# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001752724-25-206872
**Filing Date:** 2025-8
**Character Count:** 284613
**Document Hash:** 42165486c040878695a36ddb4b3fe0c3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-206872.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-206872

**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:** TRANSAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000778207

**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:** 811-04419
- **FILM NUMBER:** 251260041

**BUSINESS ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202
- **BUSINESS PHONE:** 720-482-8836

**MAIL ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES TRUST
- **DATE OF NAME CHANGE:** 20050511

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES FUND INC
- **DATE OF NAME CHANGE:** 20010501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WRL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Transamerica Janus Balanced VP (Series ID: S000025012)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000074409 | Service      |  |
| C000074410 | Initial      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TRANSAMERICA SERIES TRUST

- **b. Investment Company Act file number:** 811-04419

- **c. CIK number of Registrant:** 0000778207

- **d. LEI of Registrant:** 5493000QR1WGXIM5V222

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

  - **Street Address 1:** 1801 CALIFORNIA STREET

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202

  - **Telephone number:** 720-493-4256

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

- **a. Name of Series:** Transamerica Janus Balanced VP

- **b. EDGAR series identifier (if any):** S000025012

- **c. LEI of Series:** 549300H5SRTFMXMC7006

**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:** $888837443.13

**Total Liabilities:** $8232035.91

**Net Assets:** $880605407.22

**Delayed Delivery Securities:** $4055230.28

**Cash Not Reported:** $48926.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -340.84000000 | **1-Year:** -6688.20000000 | **5-Year:** -27408.26000000 | **10-Year:** -31163.59000000 | **30-Year:** -4865.43000000

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

- **3-Month:** -114.79000000 | **1-Year:** -2103.19000000 | **5-Year:** -8395.68000000 | **10-Year:** -4857.30000000 | **30-Year:** -352.66000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000074409 | 0.23%                | 4.41%                | 4.28%                |
| Class ID C000074410 | 0.28%                | 4.43%                | 4.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14150553.37             | $-13589717.27                              |
| Month 2  | $11153531.08             | $24350043.90                               |
| Month 3  | $4328467.44              | $30497775.51                               |

