# EDGAR Filing Document

**Accession Number:** 0001006415
**File Stem:** 0001410368-26-066514
**Filing Date:** 2026-6
**Character Count:** 813895
**Document Hash:** e8cc3f0d18cf3525b6323de0d22327e4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066514.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066514

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARTFORD MUTUAL FUNDS, INC
- **CENTRAL INDEX KEY:** 0001006415

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07589
- **FILM NUMBER:** 261121277

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Multi-Asset Income & Growth Fund
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 19970613

## Series and Classes Contracts Data

### THE HARTFORD TOTAL RETURN BOND FUND (Series ID: S000003605)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000010042 | Class A      | ITBAX           |
| C000010044 | Class C      | HABCX           |
| C000010045 | Class Y      | HABYX           |
| C000035179 | Class I      | ITBIX           |
| C000040987 | Class R3     | ITBRX           |
| C000040988 | Class R4     | ITBUX           |
| C000040989 | Class R5     | ITBTX           |
| C000148296 | Class R6     | ITBVX           |
| C000185727 | Class F      | ITBFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HARTFORD MUTUAL FUNDS, INC

- **b. Investment Company Act file number:** 811-07589

- **c. CIK number of Registrant:** 0001006415

- **d. LEI of Registrant:** 549300FJ4Q3QXIS6ZN84

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

  - **Street Address 1:** 690 LEE ROAD

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** THE HARTFORD TOTAL RETURN BOND FUND

- **b. EDGAR series identifier (if any):** S000003605

- **c. LEI of Series:** SIKSVC7SX72QP7S0HI49

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $5769326565.95

**Total Liabilities:** $1443935646.93

**Net Assets:** $4325390919.02

**Delayed Delivery Securities:** $381685158.02

**Cash Not Reported:** $50902443.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2640.99000000 | **1-Year:** -65280.87000000 | **5-Year:** -224184.42000000 | **10-Year:** -210727.02000000 | **30-Year:** -112084.07000000

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

- **3-Month:** -1125.25000000 | **1-Year:** -42135.18000000 | **5-Year:** -140123.72000000 | **10-Year:** -57203.15000000 | **30-Year:** -16116.88000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010044 | 1.30%                | -1.97%               | 0.15%                |
| Class ID C000035179 | 1.53%                | -1.92%               | 0.24%                |
| Class ID C000010042 | 1.49%                | -1.92%               | 0.22%                |
| Class ID C000040987 | 1.43%                | -1.99%               | 0.19%                |
| Class ID C000010045 | 1.52%                | -1.90%               | 0.24%                |
| Class ID C000148296 | 1.53%                | -1.90%               | 0.25%                |
| Class ID C000040988 | 1.47%                | -1.98%               | 0.22%                |
| Class ID C000040989 | 1.39%                | -1.89%               | 0.24%                |
| Class ID C000185727 | 1.43%                | -1.83%               | 0.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7684390.11              | $48244035.97                               |
| Month 2  | $-7582608.14             | $-97767857.21                              |
| Month 3  | $1024189.37              | $-4108354.55                               |

