMERICA CORP                               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1512453.53   | 0.06%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                          | ORIENTAL REPUBLIC OF URUGUAY                       | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    281632 | PA      | $254605.47    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QC6E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268563 | PA      | $250903.02    | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCMF TRUST                                                                              | NCMF TRUST 2025 MFS                                | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2876000 | PA      | $2870877.84   | 0.11%             | 2033-06-10      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YTRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4231 | PA      | $4134.84      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                      | ALTRIA GROUP INC                                   | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   5305000 | PA      | $3666556.06   | 0.14%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KQWT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3727525 | PA      | $3759123.13   | 0.14%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                                                        | ONEMAIN FINANCIAL ISSUANCE TRUST 2023 2            | CUSIP: 68269HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2122000 | PA      | $2139874.20   | 0.08%             | 2036-09-14      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                          | ENTERPRISE FLEET FINANCING 2022 3 LLC              | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773000 | PA      | $771969.66    | 0.03%             | 2029-07-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                              | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46651HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70402 | PA      | $69801.64     | 0.00%             | 2050-02-25      | Fixed         | 3.49%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1592206 | PA      | $1541058.08   | 0.06%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                | ANGEL OAK MORTGAGE TRUST 2023 1                    | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1020376 | PA      | $1011076.17   | 0.04%             | 2067-09-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2160869 | PA      | $2121834.16   | 0.08%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                                               | CIM TRUST                                          | CUSIP: 12557LBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    541022 | PA      | $513924.85    | 0.02%             | 2049-08-25      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY                                     | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4918000 | PA      | $4295843.49   | 0.17%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    875000 | PA      | $867001.95    | 0.03%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                 | SAUDI GOVERNMENT INTERNATIONAL BOND                | CUSIP: 80413TAQ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    212000 | PA      | $189498.32    | 0.01%             | 2032-02-03      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBRZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220994 | PA      | $208225.97    | 0.01%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDQE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    932524 | PA      | $745829.72    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                                        | NRG ENERGY INC                                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    886000 | PA      | $871384.54    | 0.03%             | 2029-06-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX TRUST                                           | CUSIP: 05612EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    947436 | PA      | $949368.95    | 0.04%             | 2039-02-15      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KQKR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    797858 | PA      | $790809.70    | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                        | EMBRAER NETHERLANDS FINA                           | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102801.40    | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    314935 | PA      | $263567.51    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314485 | PA      | $271072.75    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                              | AMERICAN TOWER CORP                                | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    856000 | PA      | $759320.79    | 0.03%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                              | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    957000 | PA      | $645795.08    | 0.02%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                             | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QUZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12572 | PA      | $12138.30     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                | U S TREASURY BOND                                  | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44535000 | PA      | $33777014.06  | 1.30%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                            | BX TRUST                                           | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1047348 | PA      | $1048824.03   | 0.04%             | 2039-02-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                        | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    854000 | PA      | $876520.83    | 0.03%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202E7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17772 | PA      | $16997.25     | 0.00%             | 2039-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLAR                                                                              | U S DOLLAR                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    169020 | OU      | $-6710.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                             | PROSUS NV                                          | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    228000 | PA      | $212980.73    | 0.01%             | 2032-01-19      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** Allianz Variable Insurance Products Trust

**Signature:** Monique Labbe

**Name of Signer:** Monique Labbe

**Title:** Treasurer - Principal Financial Officer