### Schedule of Portfolio Investments

| Name                                           | Title                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QNGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214923 | PA      | $197342.39    | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MJWN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68097 | PA      | $57343.23     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                           | QTS Issuer ABS I LLC                                                          | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1601000 | PA      | $1622414.18   | 0.18%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140NKTV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47319 | PA      | $46546.22     | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                            | CBAM Ltd.                                                                     | CUSIP: 12510TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1210000 | PA      | $1211263.24   | 0.14%             | 2035-01-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC             | CyrusOne Data Centers Issuer I LLC                                            | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    372724 | PA      | $367400.31    | 0.04%             | 2049-03-22      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                        | Duquesne Light Holdings, Inc.                                                 | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    642000 | PA      | $553584.23    | 0.06%             | 2032-01-07      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust                                                                   | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    309398 | PA      | $315878.06    | 0.04%             | 2054-05-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA, Inc.                                                                     | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    690000 | PA      | $705971.66    | 0.08%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                     | Nasdaq, Inc.                                                                  | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1349220.77   | 0.15%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132CWDV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63215 | PA      | $59644.77     | 0.01%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR Mortgage Trust                  | TYSN Mortgage Trust                                                           | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    924755 | PA      | $979560.88    | 0.11%             | 2033-12-10      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3142GRP38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    901333 | PA      | $927315.30    | 0.11%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3142GTLB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1503382 | PA      | $1505525.35   | 0.17%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co.                                                      | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125671.95    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                      | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    758000 | PA      | $759894.09    | 0.09%             | 2042-07-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                     | Intuit, Inc.                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      7207 | NS      | $5676449.41   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XHCF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236242 | PA      | $216043.65    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Croton Park CLO Ltd                            | Croton Park CLO Ltd.                                                          | CUSIP: 227800AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    594000 | PA      | $594604.10    | 0.07%             | 2036-10-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                         | Marlette Funding Trust                                                        | CUSIP: 57109LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60013 | PA      | $60124.68     | 0.01%             | 2033-06-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                      | CUSIP: 05610AAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    558882 | PA      | $558183.04    | 0.06%             | 2039-04-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust                                                                   | CUSIP: 31684GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    213943 | PA      | $216874.44    | 0.02%             | 2054-07-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                             | Aqua Finance Trust                                                            | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103957 | PA      | $95660.95     | 0.01%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    830000 | PA      | $831733.69    | 0.09%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust   | Arivo Acceptance Auto Loan Receivables Trust                                  | CUSIP: 04047EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20139 | PA      | $20102.44     | 0.00%             | 2028-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                        | CF Hippolyta Issuer LLC                                                       | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2064677 | PA      | $2075859.97   | 0.24%             | 2062-08-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp.                                                                   | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    649000 | PA      | $603984.39    | 0.07%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                  | Accenture PLC                                                                 | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |     15722 | NS      | $4699148.58   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MGDG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29927 | PA      | $26170.76     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XL5Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535452 | PA      | $518857.50    | 0.06%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VASA Trust                                     | VASA Trust                                                                    | CUSIP: 92230AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $412337.47    | 0.05%             | 2039-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp.                                                         | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2959000 | PA      | $3006752.67   | 0.34%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                 | Barings Loan Partners CLO Ltd. 5                                              | CUSIP: 06764CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    895249 | PA      | $894443.28    | 0.10%             | 2035-01-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSFH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    913872 | PA      | $935073.58    | 0.11%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                   | Voya CLO Ltd.                                                                 | CUSIP: 92920KAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    386336 | PA      | $386468.13    | 0.04%             | 2037-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                         | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    712000 | PA      | $616848.07    | 0.07%             | 2031-10-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XPP52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589539 | PA      | $607985.47    | 0.07%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133B42A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269189 | PA      | $226631.71    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                  | CUSIP: 05614JAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $225518.99    | 0.03%             | 2046-11-13      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                           | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    652620 | PA      | $652215.48    | 0.07%             | 2045-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XMC53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131097 | PA      | $114661.97    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes        | Santander Bank Auto Credit-Linked Notes                                       | CUSIP: 80290CBD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57961 | PA      | $58230.75     | 0.01%             | 2032-08-16      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                    | Vistra Corp.                                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     13543 | NS      | $2624768.83   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust                                                        | CUSIP: 81745AAA5<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     92803 | PA      | $80948.44     | 0.01%             | 2043-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QNBU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    993595 | PA      | $829242.40    | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XGJ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60827 | PA      | $55833.66     | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QBPV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18276 | PA      | $17718.43     | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC             | Compass Datacenters Issuer II LLC                                             | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1329000 | PA      | $1347952.07   | 0.15%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                     | Chipotle Mexican Grill, Inc.                                                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71386 | NS      | $4008323.90   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3131Y0QS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83136 | PA      | $80490.21     | 0.01%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                             | Seasoned Loans Structured Transaction Trust                                   | CUSIP: 35564CGD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    108353 | PA      | $107217.15    | 0.01%             | 2060-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co.                                                            | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    420000 | PA      | $432112.06    | 0.05%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana, Inc.                                                                  | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    544000 | PA      | $565614.61    | 0.06%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                           | Progressive Corp.                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     40668 | NS      | $10852662.48  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 3617B14A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33379 | PA      | $31139.87     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings, Inc.                                                            | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    490000 | PA      | $496075.40    | 0.06%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                     | Vertex Pharmaceuticals, Inc.                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      8516 | NS      | $3791323.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                           | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557214 | PA      | $557160.34    | 0.06%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                           | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    177170 | PA      | $177839.67    | 0.02%             | 2041-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp.                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     14828 | NS      | $3411626.24   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                       | Organon & Co./Organon Foreign Debt Co-Issuer BV                               | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    869000 | PA      | $784748.94    | 0.09%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     35140 | NS      | $5367635.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140NJD27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23328 | PA      | $22994.00     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                  | AppLovin Corp.                                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    721000 | PA      | $733670.96    | 0.08%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XHL21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    590244 | PA      | $541749.62    | 0.06%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QPHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1033110 | PA      | $945772.85    | 0.11%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group, Inc.                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     15118 | NS      | $4716362.46   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesee & Wyoming Inc (New)                    | Genesee & Wyoming, Inc.                                                       | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |   1511200 | PA      | $1502229.89   | 0.17%             | 2031-04-10      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO XV Ltd.                                           | CUSIP: 08179MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1283000 | PA      | $1285515.96   | 0.15%             | 2037-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                        | Columbia Pipelines Operating Co. LLC                                          | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $106363.96    | 0.01%             | 2043-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                       | Citadel Securities Global Holdings LLC                                        | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256505.78    | 0.03%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133A73R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45255 | PA      | $38303.99     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                 | Solventum Corp.                                                               | CUSIP: 83444MAT8<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    597000 | PA      | $591724.49    | 0.07%             | 2064-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MLUD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44926 | PA      | $43065.03     | 0.00%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DNA86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1114405 | PA      | $934549.30    | 0.11%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133BPL22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14921 | PA      | $14726.95     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp.                                                    | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    296000 | PA      | $312984.48    | 0.04%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown, Inc.                                                           | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    206000 | PA      | $207916.81    | 0.02%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp.                                                                  | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    679000 | PA      | $696673.40    | 0.08%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133B7F86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30029 | PA      | $27471.45     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                  | Amphenol Corp.                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     59380 | NS      | $5863775.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                      | BPR Trust                                                                     | CUSIP: 05610WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    831000 | PA      | $870734.68    | 0.10%             | 2038-10-05      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133B7FX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118945 | PA      | $104533.06    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3138EPX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28509 | PA      | $28382.60     | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XJAP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418093 | PA      | $405963.69    | 0.05%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                  | Hilton Worldwide Holdings, Inc.                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     17481 | NS      | $4655889.54   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140JLKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29762 | PA      | $28143.20     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                 | Rocket Cos., Inc.                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    374000 | PA      | $381117.22    | 0.04%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XP4X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282528 | PA      | $292300.69    | 0.03%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust     | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    416330 | PA      | $425048.22    | 0.05%             | 2043-05-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 3617AUZW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97196 | PA      | $91617.15     | 0.01%             | 2047-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                           | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |    574846 | PA      | $573770.80    | 0.07%             | 2041-12-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12255900 | PA      | $12275049.84  | 1.39%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie, Inc.                