**Designated Index Information**

- **Index Name:** Barclays US Aggregate

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                          | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    815000 | PA      | $814743.58    | 0.02%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                      | Matador Resources Co                                                                                          | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2221031.70   | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5550000 | PA      | $5430037.80   | 0.13%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35755000 | PA      | $35792710.44  | 0.83%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-HQA3                                                                       | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |   1040000 | PA      | $1071480.28   | 0.02%             | 2042-08-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2020-B22 Mortgage Trust                                                                             | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13946222 | PA      | $773576.03    | 0.02%             | 2054-01-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2110715 | PA      | $1784968.60   | 0.04%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                   | Studio City Finance Ltd                                                                                       | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    690000 | PA      | $657591.47    | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                      | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1392314.40   | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2019-B12 Mortgage Trust                                                                             | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7174116 | PA      | $161285.60    | 0.00%             | 2052-08-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8719432 | PA      | $7774952.27   | 0.18%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCM CLO 2026-1 Ltd                                        | GCM CLO 2026-1 Ltd                                                                                            | CUSIP: 36275KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4000000.00   | 0.09%             | 2039-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36200JMK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95065 | PA      | $99416.38     | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133KQDZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1851596 | PA      | $1903822.27   | 0.04%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                   | Energean Israel Finance Ltd                                                                                   | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   1880000 | PA      | $1799744.49   | 0.04%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2020-R1                                                                              | CUSIP: 034651AA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |    499482 | PA      | $482761.68    | 0.01%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-RPL6 Trust                                                                                          | CUSIP: 74143YAB4<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1291487.40   | 0.03%             | 2069-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179UXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    882994 | PA      | $862130.51    | 0.02%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                   | Allied Universal Holdco LLC                                                                                   | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2255074.80   | 0.05%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100845000 | PA      | $47286850.78  | 1.09%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                                  | Augusta SpinCo Corp                                                                                           | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2694119.48   | 0.06%             | 2031-03-23      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418CQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39406 | PA      | $36847.05     | 0.00%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2021-NQM1                                                                     | CUSIP: 10569TAA6<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    513098 | PA      | $482033.12    | 0.01%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138WDJP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66176 | PA      | $63373.32     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D0UTL09 IRS USD R V 12MSOFR 99D0UTL17 CCPOIS / Short: B9D0UTL09 IRS USD P F  2.88000 99D0UTL09 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7545000 | OU      | $1641300.88   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                    | Cascade MH Asset Trust 2021-MH1                                                                               | CUSIP: 14731QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1106661 | PA      | $1002324.96   | 0.02%             | 2046-02-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    822471 | PA      | $954800.10    | 0.02%             | 2036-02-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                            | Ohio Edison Co                                                                                                | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $697483.19    | 0.02%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                          | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3461069.39   | 0.08%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2793422 | PA      | $2490002.69   | 0.06%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DNK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1666375 | PA      | $1585459.82   | 0.04%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128M7T48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    561285 | PA      | $579524.35    | 0.01%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                    | NYC Commercial Mortgage Trust 2026-1PARK                                                                      | CUSIP: 62979QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1335000 | PA      | $1333748.44   | 0.03%             | 2043-02-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 31396UCL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76681 | PA      | $79090.58     | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                 | Qorvo Inc                                                                                                     | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3152020.74   | 0.07%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    570000 | PA      | $660614.89    | 0.02%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133AGLE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2702248 | PA      | $2203306.82   | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136BUSZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3024200 | PA      | $3050323.55   | 0.07%             | 2052-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128LBS33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15083 | PA      | $15590.62     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                               | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    635000 | PA      | $663216.99    | 0.02%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4135000 | PA      | $4212706.20   | 0.10%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 3618N5VS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9787831 | PA      | $9984351.35   | 0.23%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-3                                                                             | CUSIP: 92539LAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   7196386 | PA      | $6359939.23   | 0.15%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140N56C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556970 | PA      | $551570.60    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                             | HTL Commercial Mortgage Trust 2024-T53                                                                        | CUSIP: 404300AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1990000 | PA      | $2006378.30   | 0.05%             | 2039-05-10      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                  | Acadia Healthcare Co Inc                                                                                      | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    575000 | PA      | $562652.11    | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38379XH52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28960 | PA      | $83.23        | 0.00%             | 2029-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38379LS49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    559357 | PA      | $116873.58    | 0.00%             | 2045-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                                                | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    245000 | PA      | $311123.95    | 0.01%             | 2083-11-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| GS REFT 2026-FL1 Issuer Ltd                               | GS REFT 2026-FL1 Issuer Ltd                                                                                   | CUSIP: 36274DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1340000 | PA      | $1340832.14   | 0.03%             | 2043-04-19      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                          | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3315000 | PA      | $3250689.00   | 0.08%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5374418 | PA      | $5059164.77   | 0.12%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 112865000 | PA      | $111182209.94 | 2.57%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 3620A5SN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4679 | PA      | $4845.21      | 0.00%             | 2039-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1                                                 | CUSIP: 35563PNN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1832446 | PA      | $1540785.39   | 0.04%             | 2059-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2018-B8 Mortgage Trust                                                                              | CUSIP: 08162UAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29627274 | PA      | $362833.37    | 0.01%             | 2052-01-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                                                        | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $323688.43    | 0.01%             | 2033-07-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24446809 | PA      | $20962654.10  | 0.48%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                       | Cheniere Energy Inc                                                                                           | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148290.35    | 0.00%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                    | Froneri Lux FinCo SARL                                                                                        | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |   2200000 | PA      | $2175867.32   | 0.05%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9538771 | PA      | $8179318.03   | 0.19%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                  | Vantage Data Centers Issuer LLC                                                                               | CUSIP: 92212KAG1<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5404698.20   | 0.12%             | 2054-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                           | Stack Infrastructure Issuer LLC                                                                               | CUSIP: 85236KAH5<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   3545000 | PA      | $3551652.19   | 0.08%             | 2048-07-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                          | Freddie Mac Strips                                                                                            | CUSIP: 31325YRN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5468028 | PA      | $665191.13    | 0.02%             | 2052-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140NQDL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38346 | PA      | $38656.38     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2019-B15 Mortgage Trust                                                                             | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4199820.30   | 0.10%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1234032.32   | 0.03%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                       | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |   6474000 | PA      | $6559003.62   | 0.15%             | 2041-11-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29954406 | PA      | $16972143.92  | 0.39%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    830000 | PA      | $830306.98    | 0.02%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2233.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust                                                 | BPR 2025-ALDR Mortgage Trust                                                                                  | CUSIP: 05594EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4745000 | PA      | $4859721.76   | 0.11%             | 2042-06-05      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  94202000 | PA      | $96164465.99  | 2.22%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                  | Duke Energy Progress LLC                                                                                      | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $869817.37    | 0.02%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                              | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    650000 | PA      | $608195.45    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DQJD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1336335 | PA      | $1329221.75   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132CXYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2082657 | PA      | $2099330.36   | 0.05%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140LKFG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    760000 | PA      | $765086.76    | 0.02%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140N0BD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    545602 | PA      | $539962.35    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D101AN3 IRS USD R V 12MSOFR 99D101AQ6 CCPOIS / Short: B9D101AN3 IRS USD P F  3.75000 99D101AN3 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7350000 | OU      | $561613.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: S9D136FY0 CDS USD R F  5.00000 1 CCPCDX / Short: S9D136FY0 CDS USD P V 03MEVENT 2 CCPCDX                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  31100000 | OU      | $2393158.79   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38379QFZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        84 | PA      | $0.01         | 0.00%             | 2026-12-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128LB3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75544 | PA      | $78897.77     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136BDR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4377573 | PA      | $724778.52    | 0.02%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                      | FREMF 2017-K69 Mortgage Trust                                                                                 | CUSIP: 30305KAG9<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |    440000 | PA      | $433098.07    | 0.01%             | 2049-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38378MSZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20728 | PA      | $46.57        | 0.00%             | 2027-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MJJH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10576 | PA      | $10882.14     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2021-1                                                                               | CUSIP: 03465CAA3<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   1161004 | PA      | $1027682.12   | 0.02%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140W1FP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3019729 | PA      | $3085700.37   | 0.07%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36202FGE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1213059 | PA      | $1234839.26   | 0.03%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-5                                                                             | CUSIP: 92538KAA1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1677597 | PA      | $1447452.89   | 0.03%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132WLUG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48174 | PA      | $47804.34     | 0.00%             | 2047-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                                                    | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2051708.88   | 0.05%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128P76P3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    434666 | PA      | $422727.58    | 0.01%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72470000 | PA      | $70329870.31  | 1.63%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136AKXK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450172 | PA      | $26996.04     | 0.00%             | 2044-08-25      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136ASAD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    922552 | PA      | $169645.28    | 0.00%             | 2043-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136BWNM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2904338 | PA      | $2929018.49   | 0.07%             | 2051-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31417FMM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146297 | PA      | $129232.60    | 0.00%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                       | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |   2810000 | PA      | $2868841.40   | 0.07%             | 2042-02-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN NETH                                  | Imperial Brands Finance Netherlands BV                                                                        | CUSIP: 000000000<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |    515000 | PA      | $642453.32    | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167448.86    | 0.00%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2022-1                                                                             | CUSIP: 92538WAA5<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   3466642 | PA      | $3273069.01   | 0.08%             | 