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     26861 | NS      | $4985938.82   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                  | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070787 | PA      | $1077465.93   | 0.12%             | 2041-10-15      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                               | GWT Trust                                                                     | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1141000 | PA      | $1143884.22   | 0.13%             | 2041-05-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust            | Homeward Opportunities Fund Trust                                             | CUSIP: 437919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $675105.10    | 0.08%             | 2040-03-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XFMH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    572559 | PA      | $482139.81    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DUYU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217775 | PA      | $190161.84    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co.                                                      | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    309000 | PA      | $309145.71    | 0.04%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co., Inc.                                             | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    893000 | PA      | $928310.66    | 0.11%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                         | Blue Owl Credit Income Corp.                                                  | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112282.63    | 0.01%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                             | BX Trust                                                                      | CUSIP: 05606FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173000 | PA      | $163084.26    | 0.02%             | 2041-12-09      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                          | Quikrete Holdings, Inc.                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    608000 | PA      | $625218.51    | 0.07%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                 | Solventum Corp.                                                               | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1752635.23   | 0.20%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust                                       | CUSIP: 79581UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    473624 | PA      | $488372.96    | 0.06%             | 2053-11-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                       | Vantage Data Centers LLC                                                      | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    596000 | PA      | $559601.56    | 0.06%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                  | Life Mortgage Trust                                                           | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    886000 | PA      | $858312.50    | 0.10%             | 2039-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22583800 | PA      | $22802580.56  | 2.59%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                   | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     10291 | NS      | $4172588.86   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                          | Costco Wholesale Corp.                                                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      4487 | NS      | $4441860.78   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group, Inc.                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    395000 | PA      | $407114.55    | 0.05%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31334YMG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8953 | PA      | $7767.42      | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                             | MIC Trust                                                                     | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584328 | PA      | $637172.75    | 0.07%             | 2038-12-05      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    804968 | PA      | $713012.14    | 0.08%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO Ltd.                                                                  | CUSIP: 671078AY9<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |    337764 | PA      | $338265.58    | 0.04%             | 2037-07-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                           | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-MBS          | CORP              | US        |    551474 | PA      | $554104.11    | 0.06%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                          | Uber Technologies, Inc.                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     41042 | NS      | $3829218.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133BAFM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119055 | PA      | $107973.18    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                             | Wendy's Funding LLC                                                           | CUSIP: 95058XAL2<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    354238 | PA      | $313212.95    | 0.04%             | 2051-06-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DPBH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154297 | PA      | $134692.18    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd                      | Regatta XXIII Funding Ltd.                                                    | CUSIP: 75889FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    264465 | PA      | $264706.46    | 0.03%             | 2035-01-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust        | Mello Mortgage Capital Acceptance                                             | CUSIP: 58550DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302574 | PA      | $294081.51    | 0.03%             | 2054-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133BPUK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    465640 | PA      | $459719.81    | 0.05%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                           | LHOME Mortgage Trust                                                          | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249645 | PA      | $252314.73    | 0.03%             | 2029-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                       | NIKE, Inc.                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     49651 | NS      | $3527207.04   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0N24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    492288 | PA      | $509207.53    | 0.06%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                           | CUSIP: 749420AA3<br>LEI: 254900HS4CN69R7ARQ97 | Long             | ABS-MBS          | CORP              | US        |    242758 | PA      | $244215.69    | 0.03%             | 2055-03-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QUBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    574852 | PA      | $583669.46    | 0.07%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                      | Sunoco LP                                                                     | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    908000 | PA      | $945575.76    | 0.11%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                   | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   1691300 | NS      | $1691300.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2019-OC11                             | BX Trust                                                                      | CUSIP: 05606FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    481000 | PA      | $452227.97    | 0.05%             | 2041-12-09      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133C2UD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    223291 | PA      | $219643.32    | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust 2025-AIP4        | KRE Commercial Mortgage Trust                                                 | CUSIP: 50077KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    749000 | PA      | $747127.50    | 0.08%             | 2042-03-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132Y2B54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6737 | PA      | $6745.87      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA, Inc.                                                                     | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $415073.59    | 0.05%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp.                                                    | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    852000 | PA      | $844988.98    | 0.10%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                           | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    723332 | PA      | $726857.35    | 0.08%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                  | ZF North America Capital, Inc.                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    413000 | PA      | $381711.51    | 0.04%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                           | Alpha Generation LLC                                                          | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    556205 | PA      | $555509.74    | 0.06%             | 2031-09-30      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133C7NJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249467 | PA      | $252509.91    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                               | DT Midstream, Inc.                                                            | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    959000 | PA      | $926226.69    | 0.11%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343083 | PA      | $300646.15    | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp.                                                             | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1368071.56   | 0.16%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| SOLVENTUM CORP                                 | Solventum Corp.                                                               | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1341550.10   | 0.15%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown, Inc.                                                           | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97894.75     | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding             | Gracie Point International Funding LLC                                        | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287000 | PA      | $287532.73    | 0.03%             | 2028-03-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group, Inc.                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1062006.81   | 0.12%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MJ7G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321177 | PA      | $293026.01    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140NPYA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26158 | PA      | $26476.83     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                           | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |    169318 | PA      | $172419.58    | 0.02%             | 2042-08-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                           | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    920375 | PA      | $920231.42    | 0.10%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | U.S. Bancorp                                                                  | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    857000 | PA      | $727406.05    | 0.08%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust     | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    305405 | PA      | $307124.20    | 0.03%             | 2043-07-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                   | Synopsys, Inc.                                                                | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    542000 | PA      | $549010.24    | 0.06%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp.                                                                   | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    244000 | PA      | $222945.19    | 0.03%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140HFFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76707 | PA      | $72811.20     | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                | OHA Credit Funding 7 Ltd.                                                     | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    812000 | PA      | $812000.00    | 0.09%             | 2038-07-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                           | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395911 | PA      | $398176.25    | 0.05%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                       | MSCI, Inc.                                                                    | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    992000 | PA      | $930440.65    | 0.11%             | 2030-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140HAMH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31257 | PA      | $27116.65     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings, Inc.                                                            | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    608000 | PA      | $615104.11    | 0.07%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1876800 | PA      | $1887796.88   | 0.21%             | 2026-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust     | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1437080 | PA      | $1446890.47   | 0.16%             | 2041-11-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                   | Moody's Corp.                                                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      4973 | NS      | $2494407.07   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Vantage Data Centers LLC                       | Vantage Data Centers Issuer LLC                                               | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   1953558 | PA      | $1882634.66   | 0.21%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown, Inc.                                                           | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    845000 | PA      | $731133.44    | 0.08%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                         | Blue Owl Credit Income Corp.                                                  | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    371000 | PA      | $396667.61    | 0.05%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    774000 | PA      | $792887.54    | 0.09%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP/GLP Financing II, Inc.                                         | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |     73000 | PA      | $73809.42     | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                        | HPS Loan Management Ltd.                                                      | CUSIP: 40440XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250277.25    | 0.03%             | 2035-01-23      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QNF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220111 | PA      | $192476.70    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QSTH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210091 | PA      | $204747.43    | 0.02%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31329Q5T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16285 | PA      | $15853.38     | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2476000 | PA      | $2489153.75   | 0.28%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust                                                       | CUSIP: 33853HAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1182881 | PA      | $1003184.59   | 0.11%             | 2051-12-30      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                    | Corteva, Inc.                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     36953 | NS      | $2754107.09   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140FXUY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236854 | PA      | $194702.60    | 0.02%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP/GLP Financing II, Inc.                                         | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              |  | US        |    333000 | PA      | $333072.59    | 0.04%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                  | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    745998 | PA      | $742500.80    | 0.08%             | 2036-09-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Trust               | LEX Mortgage Trust                                                            | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $216125.48    | 0.02%             | 2033-10-13      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140FXF72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9030 | PA      | $7774.22      | 0.00%             | 2057-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC             | CyrusOne Data Centers Issuer I LLC                                            | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $131460.44    | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp. Trust                                            | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1159000 | PA      | $1161071.48   | 0.13%             | 2041-11-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust                                                      | CUSIP: 034944AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    945856 | PA      | $935913.49    | 0.11%             | 2067-11-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133B2LX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113515 | PA      | $96199.94     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1125499 | PA      | $1009222.99   | 0.11%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    624218 | PA      | $605622.95    | 0.07%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                      | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    861000 | PA      | $858094.38    | 0.10%             | 2035-02-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                  | CME Group, Inc.                