2067-01-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36176HQ56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95008 | PA      | $88324.03     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy Inc                                                                                           | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $4012101.24   | 0.09%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5588011 | PA      | $183619.26    | 0.00%             | 2030-11-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $253214.92    | 0.01%             | 2027-12-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XH3G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1960729 | PA      | $1737316.35   | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 312935NT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49366 | PA      | $49663.75     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                          | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2685522.28   | 0.06%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                    | XPLR Infrastructure Operating Partners LP                                                                     | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2261854.28   | 0.05%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36212D4K2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1161 | PA      | $1199.72      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                               | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1131346.58   | 0.03%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2024-7 LLC                                                                                               | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4325938 | PA      | $4287951.90   | 0.10%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137HLB68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11215733 | PA      | $641350.38    | 0.01%             | 2055-05-25      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                  | Public Service Enterprise Group Inc                                                                           | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    680000 | PA      | $694887.91    | 0.02%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $1970599.80   | 0.05%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                    | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    970000 | PA      | $983454.86    | 0.02%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36178DR29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    403820 | PA      | $374563.14    | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUXL 30Y BND JUN26                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       224 | NC      | $-731083.85   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                                                | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $170010.39    | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                   | Consolidated Edison Co of New York Inc                                                                        | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1228662.88   | 0.03%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                | Baxter International, Inc.                                                                                    | CUSIP: 000000000<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    614000 | PA      | $671763.90    | 0.02%             | 2029-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36180DUQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    302275 | PA      | $280469.65    | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                               | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1911323.32   | 0.04%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136AAF59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    666226 | PA      | $604958.69    | 0.01%             | 2042-12-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-NPL14 LLC                                                                                           | CUSIP: 69393CAB9<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-O            | CORP              | US        |   3745000 | PA      | $3698873.96   | 0.09%             | 2055-12-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QQ3J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6076711 | PA      | $6142310.26   | 0.14%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19520000 | PA      | $17765861.55  | 0.41%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D0V4P66 IRS USD R V 12MSOFR 99D0V4P74 CCPOIS / Short: B9D0V4P66 IRS USD P F  3.25000 99D0V4P66 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7880000 | OU      | $1290477.57   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1052000 | PA      | $841487.98    | 0.02%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                                                  | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4801000 | PA      | $2757151.94   | 0.06%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                    | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18375000 | PA      | $17142235.03  | 0.40%             | 2056-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                  | Greensaif Pipelines Bidco Sarl                                                                                | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   2600000 | PA      | $2692102.66   | 0.06%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                     | Campbell's Company/The                                                                                        | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    810000 | PA      | $787489.89    | 0.02%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136A6DE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7396 | PA      | $735.47       | 0.00%             | 2042-05-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                                  | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    406000 | PA      | $401234.59    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QMV68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    979471 | PA      | $860687.27    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                  | Element Fleet Management Corp                                                                                 | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4300000 | PA      | $4267753.91   | 0.10%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137BSMR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227853 | PA      | $39092.90     | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 31397UKE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412609 | PA      | $313085.19    | 0.01%             | 2041-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38382E5F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1410755 | PA      | $58174.75     | 0.00%             | 2035-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2022-NQM6 Trust                                                                                           | CUSIP: 67116VAA9<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   2595065 | PA      | $2576657.34   | 0.06%             | 2062-07-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                               | OLIT 2025-HB2                                                                                                 | CUSIP: 68278FAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2885000 | PA      | $2707664.82   | 0.06%             | 2038-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                          | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    370000 | PA      | $378015.65    | 0.01%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38381RLB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1012634 | PA      | $136764.70    | 0.00%             | 2046-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2697869.13   | 0.06%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                    | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $687817.97    | 0.02%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                          | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  10715000 | PA      | $10506593.25  | 0.24%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    379768 | PA      | $386811.44    | 0.01%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                              | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1370850.44   | 0.03%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BENCHMARK Mortgage Trust                                  | Benchmark 2018-B3 Mortgage Trust                                                                              | CUSIP: 08161BBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39423626 | PA      | $327886.30    | 0.01%             | 2051-04-10      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60136 | PA      | $55677.05     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2792482.33   | 0.06%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                          | Cinemark USA Inc                                                                                              | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2273634.00   | 0.05%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 31427MTL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6337196 | PA      | $6471981.57   | 0.15%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                  | Olympus Water US Holding Corp                                                                                 | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2243211.03   | 0.05%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| FED REPUBLIC OF BRAZIL                                    | Brazilian Government International Bond                                                                       | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    575000 | PA      | $668100.08    | 0.02%             | 2033-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DNTS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1427319 | PA      | $1266210.91   | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2025-SFR1 Trust                                                                          | CUSIP: 74334NAA9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   5944754 | PA      | $5643811.46   | 0.13%             | 2042-02-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-2                                                                             | CUSIP: 92538FAA2<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    770419 | PA      | $705428.93    | 0.02%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132L83D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    979129 | PA      | $906016.84    | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2026-V20 Mortgage Trust                                                                             | CUSIP: 08164KAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1775000 | PA      | $1799552.33   | 0.04%             | 2059-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: S9D11NDY7 CDS USD R F  1.00000 1 CCPCORPORATE / Short: S9D11NDY7 CDS USD P V 03MEVENT 2 CCPCORPORATE    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  11750000 | OU      | $-299974.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140FXHP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    807255 | PA      | $787589.68    | 0.02%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179N5V6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1463611 | PA      | $1359188.42   | 0.03%             | 2044-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                | MFA 2022-INV3 Trust                                                                                           | CUSIP: 55284PAC9<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   2256446 | PA      | $2226244.64   | 0.05%             | 2066-12-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    397000 | PA      | $240550.47    | 0.01%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                     | Scripps Escrow II Inc                                                                                         | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2392532.64   | 0.06%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36296XYZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16203 | PA      | $16559.05     | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XGYT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    714598 | PA      | $576871.02    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                       | Starwood Mortgage Residential Trust 2021-2                                                                    | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306644 | PA      | $293912.17    | 0.01%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                          | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1085000 | PA      | $1061672.50   | 0.02%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                                                          | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2396402.86   | 0.06%             | 2031-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D0ZZB84 IRS USD R V 12MSOFR 99D0ZZB92 CCPOIS / Short: B9D0ZZB84 IRS USD P F  3.70361 99D0ZZB84 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  24075000 | OU      | $54954.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140M2CY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1188447 | PA      | $1015955.72   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20753XAF1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   3455000 | PA      | $3607227.30   | 0.08%             | 2042-03-25      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                | MFA 2021-NQM2 Trust                                                                                           | CUSIP: 55283WAA9<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   1143210 | PA      | $1029850.03   | 0.02%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36186NLA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25994 | PA      | $23193.91     | 0.00%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XKSC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3402222 | PA      | $3281586.49   | 0.08%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                          | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    555000 | PA      | $503606.74    | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                                                         | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   2482000 | PA      | $1864195.73   | 0.04%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140KYEH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2249832 | PA      | $1815041.25   | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                            | BAWAG Group AG                                                                                                | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |    600000 | PA      | $697496.49    | 0.02%             | 2035-05-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19765000 | PA      | $17753756.89  | 0.41%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36183RD91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102457 | PA      | $91839.74     | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                           | Fannie Mae Interest Strip                                                                                     | CUSIP: 31422M2A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5408871 | PA      | $677143.25    | 0.02%             | 2052-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137BTFN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392979 | PA      | $51888.79     | 0.00%             | 2046-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                              | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    675000 | PA      | $664096.86    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| NMLT Trust                                                | NMLT 2021-INV1 Trust                                                                                          | CUSIP: 62923JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3156583 | PA      | $2774336.75   | 0.06%             | 2056-05-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138M5VP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100391 | PA      | $96658.07     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                            | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    320000 | PA      | $339208.53    | 0.01%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137B0Q64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       600 | PA      | $5.39         | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XHNB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1958609 | PA      | $1853368.61   | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                              | Blue Owl Asset Leasing Trust 2024-1 LLC                                                                       | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $856268.75    | 0.02%             | 2030-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                   | Duke Energy Florida LLC                                                                                       | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220933.05    | 0.01%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Boca Commercial Mortgage Trust                            | BOCA Commercial Mortgage Trust 2025-BOCA                                                                      | CUSIP: 05619RAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5225000 | PA      | $5244496.04   | 0.12%             | 2042-12-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust                             | KRE Commercial Mortgage Trust 2026-ICNA                                                                       | CUSIP: 48275LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8960000 | PA      | $8982400.00   | 0.21%             | 2043-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                   | Barry Callebaut Services NV                                                                                   | CUSIP: 000000000<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |    600000 | PA      | $708972.00    | 0.02%             | 2028-02-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133KJ3W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2464880 | PA      | $2103306.52   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                           | Stack Infrastructure Issuer LLC                                                                               | CUSIP: 85236KAM4<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   1870000 | PA      | $1882826.70   | 0.04%             | 2049-03-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1850609.85   | 0.04%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM4                                                      | CUSIP: 61780QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5690000 | PA      | $5671534.81   | 0.13%             | 