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     11037 | NS      | $3042017.94   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                      | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    737035 | PA      | $736574.06    | 0.08%             | 2036-02-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0XX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222887 | PA      | $226558.22    | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                           | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |    258132 | PA      | $261020.50    | 0.03%             | 2041-12-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                  | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710151 | PA      | $707266.03    | 0.08%             | 2036-09-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133BAFN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35735 | PA      | $32438.96     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140K3SF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9980 | PA      | $9627.02      | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust                                                      | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27467 | PA      | $27069.23     | 0.00%             | 2049-10-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group, Inc.                                            | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    910000 | PA      | $926638.47    | 0.11%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                   | Prologis, Inc.                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     33388 | NS      | $3509746.56   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3131Y8MN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110580 | PA      | $107991.34    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                      | LBA Trust                                                                     | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    752511 | PA      | $752980.12    | 0.09%             | 2039-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21956000 | PA      | $22552928.75  | 2.56%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    968000 | PA      | $979816.94    | 0.11%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201265 | PA      | $190314.68    | 0.02%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                     | Zoetis, Inc.                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     18384 | NS      | $2866984.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140J8K28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282766 | PA      | $251974.47    | 0.03%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust            | Homeward Opportunities Fund Trust                                             | CUSIP: 43789GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    424000 | PA      | $424940.39    | 0.05%             | 2039-09-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133BX6G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64482 | PA      | $63514.95     | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    570170 | PA      | $538856.88    | 0.06%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3138ENRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63991 | PA      | $62647.42     | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                             | A&D Mortgage Trust                                                            | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |    284634 | PA      | $285756.26    | 0.03%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp.                                                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     54314 | NS      | $5286924.76   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO X Ltd                              | Elmwood CLO X Ltd.                                                            | CUSIP: 29002VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    766000 | PA      | $766000.00    | 0.09%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                           | CUSIP: 74938PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100158 | PA      | $1107922.14   | 0.13%             | 2044-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                           | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |     28553 | PA      | $28710.77     | 0.00%             | 2043-06-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| CRB Securitization Trust                       | CRB Securitization Trust                                                      | CUSIP: 12670DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26722 | PA      | $26818.35     | 0.00%             | 2033-10-20      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DNH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78842 | PA      | $72505.73     | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    453000 | PA      | $469616.52    | 0.05%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133G62Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53838 | PA      | $51932.50     | 0.01%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                | Xcel Energy, Inc.                                                             | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    438000 | PA      | $447159.51    | 0.05%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                             | Wendy's Funding LLC                                                           | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    133351 | PA      | $122562.84    | 0.01%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                               | Berry Global, Inc.                                                            | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1375513.60   | 0.16%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                               | DT Midstream, Inc.                                                            | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288000 | PA      | $269468.04    | 0.03%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OPEN Trust                                     | OPEN Trust                                                                    | CUSIP: 68373BAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165551 | PA      | $165654.68    | 0.02%             | 2040-11-15      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust     | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    269244 | PA      | $269412.25    | 0.03%             | 2045-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XJQN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30410 | PA      | $26597.81     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MNNA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57574 | PA      | $52636.16     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3138EPHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103733 | PA      | $101521.37    | 0.01%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QDFP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77390 | PA      | $72709.87     | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                   | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    214000 | PA      | $221366.95    | 0.03%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC            | Compass Datacenters Issuer III LLC                                            | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    731000 | PA      | $738373.82    | 0.08%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 3617BA5W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12252 | PA      | $11611.63     | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    830000 | PA      | $851155.46    | 0.10%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                    | Extended Stay America Trust                                                   | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    367965 | PA      | $368080.25    | 0.04%             | 2038-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                    | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |     19422 | NS      | $6081805.08   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudsons Bay Simon JV Trust                     | Hudsons Bay Simon JV Trust                                                    | CUSIP: 44422PAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65328 | PA      | $65101.58     | 0.01%             | 2034-08-05      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust     | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    265121 | PA      | $265942.35    | 0.03%             | 2043-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     51000 | PA      | $51119.53     | 0.01%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp.                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     91684 | NS      | $45604538.44  | 5.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QVVE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    969711 | PA      | $970793.19    | 0.11%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes         | NRZ Excess Spread-Collateralized Notes                                        | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91642 | PA      | $90721.23     | 0.01%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DNHN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    545880 | PA      | $460761.03    | 0.05%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3138WQJB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46747 | PA      | $42047.06     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                   | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    944000 | PA      | $973264.93    | 0.11%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QTHG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310123 | PA      | $315114.45    | 0.04%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                        | Booz Allen Hamilton, Inc.                                                     | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    932000 | PA      | $956711.35    | 0.11%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MHTA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445629 | PA      | $390574.37    | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0WG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    576801 | PA      | $609667.24    | 0.07%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                           | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |    194114 | PA      | $195681.84    | 0.02%             | 2041-09-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                  | Intercontinental Exchange, Inc.                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     21427 | NS      | $3931211.69   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    379000 | PA      | $388738.85    | 0.04%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman CLO 32R Ltd.                                                 | CUSIP: 64135XAA9<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-CBDO         | CORP              | KY        |    788611 | PA      | $788611.00    | 0.09%             | 2039-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133AQP92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    158240 | PA      | $132441.73    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                           | GCAT Trust                                                                    | CUSIP: 36168YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    788048 | PA      | $670302.31    | 0.08%             | 2051-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                   | Stryker Corp.                                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     12027 | NS      | $4758242.01   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                         | Trane Technologies PLC                                                        | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     12514 | NS      | $5473748.74   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DQGE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181154 | PA      | $182520.88    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    642969 | PA      | $534883.63    | 0.06%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140NPNG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27637 | PA      | $27266.10     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133C5FR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34324 | PA      | $33740.32     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140NKCV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28134 | PA      | $27737.48     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140Q7DN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46098 | PA      | $42778.27     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QM6T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79998 | PA      | $73500.02     | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31346YPV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57953 | PA      | $50872.81     | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                       | Constellation Brands, Inc.                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     11562 | NS      | $1880906.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                  | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395715 | PA      | $396086.29    | 0.04%             | 2039-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133BVVE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21097 | PA      | $20829.08     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                    | NVIDIA Corp.                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    302981 | NS      | $47867968.19  | 5.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp.                                                              | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    109000 | PA      | $109728.23    | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 3622A2UF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    504638 | PA      | $491825.38    | 0.06%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                   | Chevron Corp.                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39011 | NS      | $5585985.09   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    604000 | PA      | $644162.75    | 0.07%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust                                       | CUSIP: 79581VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268506 | PA      | $271805.77    | 0.03%             | 2054-03-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                      | Adobe, Inc.                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     12531 | NS      | $4847993.28   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                    | Texas Debt Capital CLO Ltd.                                                   | CUSIP: 88239MAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    934000 | PA      | $936953.31    | 0.11%             | 2037-10-21      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QELR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1756341 | PA      | $1482273.16   | 0.17%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                           | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    172711 | PA      | $173098.72    | 0.02%             | 2045-05-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                           | Blue Owl Finance LLC                                                          | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    960000 | PA      | $987798.35    | 0.11%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140NAMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32188 | PA      | $31734.18     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                          | Toorak Mortgage Trust                                                         | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $260030.71    | 0.03%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MNP67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169802 | PA      | $154893.14    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XNVU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2237141 | PA      | $1878318.75   | 0.21%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                | Bayview MSR Opportunity Master Fund Trust                                     | CUSIP: 07336NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    437087 | PA      | $368720.59    | 0.04%             | 2051-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133B6F54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38452 | PA      | $32367.72     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MHU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59765 | PA      | $54310.81     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                        | CF Hippolyta Issuer LLC                                                       | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725133 | PA      | $726974.08    | 0.08%             | 2062-08-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                   | Alphabet, Inc.                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    116438 | NS      | $20654936.82  | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MJ6R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388393 | PA      | $341274.56    | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                    | SREIT Trust                                                                   | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83884 | PA      | $83831.73     | 0.01%             | 2038-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust                                         | CUSIP: 94990GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1014000 | PA      | $1017936.25   | 0.12%             | 2038-03-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                           | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |    178861 | PA      | $181656.76    | 0.02%             | 2043-04-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                  | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432000 | PA      | $431865.00    | 0.05%             | 2040-04-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                            | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    782000 | PA      | $529790.38    | 0.06%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 3622A2QL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    356691 | PA      | $340238.31    | 0.04%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                             | Walt Disney Co.                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     76138 | NS      | $9441873.38   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MSNE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107968 | PA      | $106565.28    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust                                                                   | CUSIP: 31684PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277000 | PA      | $276996.43    | 0.03%             | 2055-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                       | Marsh & McLennan Cos., Inc.                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     16644 | NS      | $3639044.16   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC             | CyrusOne Data Centers Issuer I LLC                                            | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1339000 | PA      | $1274550.98   | 0.14%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                           | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    877371 | PA      | $874853.80    | 0.10%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133C37K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71172 | PA      | $70009.23     | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                          | Civitas Resources, Inc.                                                       | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    204000 | PA      | $207108.55    | 0.02%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    676000 | PA      | $603326.04    | 0.07%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XL3A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1175612 | PA      | $1189949.97   | 0.14%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                          | Teva Pharmaceutical Finance Co. LLC                                           | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    311000 | PA      | $319740.66    | 0.04%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp.                                                              | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    561000 | PA      | $577602.94    | 0.07%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding Ltd.                                                             | CUSIP: 12567HAE2<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |    250874 | PA      | $251053.63    | 0.03%             | 2035-01-23      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                          | Civitas Resources, Inc.                                                       | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    732000 | PA      | $750432.49    | 0.09%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                     | Hudsons Bay Simon JV Trust                                                    | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321959 | PA      | $320395.18    | 0.04%             | 2034-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes         | NRZ Excess Spread-Collateralized Notes                                        | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184886 | PA      | $180468.22    | 0.02%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                            | Lightning Power LLC                                                           | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |   1059675 | PA      | $1060834.28   | 0.12%             | 2031-08-18      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                            | M&T Equipment Notes                                                           | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192618 | PA      | $193821.11    | 0.02%             | 2030-07-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237907 | PA      | $199286.16    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp.                                                         | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    799000 | PA      | $843152.75    | 0.10%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust                                                      | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153286 | PA      | $152519.81    | 0.02%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana, Inc.                                                                  | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227355.93    | 0.03%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133B3XQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177225 | PA      | $150244.15    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc   | BAMLL Re-REMICS Trust                                                         | CUSIP: 05493VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $147996.42    | 0.02%             | 2048-11-27      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                | Bayview MSR Opportunity Master Fund Trust                                     | CUSIP: 07336JAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    596464 | PA      | $552816.00    | 0.06%             | 2051-11-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140GQDG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17874 | PA      | $16565.94     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust                                                        | CUSIP: 81748KBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40529 | PA      | $36172.27     | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DNBL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86598 | PA      | $79143.76     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31418DKW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25598 | PA      | $24750.14     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31418AQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8635 | PA      | $7788.22      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                              | National Grid PLC                                                             | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    672000 | PA      | $706274.23    | 0.08%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust     | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    143664 | PA      | $143754.40    | 0.02%             | 2045-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust                                                      | CUSIP: 03464VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27347 | PA      | $26842.01     | 0.00%             | 2059-11-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140FXFH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    606953 | PA      | $528507.26    | 0.06%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133C4EP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18920 | PA      | $18648.46     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 3617BN4U6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46211 | PA      | $43526.45     | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3131XDAJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30308 | PA      | $29425.43     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                               | Berry Global, Inc.                                                            | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    224000 | PA      | $231164.03    | 0.03%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31416CE69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1400 | PA      | $1467.33      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust                                         | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83746 | PA      | $83698.62     | 0.01%             | 2040-02-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                       | Health Care Service Corp. A Mutual Legal Reserve Co.                          | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    510000 | PA      | $455959.31    | 0.05%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    388000 | PA      | $407283.34    | 0.05%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133W87L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152127 | PA      | $154460.21    | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MSCJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277963 | PA      | $267346.82    | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KGJ90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114980 | PA      | $111500.08    | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                           | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193509 | PA      | $194556.43    | 0.02%             | 2043-06-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                | TJX Cos., Inc.                                                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     25373 | NS      | $3133311.77   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC             | CyrusOne Data Centers Issuer I LLC                                            | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173519 | PA      | $176002.46    | 0.02%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust                                                                   | CUSIP: 31684LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    452778 | PA      | $455775.92    | 0.05%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MGJG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29065 | PA      | $24627.39     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3131Y1D80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239984 | PA      | $227176.08    | 0.03%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMRT                                           | SMRT Commercial Mortgage Trust                                                | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451000 | PA      | $449308.75    | 0.05%             | 2039-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140J7UG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13990 | PA      | $12985.03     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                          | Monster Beverage Corp.                                                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     59212 | NS      | $3709039.68   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                      | BPR Trust                                                                     | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1191755 | PA      | $1209846.79   | 0.14%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132A8GL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    369204 | PA      | $360460.24    | 0.04%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3131XUSX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57678 | PA      | $53152.32     | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                 | Rocket Cos., Inc.                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1601308.81   | 0.18%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JPMorgan Mortgage Trust                                                       | CUSIP: 46593VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326768 | PA      | $331375.31    | 0.04%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140K1TP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11281 | PA      | $10882.11     | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings, Inc.                                                            | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    787000 | PA      | $813815.92    | 0.09%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc   | BAMLL Re-REMICS Trust                                                         | CUSIP: 054988AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380014 | PA      | $332563.44    | 0.04%             | 2050-01-27      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                       | Health Care Service Corp. A Mutual Legal Reserve Co.                          | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    542000 | PA      | $527892.09    | 0.06%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                 | SELF Commercial Mortgage Trust                                                | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    993000 | PA      | $999427.09    | 0.11%             | 2034-11-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XRHY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245031 | PA      | $247880.71    | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                    | Netflix, Inc.                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      7276 | NS      | $9743509.88   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                     | Cadence Design Systems, Inc.                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     12522 | NS      | $3858654.30   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MGJK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71522 | PA      | $60208.93     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co.                                                                    | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    784000 | PA      | $842560.31    | 0.10%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1852000 | PA      | $1983196.64   | 0.23%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust                                                                   | CUSIP: 31684HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    351739 | PA      | $358309.83    | 0.04%             | 2054-03-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XGFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    988438 | PA      | $832092.59    | 0.09%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 3617BN3S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13362 | PA      | $12714.66     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC           | PRET Trust                                                                    | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    438001 | PA      | $423846.61    | 0.05%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    113000 | PA      | $113953.44    | 0.01%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                         | Intuitive Surgical, Inc.                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      6286 | NS      | $3415875.26   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTH CARE SERVICE CORP                       | Health Care Service Corp. A Mutual Legal Reserve Co.                          | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1317846.66   | 0.15%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140NC6H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23518 | PA      | $23169.70     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust                                       | CUSIP: 79582AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    883801 | PA      | $909133.18    | 0.10%             | 2053-08-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                 | 280 Park Avenue Mortgage Trust                                                | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    592515 | PA      | $586960.17    | 0.07%             | 2034-09-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 14 Ltd.                                                         | CUSIP: 05874XAN9<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250212.50    | 0.03%             | 2037-07-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140X8UA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65943 | PA      | $61980.97     | 0.01%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31418DQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    798708 | PA      | $699235.10    | 0.08%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64828CAA7<br>LEI: 549300U1MV4J7YQZG974 | Long             | ABS-MBS          | CORP              | US        |     72964 | PA      | $71987.57     | 0.01%             | 2058-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                      | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1095000 | PA      | $1088156.25   | 0.12%             | 2030-03-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                 | Mastercard, Inc.                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     34404 | NS      | $19332983.76  | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                           | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    151988 | PA      | $151608.07    | 0.02%             | 2041-11-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                       | Citadel Securities Global Holdings LLC                                        | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    384000 | PA      | $388562.28    | 0.04%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DMXR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1477120 | PA      | $1239333.19   | 0.14%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                   | Broadcom, Inc.                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     58196 | NS      | $16041727.40  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                      | Amgen, Inc.                