2071-03-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2026-RISE                                                                                            | CUSIP: 05595AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1835000 | PA      | $1835573.07   | 0.04%             | 2041-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                  | Columbia Pipelines Holding Co LLC                                                                             | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2661522.61   | 0.06%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                                | BINOM Mortgage Loan Trust 2026-NQM1                                                                           | CUSIP: 09055CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    720000 | PA      | $719378.50    | 0.02%             | 2066-02-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418BMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443275 | PA      | $413430.41    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                  | BXMT 2026-FL6 Ltd                                                                                             | CUSIP: 05620AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2599989.60   | 0.06%             | 2043-08-19      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140KP7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7259026 | PA      | $5861884.10   | 0.14%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                              | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $806597.83    | 0.02%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                           | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    424000 | PA      | $492207.18    | 0.01%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 31335AZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2746597 | PA      | $2476221.50   | 0.06%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2016-C6 Commercial Mortgage Trust                                                                       | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    394994 | PA      | $14.61        | 0.00%             | 2049-01-15      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                    | Westinghouse Air Brake Technologies Corp                                                                      | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2813100.26   | 0.07%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140Q04E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3434075 | PA      | $3381586.81   | 0.08%             | 2030-11-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3093600 | PA      | $3118849.37   | 0.07%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4007032 | PA      | $3239527.27   | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2025-2 LLC                                                                                               | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9605864 | PA      | $9503772.55   | 0.22%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-HQA1                                                                       | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | USGSE             | US        |   6410000 | PA      | $6673733.68   | 0.15%             | 2043-05-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                           | CUSIP: 05492PAA6<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |   1496352 | PA      | $1457253.30   | 0.03%             | 2032-11-05      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    733526 | PA      | $698815.37    | 0.02%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    962946 | PA      | $969256.02    | 0.02%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QKP28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9377954 | PA      | $7989021.97   | 0.18%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26985000 | PA      | $18741925.78  | 0.43%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133AUDY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2800193 | PA      | $2491495.11   | 0.06%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137B16D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82323 | PA      | $1475.67      | 0.00%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                                                          | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1195000 | PA      | $1217538.51   | 0.03%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                            | Salesforce Inc                                                                                                | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3531000 | PA      | $3529203.07   | 0.08%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23034000 | PA      | $16673556.85  | 0.39%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137B0WS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40044 | PA      | $721.60       | 0.00%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 31335AH92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    262132 | PA      | $260235.13    | 0.01%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136AG5K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112469 | PA      | $110227.32    | 0.00%             | 2043-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140LUFN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2259160 | PA      | $2001021.52   | 0.05%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                              | CD 2016-CD1 Mortgage Trust                                                                                    | CUSIP: 12514MBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    916793 | PA      | $915512.97    | 0.02%             | 2049-08-10      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                    | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1540000 | PA      | $1540454.89   | 0.04%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 3618N5C49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10724724 | PA      | $10358107.95  | 0.24%             | 2054-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                                                           | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $243544.05    | 0.01%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XGCK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    820202 | PA      | $732551.63    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                   | Meridian Arc Holdco LLC                                                                                       | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $244944.24    | 0.01%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                                                            | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    286000 | PA      | $327368.57    | 0.01%             | 2035-06-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                                                             | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $656272.17    | 0.02%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                            | Wynn Macau Ltd                                                                                                | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $398215.60    | 0.01%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137AJUU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1602450 | PA      | $1546955.37   | 0.04%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 3617GGRM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214201 | PA      | $200972.19    | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                       | SG Residential Mortgage Trust 2022-1                                                                          | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2171753 | PA      | $2052610.87   | 0.05%             | 2062-03-27      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2016-2                                                                    | CUSIP: 64829GAA7<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    665215 | PA      | $644557.62    | 0.01%             | 2035-11-26      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                      | FREMF 17-K68 Mortgage Trust                                                                                   | CUSIP: 30305EAE8<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |    230000 | PA      | $226923.34    | 0.01%             | 2049-10-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MJJT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11034 | PA      | $11345.55     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                     | Lincoln National Corp                                                                                         | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    878000 | PA      | $928728.21    | 0.02%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DQLJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183071 | PA      | $176079.99    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                                   | Petco Health & Wellness Co Inc                                                                                | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2539838.84   | 0.06%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                     | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $628967.74    | 0.01%             | 2041-05-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36200WCW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10840 | PA      | $11137.94     | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                  | Cleco Corporate Holdings LLC                                                                                  | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    750000 | PA      | $702648.11    | 0.02%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC 2021-NQM5 Trust                                                                                          | CUSIP: 22946DAA0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1908470 | PA      | $1576519.34   | 0.04%             | 2066-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                      | Colombia Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2200000 | PA      | $2441926.25   | 0.06%             | 2036-02-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136AADL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20919 | PA      | $308.15       | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136BS6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5507139 | PA      | $264697.34    | 0.01%             | 2054-10-25      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31416VS21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116560 | PA      | $122172.09    | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74126 | PA      | $68120.63     | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MJAD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34615 | PA      | $35769.53     | 0.00%             | 2034-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140X6GA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1169818 | PA      | $1088973.13   | 0.03%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                  | TotalEnergies Capital SA                                                                                      | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1920000 | PA      | $1841493.45   | 0.04%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10883508 | PA      | $10528127.46  | 0.24%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                  | Chobani LLC / Chobani Finance Corp Inc                                                                        | CUSIP: 17027NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $693807.92    | 0.02%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36225BEK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4541 | PA      | $4639.47      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    685000 | PA      | $665921.24    | 0.02%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2026-NPL2 LLC                                                                                            | CUSIP: 69393DAB7<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |   1647000 | PA      | $1641326.09   | 0.04%             | 2056-02-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                      | CUSIP: 00206RNQ1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1829662.61   | 0.04%             | 2066-10-30      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140X7K40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    757496 | PA      | $705538.36    | 0.02%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2023-A                                                              | CUSIP: 638961AA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2633085 | PA      | $2683278.42   | 0.06%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                          | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1695000 | PA      | $1746358.50   | 0.04%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                 | BPR Trust 2023-BRK2                                                                                           | CUSIP: 05610WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7425000 | PA      | $7683323.18   | 0.18%             | 2038-10-05      | Variable      | 7.89%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust 2014-GC20                                                                        | CUSIP: 36252WAE8<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |   1186932 | PA      | $890174.89    | 0.02%             | 2047-04-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132A9T64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1845035 | PA      | $1788222.60   | 0.04%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                                                     | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   3395000 | PA      | $3329685.90   | 0.08%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137HM3S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2365440 | PA      | $2367636.06   | 0.05%             | 2052-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2026-RCF1 Trust                                                                                          | CUSIP: 69383VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1291143 | PA      | $1284116.92   | 0.03%             | 2056-01-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                                              | CUSIP: 857524AL6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1135000 | PA      | $1138082.84   | 0.03%             | 2056-04-14      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    345855 | PA      | $318384.85    | 0.01%             | 2050-01-20      | 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        |   9369657 | PA      | $8274654.54   | 0.19%             | 2051-06-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418BRH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198804 | PA      | $189065.05    | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ INVESTOR                                   | Mitsubishi UFJ Investor Services & Banking Luxembourg SA                                                      | CUSIP: 000000000<br>LEI: 2138002PVBMEHILJ1340 | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1183234.74   | 0.03%             | 2050-12-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                  | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $349555.74    | 0.01%             | 2037-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2019-B10 Mortgage Trust                                                                             | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18824026 | PA      | $546068.05    | 0.01%             | 2062-03-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    581000 | PA      | $674757.69    | 0.02%             | 2039-03-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                    | Diamondback Energy Inc                                                                                        | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2560996.15   | 0.06%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                           | Residential Mortgage Loan Trust 2021-1R                                                                       | CUSIP: 76090NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321290 | PA      | $312796.54    | 0.01%             | 2065-01-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1590343 | PA      | $1702040.30   | 0.04%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                    | Clearway Energy Operating LLC                                                                                 | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1146324.74   | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31419FVT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    805864 | PA      | $775756.29    | 0.02%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                                                             | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    427000 | PA      | $307626.50    | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31384HLW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       665 | PA      | $670.73       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138Y4D89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40853 | PA      | $39108.31     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QFSY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2038800 | PA      | $1720315.06   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140X8HK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4676243 | PA      | $4452055.48   | 0.10%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                        | Conagra Brands Inc                                                                                            | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    192000 | PA      | $163935.30    | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                 | Boeing Co/The                                                                                                 | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1039561.55   | 0.02%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136ANMB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114240 | PA      | $5016.18      | 0.00%             | 2030-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                    | Galaxy Pipeline Assets Bidco Ltd                                                                              | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   3000897 | PA      | $2473569.20   | 0.06%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWMA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13208540 | PA      | $13287005.28  | 0.31%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QQVF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2188720 | PA      | $2212020.90   | 0.05%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                      | Kaiser Aluminum Corp                                                                                          | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1251955.00   | 0.03%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                    | RR 26 Ltd                                                                                                     | CUSIP: 74989MAQ4<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |   3660000 | PA      | $3659817.00   | 0.08%             | 2038-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                               | Hexcel Corp                                                                                                   | CUSIP: 428291AQ1<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90047.75     | 0.00%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                          | Bain Capital Credit CLO 2022-5 Ltd                                                                            | CUSIP: 05685JBA6<br>LEI: 2549006QHSDKOK7W7A26 | Long             | ABS-CBDO         | CORP              | JE        |   4855000 | PA      | $4821107.25   | 0.11%             | 2037-01-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36230L3K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93049 | PA      | $88814.04     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-8                                                                             | CUSIP: 92538GAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   2288767 | PA      | $2096833.78   | 0.05%             | 2066-11-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136B1F66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $449438.75    | 0.01%             | 2048-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                      | GCAT 2021-NQM7 Trust                                                                                          | CUSIP: 36167YAA6<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   1340285 | PA      | $1247607.64   | 0.03%             | 2066-08-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XHUL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1859783 | PA      | $1529189.83   | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                 | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1948400.71   | 0.05%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                    | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2009000 | PA      | $2002445.44   | 0.05%             | 2056-08-15      | Fixed         | 7.13%                 | 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        |  21244266 | NS      | $21244265.50  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 31397LTB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36796 | PA      | $37035.66     | 0.00%             | 2038-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                     | Cousins Properties LP                                                                                         | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    360000 | PA      | $348386.71    | 0.01%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132WJEV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    389203 | PA      | $351571.53    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43015000 | PA      | $32019290.63  | 0.74%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                | AMSR 2024-SFR2 Trust                                                                                          | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2985000 | PA      | $2912181.22   | 0.07%             | 2041-11-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179UV82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1214850 | PA      | $1120293.85   | 0.03%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133KKND7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2668368 | PA      | $2266714.07   | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2026-RCF1 Trust                                                                                          | CUSIP: 69383VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    885000 | PA      | $883305.93    | 0.02%             | 2056-01-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Bank                                                      | BANK 2019-BNK17                                                                                               | CUSIP: 065403BD8<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1722673 | PA      | $41423.40     | 0.00%             | 2052-04-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38382CT84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    807407 | PA      | $82946.93     | 0.00%             | 2047-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3129412S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23131 | PA      | $23319.26     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $511392.03    | 0.01%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137HDUX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19048455 | PA      | $438724.02    | 0.01%             | 2034-05-25      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                      | Wingstop Funding LLC                                                                                          | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11455550 | PA      | $11105367.58  | 0.26%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                    | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $335394.80    | 0.01%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                     | PK Alift Loan Funding 8 LP                                                                                    | CUSIP: 72585CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2415000 | PA      | $2370547.10   | 0.05%             | 2043-09-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2026-1 Mortgage Loan Trust                                                                               | CUSIP: 196926AD1<br>LEI: 2138009O96115X8GVT44 | Long             | ABS-MBS          | CORP              | US        |   2511756 | PA      | $2493996.30   | 0.06%             | 2071-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132QVVE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169500 | PA      | $162168.18    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140N5AC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    651267 | PA      | $644652.36    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                                                           | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    295000 | PA      | $332400.65    | 0.01%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank                                                      | BANK 2020-BNK28                                                                                               | CUSIP: 06540YAN9<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |  36150062 | PA      | $2242109.97   | 0.05%             | 2063-03-15      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1161361.85   | 0.03%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132Y2HF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91900 | PA      | $87600.30     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136BURE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2851166 | PA      | $2898649.11   | 0.07%             | 2052-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  39740000 | PA      | $38194214.94  | 0.88%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                            | Open Text Corp                                                                                                | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   2850000 | PA      | $2568671.60   | 0.06%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2019-NQM4                                                                 | CUSIP: 64828EAA3<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    177555 | PA      | $171089.67    | 0.00%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136ANHJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518447 | PA      | $22707.68     | 0.00%             | 2055-04-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136AFXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36303 | PA      | $653.77       | 0.00%             | 2028-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                      | BCP V Modular Services Finance II PLC                                                                         | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $893282.72    | 0.02%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138WTRL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27113 | PA      | $24147.00     | 0.00%             | 2043-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                    | Clydesdale Acquisition Holdings Inc                                                                           | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $998058.77    | 0.02%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FREK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11134500 | PA      | $392629.18    | 0.01%             | 2030-01-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133BRRK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    956669 | PA      | $947903.13    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133KMYL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1483385 | PA      | $1256614.76   | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    260000 | PA      | $301656.98    | 0.01%             | 2032-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MAPS Trust                                                | MAPS 2026-1 Trust                                                                                             | CUSIP: 55293WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6092175 | PA      | $5999367.22   | 0.14%             | 2051-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 31394GXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9688 | PA      | $9970.07      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Issuer Trust 2025-2                                                                 | CUSIP: 39571VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1790000 | PA      | $1784599.03   | 0.04%             | 2060-06-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                 | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331565.00    | 0.01%             | 2029-05-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36210FC38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       136 | PA      | $139.66       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                                 | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    705000 | PA      | $680467.68    | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $4228.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                     | Cantor Commercial Real Estate Lending 2019-CF1                                                                | CUSIP: 12529MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2391252 | PA      | $53407.66     | 0.00%             | 2052-05-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138M8VW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278118 | PA      | $267722.43    | 0.01%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                              | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1328191.59   | 0.03%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                          | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1251061.46   | 0.03%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 31335A7C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90442 | PA      | $91584.32     | 0.00%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | State of Israel                                                                                               | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    975000 | PA      | $638194.26    | 0.01%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    351244 | PA      | $323898.60    | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: S9D11SV34 CDS USD R F  5.00000 1 CCPCDX / Short: S9D11SV34 CDS USD P V 03MEVENT 2 CCPCDX                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  21101850 | OU      | $1658939.53   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MABU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    516636 | PA      | $497939.71    | 0.01%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                   | DBJPM 2016-C3 Mortgage Trust                                                                                  | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3289095 | PA      | $3279228.38   | 0.08%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                                                 | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    440000 | PA      | $506175.73    | 0.01%             | 2031-09-22      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                | CHICAGO IL BRD OF EDU                                                                                         | CUSIP: 167505KH8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   1145000 | PA      | $1075798.60   | 0.02%             | 2039-12-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                    | CUSIP: 21H030658<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -4975000 | PA      | $-4429982.63  | -0.10%            | 2056-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                     | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1431168.80   | 0.03%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207921 | PA      | $209236.06    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                      | WEC Energy Group Inc                                                                                          | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2740195.50   | 0.06%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137H54D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3136505 | PA      | $505520.61    | 0.01%             | 2045-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2018-4                                                                    | CUSIP: 64828FCQ3<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    808364 | PA      | $797907.31    | 0.02%             | 2048-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                    | Taco Bell Funding LLC                                                                                         | CUSIP: 87342RAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3571388 | PA      | $3102447.89   | 0.07%             | 2051-08-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140FFLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455000 | PA      | $423516.38    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128M8GS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23994 | PA      | $24697.02     | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                | Hasbro Inc                                                                                                    | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347165.08    | 0.01%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | State of Israel                                                                                               | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1475000 | PA      | $965473.37    | 0.02%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                          | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234935.92    | 0.01%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 3620C0YM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9051 | PA      | $9328.10      | 0.00%             | 2040-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                  | iliad SA                                                                                                      | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $348736.93    | 0.01%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                  | ROCKIES EXPRESS PIPELINE                                                                                      | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2163447.56   | 0.05%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179UUJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2182812 | PA      | $2008608.77   | 0.05%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137HBP99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10203948 | PA      | $266502.64    | 0.01%             | 2033-12-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| HAMMERSON PLC                                             | Hammerson PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              |  | GB        |    285000 | PA      | $324367.90    | 0.01%             | 2032-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 312936CE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3606 | PA      | $3654.42      | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                          | Freddie Mac Strips                                                                                            | CUSIP: 31325YBX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7999711 | PA      | $914053.40    | 0.02%             | 2042-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                | CHICAGO IL BRD OF EDU                                                                                         | CUSIP: 167505NG7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   2965000 | PA      | $2926327.51   | 0.07%             | 2029-11-01      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                    | Blackstone Private Credit Fund                                                                                | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1831127.30   | 0.04%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                          | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    285000 | PA      | $278302.50    | 0.01%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2368470 | PA      | $1916554.69   | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                           | Piraeus Bank SA                                                                                               | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |    530000 | PA      | $644300.01    | 0.01%             | 2030-04-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38381TR23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1191652 | PA      | $169577.09    | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179W7H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    768870 | PA      | $632864.83    | 0.01%             | 2052-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2022-1                                                                     | CUSIP: 31573CAA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |   2665291 | PA      | $2362031.66   | 0.05%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                               | Extended Stay America Trust 2026-ESH2                                                                         | CUSIP: 30227WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2148538 | PA      | $2156595.22   | 0.05%             | 2043-02-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                                | BINOM Mortgage Loan Trust 2026-NQM1                                                                           | CUSIP: 09055CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3736000 | PA      | $3732829.26   | 0.09%             | 2066-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                              | AES Andes SA                                                                                                  | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |   1300000 | PA      | $1346160.40   | 0.03%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AL SYDBANK                                                | AL Sydbank                                                                                                    | CUSIP: 000000000<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | DBT              | CORP              | DK        |    300000 | PA      | $352499.70    | 0.01%             | 2030-03-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2026-NQM2 Trust                                                                                           | CUSIP: 67123VAF9<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-MBS          | CORP              | US        |   2863624 | PA      | $2847981.86   | 0.07%             | 2065-12-01      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                         | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3590000 | PA      | $3776860.00   | 0.09%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    440000 | PA      | $447056.24    | 0.01%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                 | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1682000 | PA      | $1540681.07   | 0.04%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XKFM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1366569 | PA      | $1372797.97   | 0.03%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2026-NQM6 Trust                                                                                           | CUSIP: 67124EAJ8<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |   3137000 | PA      | $3128564.61   | 0.07%             | 2066-04-26      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                   | SCOR SE                                                                                                       | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $191622.94    | 0.00%             | 2029-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                       | Avantor Funding Inc                                                                                           | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $2942137.33   | 0.07%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-4                                                                             | CUSIP: 92538HAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1467416 | PA      | $1244698.70   | 0.03%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136ACY39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    420000 | PA      | $341697.30    | 0.01%             | 2043-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    819633 | PA      | $701829.24    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                                                          | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    702000 | PA      | $692669.47    | 0.02%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    860000 | PA      | $718595.17    | 0.02%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XDH74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1426516 | PA      | $1242025.76   | 0.03%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136A6MP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275582 | PA      | $51266.61     | 0.00%             | 2042-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136B5PK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    830780 | PA      | $754140.29    | 0.02%             | 2049-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2022-SFR5 Trust                                                                          | CUSIP: 74332YAA7<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1347416 | PA      | $1341185.28   | 0.03%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank                                                      | BANK 2020-BNK25                                                                                               | CUSIP: 06539WBC9<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |  35458994 | PA      | $907239.63    | 0.02%             | 2063-01-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                    | Natixis Commercial Mortgage Securities Trust 2018-SOX                                                         | CUSIP: 63874NAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1743607.08   | 0.04%             | 2038-06-17      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1532383 | PA      | $1412136.70   | 0.03%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                                  | Fedex Freight Holding Co Inc                                                                                  | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2040945.46   | 0.05%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                               | FIXED INC CLEARING CORP.REPO                                                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   7700328 | PA      | $7700328.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9425823 | PA      | $7596871.16   | 0.18%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14635000 | PA      | $12391728.91  | 0.29%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-R2                                                                            | CUSIP: 92538DAA7<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    665029 | PA      | $635379.59    | 0.01%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2580987 | PA      | $2635029.83   | 0.06%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                       | Cardinal Health Inc                                                                                           | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2616406.32   | 0.06%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                      | MAD Commercial Mortgage Trust 2025-11MD                                                                       | CUSIP: 55616AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6145000 | PA      | $6136063.94   | 0.14%             | 2042-10-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                         | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    530000 | PA      | $532372.00    | 0.01%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                  | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2795000 | PA      | $2824423.33   | 0.07%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QGGN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457100 | PA      | $401602.41    | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36180DUR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34821 | PA      | $32276.47     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                               | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2992392.97   | 0.07%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                               | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    315000 | PA      | $326817.95    | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132D6DL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3936634 | PA      | $4025268.75   | 0.09%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QEP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2007906 | PA      | $1768807.72   | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                 | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1101111.87   | 0.03%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15925337 | PA      | $15791287.51  | 0.37%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                     | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                      | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1170551.25   | 0.03%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38383RAP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    743981 | PA      | $716884.37    | 0.02%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                               | McAfee Corp                                                                                                   | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2288968.68   | 0.05%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| UPJOHN FINANCE BV                                         | Upjohn Finance BV                                                                                             | CUSIP: 000000000<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $517000.36    | 0.01%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                       | Cardinal Health Inc                                                                                           | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $3891556.82   | 0.09%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                      | Kaiser Aluminum Corp                                                                                          | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1117546.52   | 0.03%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XFBM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1742467 | PA      | $1562734.95   | 0.04%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418CRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    757765 | PA      | $721434.73    | 0.02%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GF25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10648000 | PA      | $10622901.17  | 0.25%             | 2034-04-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    950000 | PA      | $988625.32    | 0.02%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                          | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3600000 | PA      | $3553812.00   | 0.08%             | 2034-02-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $2137446.79   | 0.05%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132LQA80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1040165 | PA      | $985064.78    | 0.02%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6275000 | PA      | $5252492.58   | 0.12%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D0UXBE1 IRS USD R V 12MSOFR 99D0UXBF8 CCPOIS / Short: B9D0UXBE1 IRS USD P F  2.97000 99D0UXBE1 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  16045000 | OU      | $3255435.69   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWCM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2253595 | PA      | $1728855.79   | 0.04%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                                                    | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2336000 | PA      | $1507380.85   | 0.03%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                    | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $677687.51    | 0.02%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F040651<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -9123000 | PA      | $-8554595.59  | -0.20%            | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                            | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    435000 | PA      | $404166.13    | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132WEDN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151210 | PA      | $141046.50    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) JUN26                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -698 | NC      | $155321.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136B3SL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2097864 | PA      | $1890597.43   | 0.04%             | 2058-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                     | BANK5 2023-5YR4                                                                                               | CUSIP: 06211FBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5955888 | PA      | $125982.52    | 0.00%             | 2056-12-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2025-3                                                                                                   | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1006543 | PA      | $1005359.93   | 0.02%             | 2030-05-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418B4J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167245 | PA      | $160287.75    | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                           | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2814000 | PA      | $2749222.00   | 0.06%             | 2032-02-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2017-6                                                                    | CUSIP: 64830BAA5<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   1160936 | PA      | $1126101.83   | 0.03%             | 2057-08-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                      | BANK 2019-BNK24                                                                                               | CUSIP: 06540VBC8<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |  10259787 | PA      | $208494.26    | 0.00%             | 2062-11-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XMDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512788 | PA      | $492491.10    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QKVB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4635494 | PA      | $3938373.60   | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                    | CUSIP: 695114DP0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1950983.18   | 0.05%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                         | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    318000 | PA      | $334908.21    | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                        | Athene Holding Ltd                                                                                            | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1941690.88   | 0.04%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36183HRE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24704 | PA      | $22143.89     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $3001549.88   | 0.07%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                           | Fannie Mae Interest Strip                                                                                     | CUSIP: 31395Q3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1394392 | PA      | $105900.73    | 0.00%             | 2033-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 31297EL87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4699 | PA      | $4798.60      | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138YR6D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347694 | PA      | $333115.99    | 0.01%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: S9D11RU78 CDS USD R F  1.00000 1 CCPCDX / Short: S9D11RU78 CDS USD P V 03MEVENT 2 CCPCDX                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  65175000 | OU      | $1441338.39   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179XNB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2078435 | PA      | $1856043.87   | 0.04%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    845000 | PA      | $839929.83    | 0.02%             | 2037-04-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137BSCE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    882223 | PA      | $167594.33    | 0.00%             | 2046-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   5442853 | PA      | $6155479.42   | 0.14%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-RPL5 Trust                                                                                          | CUSIP: 69393AAA5<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |   9089337 | PA      | $8827051.37   | 0.20%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140H6C80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213681 | PA      | $198105.05    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3741137 | PA      | $3335407.95   | 0.08%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-2716.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                             | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3790000 | PA      | $3746533.78   | 0.09%             | 2032-03-10      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140X7DV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380175 | PA      | $372616.29    | 0.01%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XJED1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404666 | PA      | $388084.50    | 0.01%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136AP2P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32141 | PA      | $897.56       | 0.00%             | 2030-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                   | Great Canadian Gaming Corp/Raptor LLC                                                                         | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |   2150000 | PA      | $2096274.62   | 0.05%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136BQA58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5940386 | PA      | $1136267.50   | 0.03%             | 2051-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140Q07F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4400000 | PA      | $4408280.27   | 0.10%             | 2030-11-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 31329QM40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1298247 | PA      | $1235518.61   | 0.03%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XFX71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1751283 | PA      | $1550792.76   | 0.04%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                       | CUSIP: 44891AEK9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    650000 | PA      | $650998.55    | 0.02%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38384U2V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4374781 | PA      | $865834.69    | 0.02%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                    | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16525000 | PA      | $16617886.69  | 0.38%             | 2056-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QQPB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1822479 | PA      | $1842534.76   | 0.04%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                          | Freddie Mac Strips                                                                                            | CUSIP: 31325YCL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4726430 | PA      | $739016.15    | 0.02%             | 2052-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136ARFZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1163 | PA      | $4.45         | 0.00%             | 2031-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                                                            | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $655826.23    | 0.02%             | 2080-08-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136AP2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200605 | PA      | $16741.44     | 0.00%             | 2035-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136BYZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5672401 | PA      | $5663337.42   | 0.13%             | 2047-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38379BCS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    256877 | PA      | $244640.47    | 0.01%             | 2039-12-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                                  | Trans-Allegheny Interstate Line Co                                                                            | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1227516.18   | 0.03%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2026-NQM2 Trust                                                                                           | CUSIP: 67123VAJ1<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-MBS          | CORP              | US        |   5037042 | PA      | $4997353.54   | 0.12%             | 2065-12-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 3617YRUD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4294067 | PA      | $4266663.74   | 0.10%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10850328 | PA      | $7811427.63   | 0.18%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4776953 | PA      | $4093792.75   | 0.09%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2021-2R Mortgage Loan Trust                                                                              | CUSIP: 12656YAA5<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    519663 | PA      | $470698.87    | 0.01%             | 2054-07-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38375QGF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114675 | PA      | $116736.94    | 0.00%             | 2038-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38380XBA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136626 | PA      | $14500.37     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38380TE93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    660661 | PA      | $105201.21    | 0.00%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                        | Tricon Residential 2026-SFR1 Trust                                                                            | CUSIP: 895989AB7<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   1629863 | PA      | $1628383.42   | 0.04%             | 2043-02-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                  | Sixth Street Lending Partners                                                                                 | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    201000 | PA      | $199859.93    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                   | Black Pearl Compute LLC                                                                                       | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $273938.70    | 0.01%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                          | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    251000 | PA      | $249256.73    | 0.01%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                                                          | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    320000 | PA      | $326189.33    | 0.01%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1149678.95   | 0.03%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36186NLS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    517518 | PA      | $463871.68    | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                           | Xcel Energy Inc                                                                                               | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1527650.24   | 0.04%             | 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        |   7036993 | PA      | $6508437.06   | 0.15%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                | goeasy Ltd                                                                                                    | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1038378.63   | 0.02%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                                                      | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    560000 | PA      | $586311.04    | 0.01%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Bank                                                      | BANK 2019-BNK22                                                                                               | CUSIP: 06540XBH3<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |  20102129 | PA      | $360807.09    | 0.01%             | 2062-11-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6073 | PA      | $5439.98      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                 | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2038254.77   | 0.05%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2025-4                                                                    | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2365000 | PA      | $2363058.81   | 0.05%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 3620A85P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58637 | PA      | $60517.50     | 0.00%             | 2039-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                         | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    940000 | PA      | $803700.00    | 0.02%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38379V5S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    517544 | PA      | $58609.49     | 0.00%             | 2046-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5505516 | PA      | $5454406.45   | 0.13%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2                                                 | CUSIP: 35563PKJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    906791 | PA      | $853084.56    | 0.02%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XGGS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1248503 | PA      | $1064123.93   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                     | Southern California Gas Co                                                                                    | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $3039055.43   | 0.07%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                       | Rio Tinto Alcan Inc                                                                                           | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |   1240000 | PA      | $1331002.29   | 0.03%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136BTWB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4601608 | PA      | $4698972.25   | 0.11%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136A5P34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34261 | PA      | $273.42       | 0.00%             | 2027-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137BJQK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152874 | PA      | $7056.03      | 0.00%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                               | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $660024.73    | 0.02%             | 2032-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D12DEW1 IRS USD R V 12MSOFR 99D12DEX9 CCPOIS / Short: B9D12DEW1 IRS USD P F  3.37750 99D12DEW1 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8625000 | OU      | $103074.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20753YAF9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   3120000 | PA      | $3229200.00   | 0.07%             | 2042-03-25      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137B2JF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1970 | PA      | $3.95         | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38380WH28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1750303 | PA      | $321486.46    | 0.01%             | 2045-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                  | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $324646.56    | 0.01%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                      | BANK 2019-BNK18                                                                                               | CUSIP: 065402BD0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |  20604311 | PA      | $486583.17    | 0.01%             | 2062-05-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    275000 | PA      | $204785.70    | 0.00%             | 2040-12-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                        | Compass Datacenters Issuer II LLC                                                                             | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3725000 | PA      | $3720693.16   | 0.09%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2015-NXS1                                                               | CUSIP: 94989HBM1<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |    250274 | PA      | $225872.71    | 0.01%             | 2048-05-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  47025000 | PA      | $47955052.93  | 1.11%             | 2056-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140NUBN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3515000 | PA      | $3584116.36   | 0.08%             | 2028-12-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137H2T20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5114805 | PA      | $847900.21    | 0.02%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARMILA SA                                                | Carmila SA                                                                                                    | CUSIP: 000000000<br>LEI: 222100P6D3QKU33LZQ72 | Long             | DBT              |  | FR        |    300000 | PA      | $343387.02    | 0.01%             | 2033-01-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137B05Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160487 | PA      | $10220.13     | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FL2N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9976549 | PA      | $263966.53    | 0.01%             | 2034-01-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XGGR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1930100 | PA      | $1651487.14   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                     | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1266575.35   | 0.03%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38380CF81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    457317 | PA      | $57159.44     | 0.00%             | 2047-02-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                             | MTN Commercial Mortgage Trust 2026-LPFX                                                                       | CUSIP: 624944AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $850498.02    | 0.02%             | 2043-05-15      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XLEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1718359 | PA      | $1780654.83   | 0.04%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers Clo 42 Ltd                                                                     | CUSIP: 64133WAS4<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |   5575000 | PA      | $5579794.50   | 0.13%             | 2036-07-16      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-RPL6 Trust                                                                                          | CUSIP: 74143YAA6<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |   8350292 | PA      | $8284491.56   | 0.19%             | 2069-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)JUN26                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       459 | NC      | $-41316.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                                                  | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |    575000 | PA      | $667012.23    | 0.02%             | 2032-10-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                         | Iliad Holding SAS                                                                                             | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $2342703.17   | 0.05%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                           | Prestige Auto Receivables Trust 2024-2                                                                        | CUSIP: 74113SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1935000 | PA      | $1934708.78   | 0.04%             | 2029-02-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM Mortgage Trust                                  | SPGN Trust 2026-TFLM                                                                                          | CUSIP: 847946AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1885000 | PA      | $1877342.19   | 0.04%             | 2041-02-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2026-1 Mortgage Loan Trust                                                                               | CUSIP: 196926AJ8<br>LEI: 2138009O96115X8GVT44 | Long             | ABS-MBS          | CORP              | US        |    963791 | PA      | $954655.55    | 0.02%             | 2071-02-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                           | CUSIP: 80413TBS7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $192438.98    | 0.00%             | 2056-01-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                                                    | CUSIP: 458140CS7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    360000 | PA      | $358488.76    | 0.01%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140M5E50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76486 | PA      | $62292.63     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM4                                                      | CUSIP: 61780QAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2067000 | PA      | $2060356.66   | 0.05%             | 2071-03-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28098 | PA      | $28334.86     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3129383F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144118 | PA      | $145292.73    | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2026-SFR1 Trust                                                                          | CUSIP: 74334HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3420000 | PA      | $3225350.70   | 0.07%             | 2043-02-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136BHVJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7046001 | PA      | $1143313.78   | 0.03%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                                                 | CUSIP: 46652BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1770000 | PA      | $1593017.70   | 0.04%             | 2037-01-16      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                            | 280 Park Avenue 2017-280P Mortgage Trust                                                                      | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3362000 | PA      | $3319975.00   | 0.08%             | 2034-09-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2021-1 Mortgage Loan Trust                                                                               | CUSIP: 19688EAA6<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   1821880 | PA      | $1587086.89   | 0.04%             | 2066-06-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2816625 | PA      | $2879300.33   | 0.07%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XQ6E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2144939 | PA      | $2193056.68   | 0.05%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2023-SFR1 Trust                                                                          | CUSIP: 74334FAA6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2984945 | PA      | $2956740.36   | 0.07%             | 2040-03-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140N2AJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2517911 | PA      | $2491137.05   | 0.06%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                          | Georgia Power Co                                                                                              | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    905000 | PA      | $907565.47    | 0.02%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XJAR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3169333 | PA      | $2915950.83   | 0.07%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31391NMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38038 | PA      | $38806.13     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                  | Ares Strategic Income Fund                                                                                    | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $3062619.66   | 0.07%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5140000 | PA      | $5087580.58   | 0.12%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128M7CL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120337 | PA      | $119467.28    | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                                                     | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $657864.44    | 0.02%             | 2055-06-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                           | Fannie Mae Interest Strip                                                                                     | CUSIP: 31423YVK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4730292 | PA      | $738145.35    | 0.02%             | 2052-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                  | Itelyum Regeneration Spa                                                                                      | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |   1900000 | PA      | $2247052.10   | 0.05%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128L9PZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53174 | PA      | $53888.86     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                      | GCAT 2021-NQM4 Trust                                                                                          | CUSIP: 36168HAA2<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   3270802 | PA      | $2765856.26   | 0.06%             | 2066-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38382WYH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1842444 | PA      | $1570139.17   | 0.04%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 31398SBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    780420 | PA      | $84581.81     | 0.00%             | 2040-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4                                                 | CUSIP: 35563PHE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3237994 | PA      | $2910362.82   | 0.07%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    268001 | PA      | $264273.19    | 0.01%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2025-ARIA                                                                                            | CUSIP: 05619TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3125000 | PA      | $3130852.19   | 0.07%             | 2042-12-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38382QM72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    465747 | PA      | $365749.54    | 0.01%             | 2051-05-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                               | Extended Stay America Trust 2026-ESH2                                                                         | CUSIP: 30227WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5293772 | PA      | $5307006.88   | 0.12%             | 2043-02-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                  | Citadel Securities Global Holdings LLC                                                                        | CUSIP: 17289RAE6<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    425000 | PA      | $419913.34    | 0.01%             | 2032-01-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                                                    | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   7460000 | PA      | $5342313.09   | 0.12%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                          | Freddie Mac Strips                                                                                            | CUSIP: 31325YB31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3987020 | PA      | $589972.32    | 0.01%             | 2052-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140A4VY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52588 | PA      | $52894.10     | 0.00%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                      | BANK 2019-BNK23                                                                                               | CUSIP: 06541RBC6<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |  17736158 | PA      | $360001.44    | 0.01%             | 2052-12-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                              | SM Energy Co                                                                                                  | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2308041.00   | 0.05%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QQNQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103242 | PA      | $102579.59    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140L22Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3579429 | PA      | $2889558.57   | 0.07%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140N2RJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114054 | PA      | $112736.14    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $1765.