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     14273 | NS      | $3985164.33   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust                                       | CUSIP: 79582MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356509 | PA      | $362863.18    | 0.04%             | 2054-04-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140ML4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14281 | PA      | $13679.43     | 0.00%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust                                                      | CUSIP: 03465YAA5<br>LEI: 25490045FDNHIWZ12934 | Long             | ABS-MBS          | CORP              | US        |    876298 | PA      | $868681.39    | 0.10%             | 2068-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DNWL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215375 | PA      | $203354.86    | 0.02%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132ADPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18024 | PA      | $17047.10     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140NEL94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45770 | PA      | $45114.18     | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO Ltd.                                                                  | CUSIP: 670898AQ8<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |    895249 | PA      | $894330.47    | 0.10%             | 2036-10-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co.                                                      | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    427000 | PA      | $468475.23    | 0.05%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XPNZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243167 | PA      | $251524.56    | 0.03%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132CW6B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    823230 | PA      | $773566.45    | 0.09%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QPQ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149465 | PA      | $136811.55    | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133BWKK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75996 | PA      | $74924.28     | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                             | Home Depot, Inc.                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     17258 | NS      | $6327473.12   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| MHC Commercial Mortgage Trust                  | MHC Commercial Mortgage Trust                                                 | CUSIP: 55316VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    607417 | PA      | $607416.81    | 0.07%             | 2038-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CENT Trust                                     | CENT Trust                                                                    | CUSIP: 12516WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    849000 | PA      | $850055.22    | 0.10%             | 2038-09-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co.                                                            | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    492000 | PA      | $502874.13    | 0.06%             | 2030-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QNPH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1390629 | PA      | $1273159.72   | 0.14%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41694 | PA      | $39443.75     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                              | PRPM LLC                                                                      | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202391 | PA      | $196853.94    | 0.02%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC             | Diamond Infrastructure Funding LLC                                            | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    821000 | PA      | $780889.63    | 0.09%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                           | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    222000 | PA      | $223114.73    | 0.03%             | 2055-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3131XDFC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53705 | PA      | $52111.88     | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology, Inc.                                                      | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $714940.95    | 0.08%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust        | Mello Mortgage Capital Acceptance                                             | CUSIP: 58549XBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442719 | PA      | $412278.09    | 0.05%             | 2051-08-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc   | BAMLL Re-REMICS Trust                                                         | CUSIP: 05493UAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328000 | PA      | $270649.20    | 0.03%             | 2050-07-27      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                        | CF Hippolyta Issuer LLC                                                       | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294044 | PA      | $276187.63    | 0.03%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36179UST0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1486077 | PA      | $1362678.92   | 0.15%             | 2049-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                      | BPR Trust                                                                     | CUSIP: 05592VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391000 | PA      | $380199.92    | 0.04%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation             | Chase Mortgage Finance Corp.                                                  | CUSIP: 46591HBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    598576 | PA      | $587732.71    | 0.07%             | 2050-02-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XLVY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2056704 | PA      | $1727408.53   | 0.20%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KGF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116222 | PA      | $112848.15    | 0.01%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MNNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105613 | PA      | $96349.40     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                         | Constellation Software, Inc.                                                  | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    744000 | PA      | $758944.23    | 0.09%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140HBFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53243 | PA      | $53216.78     | 0.01%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp.                                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    628000 | PA      | $576333.52    | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                              | PRPM LLC                                                                      | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    596226 | PA      | $557368.70    | 0.06%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     26653 | NS      | $3625074.53   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Oasis Securitisation                           | Libra Solutions LLC                                                           | CUSIP: 53161XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    439000 | PA      | $435976.65    | 0.05%             | 2038-09-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                        | Jane Street Group/JSG Finance, Inc.                                           | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1338658.26   | 0.15%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140FXEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498808 | PA      | $445632.16    | 0.05%             | 2056-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KHGG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77345 | PA      | $75056.10     | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KGF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20963 | PA      | $20306.36     | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3131XC5X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89558 | PA      | $86979.02     | 0.01%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133BMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256818 | PA      | $258559.03    | 0.03%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                            | CBAM Ltd.                                                                     | CUSIP: 12510TAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    308466 | PA      | $308681.00    | 0.04%             | 2035-01-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133C8HS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135466 | PA      | $137118.69    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QUD37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1396331 | PA      | $1397888.48   | 0.16%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3138ENS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249628 | PA      | $249656.74    | 0.03%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust        | Mello Mortgage Capital Acceptance                                             | CUSIP: 585490AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294771 | PA      | $248369.79    | 0.03%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140JGAN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49608 | PA      | $48061.73     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133C5TL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72290 | PA      | $71061.20     | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    521174 | PA      | $440262.64    | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DATA 2024-CNTR2 Mortgage Trust                 | DATA Mortgage Trust                                                           | CUSIP: 238020AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263256 | PA      | $264152.60    | 0.03%             | 2046-05-10      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 3617H1CH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19665 | PA      | $18884.02     | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    761000 | PA      | $783828.70    | 0.09%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding Ltd.                                                             | CUSIP: 12567HAC6<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $375721.88    | 0.04%             | 2035-01-23      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies               | Carlyle U.S. CLO Ltd.                                                         | CUSIP: 14315RAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1284000 | PA      | $1288442.64   | 0.15%             | 2037-10-17      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QNS60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    616416 | PA      | $541668.44    | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MMPS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53371 | PA      | $51420.11     | 0.01%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64831WAA8<br>LEI: 213800H34ZKQ2LAZZL53 | Long             | ABS-MBS          | CORP              | US        |    343000 | PA      | $343372.94    | 0.04%             | 2039-09-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133B9MB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121754 | PA      | $111065.34    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1429510 | PA      | $1215515.74   | 0.14%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                    | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      8809 | NS      | $6234569.75   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67115NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185479 | PA      | $157475.81    | 0.02%             | 2051-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140LW4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94329 | PA      | $93129.70     | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                        | CF Hippolyta Issuer LLC                                                       | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440947 | PA      | $436228.77    | 0.05%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust     | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    527000 | PA      | $539018.76    | 0.06%             | 2042-01-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust                                                      | CUSIP: 03465LAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96442 | PA      | $91795.02     | 0.01%             | 2065-04-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding LV Ltd.                                                  | CUSIP: 55819FAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1367389 | PA      | $1371521.25   | 0.16%             | 2037-07-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                 | ServiceNow, Inc.                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      4244 | NS      | $4363171.52   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132Y2M37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56910 | PA      | $53863.83     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust     | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    496000 | PA      | $498946.24    | 0.06%             | 2041-12-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XMJN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    530177 | PA      | $460027.57    | 0.05%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                           | GCAT Trust                                                                    | CUSIP: 36830QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    729006 | PA      | $733391.34    | 0.08%             | 2053-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                           | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1351336.40   | 0.15%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    234000 | PA      | $247019.38    | 0.03%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                | OHA Credit Funding 9 Ltd.                                                     | CUSIP: 67690AAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    630000 | PA      | $631726.83    | 0.07%             | 2037-10-19      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QBCV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11464 | PA      | $11128.99     | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                           | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196646 | PA      | $197814.53    | 0.02%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust             | EFMT                                                                          | CUSIP: 26846VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386536 | PA      | $389860.25    | 0.04%             | 2060-01-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140NPCL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55559 | PA      | $56236.51     | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                              | Teva Pharmaceutical Finance Netherlands IV BV                                 | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    896000 | PA      | $912069.71    | 0.10%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    231000 | PA      | $243103.36    | 0.03%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING, LLC                         | Taco Bell Funding LLC                                                         | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205342 | PA      | $186721.45    | 0.02%             | 2051-08-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| General Electric Co                            | General Electric Co.                                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     31034 | NS      | $7987841.26   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| AON NORTH AMERICA INC                          | Aon North America, Inc.                                                       | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1627067.30   | 0.18%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132A4C89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28134 | PA      | $29493.11     | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                     | Deere & Co.                                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      6075 | NS      | $3089076.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QSNC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244886 | PA      | $238809.14    | 0.03%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207373 | PA      | $164955.05    | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133G7BU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170118 | PA      | $160344.23    | 0.02%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                        | Charles Schwab Corp.                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     34289 | NS      | $3128528.36   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE SERVICES INC                              | CBRE Services, Inc.                                                           | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1310758.20   | 0.15%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust                                                                   | CUSIP: 31684UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353208 | PA      | $353187.44    | 0.04%             | 2054-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 3617H1CJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46757 | PA      | $44893.67     | 0.01%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD         | GoldenTree Loan Management U.S. CLO 17 Ltd.                                   | CUSIP: 38139FAN0<br>LEI: 549300TS068SCJRDSP12 | Long             | ABS-CBDO         | CORP              | JE        |    950000 | PA      | $951662.50    | 0.11%             | 2039-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                      | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $238200.00    | 0.03%             | 2030-03-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                             | Meta Platforms, Inc.                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     25657 | NS      | $18937175.13  | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                           | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |    306788 | PA      | $309512.13    | 0.04%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    688000 | PA      | $700416.36    | 0.08%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                         | CACI International, Inc.                                                      | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    319000 | PA      | $329191.42    | 0.04%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp.                                                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    371000 | PA      | $372193.14    | 0.04%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXXIV Ltd.                                               | CUSIP: 55819GAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    435000 | PA      | $435574.20    | 0.05%             | 2037-10-16      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                          | Sixth Street CLO IX Ltd.                                                      | CUSIP: 83012CAC9<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |    957000 | PA      | $959165.69    | 0.11%             | 2037-07-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp.                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     25323 | NS      | $5536367.49   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp.                                                    | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    420000 | PA      | $479929.80    | 0.05%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                         | American Tower Trust #1                                                       | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |   1406000 | PA      | $1429713.31   | 0.16%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    522000 | PA      | $527270.91    | 0.06%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| BXHPP TRUST                                    | BXHPP Trust                                                                   | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201000 | PA      | $192457.50    | 0.02%             | 2036-08-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140N0FK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241901 | PA      | $238826.03    | 0.03%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3131Y06M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60111 | PA      | $56936.20     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3131Y0KU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67376 | PA      | $61834.08     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DQ3A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    464692 | PA      | $390094.83    | 0.04%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                            | Cheniere Energy, Inc.                                                         | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    888000 | PA      | $909471.52    | 0.10%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust | Finance of America Structured Securities Trust                                | CUSIP: 31741BAB0<br>LEI: 254900W0S6GNEJ457023 | Long             | ABS-MBS          | CORP              | US        |    350176 | PA      | $335322.98    | 0.04%             | 2075-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust     | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    164185 | PA      | $164184.29    | 0.02%             | 2044-03-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                  | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $456772.92    | 0.05%             | 2028-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140H6B57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73133 | PA      | $67240.72     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                           | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |    284135 | PA      | $284266.85    | 0.03%             | 2045-01-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                        | CF Hippolyta Issuer LLC                                                       | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89945 | PA      | $88996.23     | 0.01%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                         | Cadence Design Systems, Inc.                                                  | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    540000 | PA      | $533484.61    | 0.06%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133B4H81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81563 | PA      | $71657.60     | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140LQQJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87815 | PA      | $73925.22     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP/GLP Financing II, Inc.                                         | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |   1220000 | PA      | $1215634.72   | 0.14%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    548601 | PA      | $486374.99    | 0.06%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QPYS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104220 | PA      | $95416.36     | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                               | Viper Energy, Inc.                                                            | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    835000 | PA      | $886006.11    | 0.10%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140HGGX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84203 | PA      | $71256.38     | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                      | BXP Trust                                                                     | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324000 | PA      | $313381.32    | 0.04%             | 2039-06-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                           | LHOME Mortgage Trust                                                          | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920061 | PA      | $924886.81    | 0.11%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 3622ABLY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1088093 | PA      | $910658.02    | 0.10%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                      | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    939765 | PA      | $939471.32    | 0.11%             | 2029-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust                                                      | CUSIP: 034937AA0<br>LEI: 254900GRN1I3WMM1H095 | Long             | ABS-MBS          | CORP              | US        |    595964 | PA      | $597539.92    | 0.07%             | 2070-04-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown, Inc.                                                           | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92811.19     | 0.01%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                      | Sunoco LP                                                                     | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    512000 | PA      | $537590.47    | 0.06%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC          | New Economy Assets Phase 1 Sponsor LLC                                        | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353000 | PA      | $323645.05    | 0.04%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC            | Compass Datacenters Issuer III LLC                                            | CUSIP: 20469BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $460005.46    | 0.05%             | 2050-02-25      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XL4Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463446 | PA      | $405342.90    | 0.05%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140K0HB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166772 | PA      | $157189.47    | 0.02%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MRLZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73367 | PA      | $70329.64     | 0.01%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                  | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281000 | PA      | $286068.71    | 0.03%             | 2046-11-13      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | U.S. Bancorp                                                                  | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    783000 | PA      | $797057.66    | 0.09%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XJXF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148052 | PA      | $139986.58    | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                               | DT Midstream, Inc.                                                            | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1558947.57   | 0.18%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group, Inc.                                            | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    281000 | PA      | $288380.63    | 0.03%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                | TEXAS Commercial Mortgage Trust                                               | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284000 | PA      | $283468.15    | 0.03%             | 2042-04-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                  | MHC Commercial Mortgage Trust                                                 | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165974 | PA      | $165974.13    | 0.02%             | 2038-04-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc   | BAMLL Re-REMICS Trust                                                         | CUSIP: 05493VAJ3<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $124839.72    | 0.01%             | 2048-11-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                  | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    414497 | PA      | $415992.58    | 0.05%             | 2039-08-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                       | Organon & Co./Organon Foreign Debt Co-Issuer BV                               | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    653000 | PA      | $627105.83    | 0.07%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSTY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224287 | PA      | $227022.69    | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133C5HS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51248 | PA      | $51296.76     | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                           | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400462 | PA      | $405638.56    | 0.05%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                        | Columbia Pipelines Operating Co. LLC                                          | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $535134.25    | 0.06%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133SKBZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251717 | PA      | $236807.88    | 0.03%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133A0G73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44454 | PA      | $39057.37     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133B9K78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11978 | PA      | $11481.78     | 0.00%             | 2052-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                           | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     68442 | PA      | $68484.70     | 0.01%             | 2042-02-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust                                                                   | CUSIP: 31684KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415726 | PA      | $421192.15    | 0.05%             | 2055-03-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2255968 | PA      | $1997902.47   | 0.23%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                        | Jane Street Group/JSG Finance, Inc.                                           | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    528000 | PA      | $555538.90    | 0.06%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31417EMM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32090 | PA      | $29009.64     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                           | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    531429 | PA      | $532471.41    | 0.06%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust               | COOPR Residential Mortgage Trust                                              | CUSIP: 12674UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    477000 | PA      | $479382.41    | 0.05%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132ADY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34965 | PA      | $33164.85     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     44785 | NS      | $6308415.10   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp.                                                    | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    534000 | PA      | $552809.24    | 0.06%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XMUN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    861399 | PA      | $722598.50    | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36179TSJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26551 | PA      | $25918.74     | 0.00%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                  | Life Mortgage Trust                                                           | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80420 | PA      | $79967.93     | 0.01%             | 2038-03-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust                                       | CUSIP: 79585UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $778766.58    | 0.09%             | 2030-07-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QNLZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999946 | PA      | $841775.62    | 0.10%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QNLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369604 | PA      | $311646.74    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp.                                                                   | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    162000 | PA      | $148619.13    | 0.02%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust            | Homeward Opportunities Fund Trust                                             | CUSIP: 43789FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1020000 | PA      | $1024864.58   | 0.12%             | 2029-07-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                           | CUSIP: 749407AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316105 | PA      | $320887.45    | 0.04%             | 2043-11-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64832BAC9<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-MBS          | CORP              | US        |    508324 | PA      | $505701.69    | 0.06%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes         | NRM FNT1 Excess LLC                                                           | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    448050 | PA      | $455142.87    | 0.05%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MJ6S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340872 | PA      | $299314.20    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133BPV62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15422 | PA      | $15520.79     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XHZL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16158 | PA      | $15264.09     | 0.00%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67115NAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491412 | PA      | $415224.14    | 0.05%             | 2051-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup, Inc.                                                               | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2098000 | PA      | $2140724.57   | 0.24%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140JXSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46608 | PA      | $44907.62     | 0.01%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                              | Magnetite 50 Ltd.                                                             | CUSIP: 55956MAA7<br>LEI: 529900LA8YF5OY74OD31 | Long             | ABS-CBDO         | CORP              | KY        |    652000 | PA      | $652000.00    | 0.07%             | 2038-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                      | ALA Trust                                                                     | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1333000 | PA      | $1340083.43   | 0.15%             | 2040-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                             | HCA Healthcare, Inc.                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      9322 | NS      | $3571258.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132ACSX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133717 | PA      | $123346.21    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KMR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1297141 | PA      | $1089089.90   | 0.12%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                           | CUSIP: 74938DAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393668 | PA      | $363765.90    | 0.04%             | 2051-07-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133G62T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125360 | PA      | $120922.88    | 0.01%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                       | KLA Corp.                                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      7058 | NS      | $6322132.92   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Belron Finance 2019 LLC                        | Belron Finance LLC                                                            | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    476400 | PA      | $478037.86    | 0.05%             | 2031-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140NLXN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19361 | PA      | $19596.84     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                  | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    572452 | PA      | $572988.57    | 0.07%             | 2039-12-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140JB2B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550166 | PA      | $517584.38    | 0.06%             | 2050-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                  | AppLovin Corp.                                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    831000 | PA      | $843710.61    | 0.10%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                          | Universal Health Services, Inc.                                               | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    163000 | PA      | $145333.84    | 0.02%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133USG21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    223976 | PA      | $211797.03    | 0.02%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                  | AppLovin Corp.                                                                | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    246000 | PA      | $240251.31    | 0.03%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 3617B13X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10770 | PA      | $10070.01     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XKDT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624911 | PA      | $588590.16    | 0.07%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple, Inc.                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     96122 | NS      | $19721350.74  | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                   | Danaher Corp.                                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     23769 | NS      | $4695328.26   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association REMICS                                  | CUSIP: 3136B6B77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529766 | PA      | $471646.67    | 0.05%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133A9WN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79519 | PA      | $67622.72     | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC           | PRET Trust                                                                    | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463508 | PA      | $448175.27    | 0.05%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                     | FIXED INC CLEARING CORP.REPO                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   6429899 | PA      | $6429898.61   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                        | Booz Allen Hamilton, Inc.                                                     | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    718000 | PA      | $728690.30    | 0.08%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140JXJ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32751 | PA      | $29249.20     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 3617B14U4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10501 | PA      | $9806.17      | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust                                                           | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451526 | PA      | $453449.35    | 0.05%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| CART                                           | CONE Trust                                                                    | CUSIP: 20682AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465108 | PA      | $466663.60    | 0.05%             | 2041-08-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                   | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1344883.51   | 0.15%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133C5HT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90305 | PA      | $88900.55     | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                      | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $819487.50    | 0.09%             | 2036-02-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                           | Howmet Aerospace, Inc.                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     24751 | NS      | $4606903.63   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MRCT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25392 | PA      | $24341.12     | 0.00%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                  | Automatic Data Processing, Inc.                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      9905 | NS      | $3054702.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MRCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18853 | PA      | $18071.93     | 0.00%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133BUS65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18398 | PA      | $18134.37     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132CWBH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    439558 | PA      | $422706.33    | 0.05%             | 2033-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                               | Westgate Resorts LLC                                                          | CUSIP: 96034JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53393 | PA      | $52985.07     | 0.01%             | 2036-08-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | U.S. Bancorp                                                                  | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    862000 | PA      | $878360.71    | 0.10%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CART                                           | CONE Trust                                                                    | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    632000 | PA      | $629622.35    | 0.07%             | 2041-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust            | Exeter Automobile Receivables Trust                                           | CUSIP: 30166RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11657 | PA      | $11638.91     | 0.00%             | 2026-11-16      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Federal National Mortgage Association Connecticut Avenue Securities Trust     | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    376000 | PA      | $386068.19    | 0.04%             | 2042-04-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                        | Columbia Pipelines Operating Co. LLC                                          | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    532000 | PA      | $549843.02    | 0.06%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                       | MSCI, Inc.                                                                    | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    184000 | PA      | $178053.98    | 0.02%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                       | MSCI, Inc.                                                                    | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    962000 | PA      | $907080.19    | 0.10%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                  | Life Mortgage Trust                                                           | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257000 | PA      | $233870.00    | 0.03%             | 2039-05-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd.                                                  | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1103000 | PA      | $989851.97    | 0.11%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| CPF IV, LLC, CP EF ASSET SECURITIZATION, LLC   | CP EF Asset Securitization II LLC                                             | CUSIP: 224092AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161146 | PA      | $162825.21    | 0.02%             | 2032-03-15      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133C1S76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84220 | PA      | $83125.35     | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust        | Mello Mortgage Capital Acceptance                                             | CUSIP: 585491BC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    551935 | PA      | $514156.16    | 0.06%             | 2051-10-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health, Inc.                                                         | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    499000 | PA      | $504222.65    | 0.06%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140H6W88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24253 | PA      | $22488.12     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140ML4S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20572 | PA      | $19709.46     | 0.00%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133B4H73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125745 | PA      | $109676.66    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XFWY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2749591 | PA      | $2305341.01   | 0.26%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                  | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    939997 | PA      | $941755.19    | 0.11%             | 2041-10-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund     | Oak Street Investment Grade Net Lease Fund                                    | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630212 | PA      | $615007.45    | 0.07%             | 2050-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology, Inc.                                                      | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    272000 | PA      | $273204.28    | 0.03%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                  | UWM Mortgage Trust                                                            | CUSIP: 90354XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    538258 | PA      | $499803.78    | 0.06%             | 2051-08-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133C5WW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84535 | PA      | $83081.17     | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF Mortgage Trust                                                          | CUSIP: 30334FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    187000 | PA      | $173349.21    | 0.02%             | 2028-11-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133A9JV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17791 | PA      | $15119.76     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3138EPS88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23850 | PA      | $22534.91     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings, Inc.                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1574 | NS      | $9112263.76   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTH CARE SERVICE CORP                       | Health Care Service Corp. A Mutual Legal Reserve Co.                          | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    575000 | PA      | $586786.33    | 0.07%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34028000 | PA      | $33124131.25  | 3.76%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                    | Equinix, Inc.                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      1388 | NS      | $1104112.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1136000 | PA      | $1160107.06   | 0.13%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC             | CyrusOne Data Centers Issuer I LLC                                            | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157090 | PA      | $153250.88    | 0.02%             | 2048-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3131Y04D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106237 | PA      | $100435.25    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd                      | Regatta XXIII Funding Ltd.                                                    | CUSIP: 75889FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    952000 | PA      | $952398.89    | 0.11%             | 2035-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                               | COLT Mortgage Loan Trust                                                      | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17421 | PA      | $16985.21     | 0.00%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                       | NRTH Mortgage Trust                                                           | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390000 | PA      | $1390866.39   | 0.16%             | 2039-03-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                 | Eli Lilly & Co.                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     12384 | NS      | $9653699.52   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co.                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     37499 | NS      | $10871335.09  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com, Inc.                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    118238 | NS      | $25940234.82  | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140MJ7F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172701 | PA      | $156757.84    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    474000 | PA      | $491934.51    | 0.06%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                      | CUSIP: 36179T7M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147837 | PA      | $147557.00    | 0.02%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140FXVM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2091304 | PA      | $1660070.79   | 0.19%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                         | Motorola Solutions, Inc.                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      7262 | NS      | $3053380.52   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133B7SA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12484 | PA      | $10490.08     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140H6CC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257514 | PA      | $244209.40    | 0.03%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3131Y0TA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63641 | PA      | $60383.35     | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                        | CF Hippolyta Issuer LLC                                                       | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    778462 | PA      | $748976.35    | 0.09%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co.                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     42768 | NS      | $13642136.64  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140NAT37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38527 | PA      | $38037.40     | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QPY35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52106 | PA      | $47938.15     | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                  | Lendbuzz Securitization Trust                                                 | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126067 | PA      | $127846.78    | 0.01%             | 2028-08-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                              | EMRLD Borrower LP                                                             | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   1192568 | PA      | $1189089.06   | 0.14%             | 2031-08-04      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                              | PRPM LLC                                                                      | CUSIP: 69359XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349406 | PA      | $349183.16    | 0.04%             | 2025-10-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DV4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19509 | PA      | $18886.42     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XRCL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    635826 | PA      | $551700.08    | 0.06%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association REMICS                                  | CUSIP: 3136B1N26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343718 | PA      | $307424.59    | 0.03%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Federal Home Loan Mortgage Corp. STACR REMICS Trust                           | CUSIP: 35564K3G2<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |    258936 | PA      | $261016.51    | 0.03%             | 2043-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                 | Eaton Corp. PLC                                                               | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     16193 | NS      | $5780739.07   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140HGR90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90278 | PA      | $87782.72     | 0.01%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                  | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1217000 | PA      | $1230133.62   | 0.14%             | 2046-11-13      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QS3W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    922803 | PA      | $932963.69    | 0.11%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                   | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    726000 | PA      | $820267.95    | 0.09%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                          | Civitas Resources, Inc.                                                       | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    378000 | PA      | $382199.25    | 0.04%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     37407 | NS      | $3356904.18   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LHOME Mortgage Trust                           | LHOME Mortgage Trust                                                          | CUSIP: 50205GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311653 | PA      | $315225.67    | 0.04%             | 2029-05-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-15

**Name of Applicant:** TRANSAMERICA SERIES TRUST

**Signature:** Joshua Durham

**Name of Signer:** Joshua Durham

**Title:** Chief Operating Officer and Interim Treasurer