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                                                     | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    880000 | PA      | $1005301.61   | 0.02%             | 2032-09-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                          | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1502651.39   | 0.03%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                              | METLIFE SECURITIZATION TRUST 2018-1                                                                           | CUSIP: 59166DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970883 | PA      | $940974.33    | 0.02%             | 2057-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136AWSV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21257 | PA      | $20873.46     | 0.00%             | 2044-07-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    971517 | PA      | $932287.05    | 0.02%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DVL86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1075465 | PA      | $957337.18    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2011-C3                                                                        | CUSIP: 61760RAS1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    885000 | PA      | $868171.11    | 0.02%             | 2049-07-15      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                               | Texas Debt Capital CLO 2023-I Ltd                                                                             | CUSIP: 88238CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4445000 | PA      | $4456499.22   | 0.10%             | 2038-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                           | Star Parent Inc                                                                                               | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2199863.40   | 0.05%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38380BAQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29364 | PA      | $109.27       | 0.00%             | 2028-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                  | Castlelake Aircraft Structured Trust 2026-2                                                                   | CUSIP: 14855UAA8<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   5055000 | PA      | $5052427.01   | 0.12%             | 2051-04-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136BLGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2906303 | PA      | $2499763.64   | 0.06%             | 2050-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHOPS Trust                                               | SHOPS Commercial Mortgage Trust 2026-CSTL                                                                     | CUSIP: 82510YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3650000 | PA      | $3650000.00   | 0.08%             | 2039-05-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                    | Galaxy Pipeline Assets Bidco Ltd                                                                              | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1565000 | PA      | $1358379.89   | 0.03%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QVP65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8760510 | PA      | $8943106.62   | 0.21%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XMW51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499428 | PA      | $480819.55    | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                               | Home Re 2026-1 Ltd                                                                                            | CUSIP: 436956AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   5190000 | PA      | $5200609.92   | 0.12%             | 2036-01-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2021-NQM1 Trust                                                                                           | CUSIP: 67114BAA5<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   2069638 | PA      | $1844153.29   | 0.04%             | 2066-02-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2025-7 LLC                                                                                               | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3797313 | PA      | $3795553.06   | 0.09%             | 2030-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3291000 | PA      | $3322876.07   | 0.08%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG                                       | Shurgard Luxembourg Sarl                                                                                      | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $569788.67    | 0.01%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                                                             | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   2978000 | PA      | $2176841.44   | 0.05%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136A8GE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20268 | PA      | $232.61       | 0.00%             | 2027-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140Q8FN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    847378 | PA      | $782437.52    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                    | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    859000 | PA      | $647790.24    | 0.01%             | 2049-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QKF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707066 | PA      | $624608.94    | 0.01%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC               | BBCMS MORTGAGE TRUST 2017-C1                                                                                  | CUSIP: 07332VBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17424469 | PA      | $77601.62     | 0.00%             | 2050-02-15      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                           | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1594883.03   | 0.04%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3131XYTF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    478517 | PA      | $442833.80    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                               | Legacy Mortgage Asset Trust 2021-GS4                                                                          | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    855633 | PA      | $845910.61    | 0.02%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QLHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2013601 | PA      | $1710469.86   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140X7GK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2318956 | PA      | $2177346.64   | 0.05%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2016-4                                                                    | CUSIP: 64829LAA6<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    779854 | PA      | $740851.36    | 0.02%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31407NQM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164452 | PA      | $163067.74    | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QQ2P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113720 | PA      | $112793.01    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                         | Rakuten Group Inc                                                                                             | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $332286.95    | 0.01%             | 2027-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    440000 | PA      | $513137.29    | 0.01%             | 2045-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1551338 | PA      | $1439042.32   | 0.03%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1026743.45   | 0.02%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4215000 | PA      | $4146707.94   | 0.10%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31417YUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217807 | PA      | $209670.77    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179U6V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5321483 | PA      | $4899056.43   | 0.11%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                          | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1423938.87   | 0.03%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2404663 | PA      | $2076612.30   | 0.05%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    295000 | PA      | $307432.82    | 0.01%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    751510 | PA      | $757176.02    | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                 | PG&E Corp                                                                                                     | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1784642.46   | 0.04%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                       | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    365000 | PA      | $342185.41    | 0.01%             | 2034-03-23      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                               | Aker BP ASA                                                                                                   | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1105000 | PA      | $1079219.43   | 0.02%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 31307VYC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64319 | PA      | $62380.55     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                          | RCO VIII Mortgage LLC 2025-3                                                                                  | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505096 | PA      | $504749.76    | 0.01%             | 2030-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140F5Z63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111040 | PA      | $105924.65    | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                   | CF Hippolyta Issuer LLC                                                                                       | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940804 | PA      | $935044.09    | 0.02%             | 2062-08-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                            | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $345797.05    | 0.01%             | 2031-07-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2026-NQM6 Trust                                                                                           | CUSIP: 67124EAH2<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |   1660000 | PA      | $1655552.36   | 0.04%             | 2066-04-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 26-1A PTT                                    | American Airlines 2026-1 Class A Pass Through Trust                                                           | CUSIP: 02379VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $699125.00    | 0.02%             | 2038-11-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                          | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $120429.62    | 0.00%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XAUM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5510868 | PA      | $4694648.22   | 0.11%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16225000 | PA      | $13455975.63  | 0.31%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 3622AAN26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    915311 | PA      | $870513.54    | 0.02%             | 2042-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                                                            | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $337433.77    | 0.01%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36213SYK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1396 | PA      | $1413.45      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $798218.10    | 0.02%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                           | United Group BV                                                                                               | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |   1725000 | PA      | $2059777.14   | 0.05%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    314955 | PA      | $291115.27    | 0.01%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5584355 | PA      | $5428931.61   | 0.13%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                        | Bertrand Franchise Finance SAS                                                                                | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |   1525000 | PA      | $1788529.53   | 0.04%             | 2030-07-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                                              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |  10073642 | PA      | $11570081.66  | 0.27%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                        | BMO 2024-C9 Mortgage Trust                                                                                    | CUSIP: 05593MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20913639 | PA      | $1249615.03   | 0.03%             | 2057-07-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                     | Level 3 Financing Inc                                                                                         | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    955000 | PA      | $1022815.51   | 0.02%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31417325 | PA      | $31592732.01  | 0.73%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                              | NiSource Inc                                                                                                  | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2638933.94   | 0.06%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-NPL6 LLC                                                                                            | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |   9930245 | PA      | $9942856.32   | 0.23%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31371JDS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2094 | PA      | $2151.95      | 0.00%             | 2030-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132E0N32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    823229 | PA      | $792854.72    | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16751919 | PA      | $652892.65    | 0.02%             | 2030-06-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                          | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Short            | DBT              | NUSS              | MX        |  -1370000 | PA      | $-1337805.00  | -0.03%            | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                   | Southwestern Electric Power Co                                                                                | CUSIP: 845437BW1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1248137.98   | 0.03%             | 2056-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2017-H1                                                                        | CUSIP: 61691JAW4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   2039061 | PA      | $19610.26     | 0.00%             | 2050-06-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4304366 | PA      | $3542969.18   | 0.08%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140Q7QD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1204888 | PA      | $1115533.85   | 0.03%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                          | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1112341.55   | 0.03%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                                | BINOM Securitization Trust 2021-INV1                                                                          | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1218843 | PA      | $1120304.05   | 0.03%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3142GU2B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5458711 | PA      | $5548857.68   | 0.13%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140X4TQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    565585 | PA      | $552764.06    | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                                        | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $339094.18    | 0.01%             | 2032-04-07      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133BPGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    658226 | PA      | $651544.41    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $2842602.46   | 0.07%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: S9D131L81 CDS USD R F  1.00000 1 CCPCDX / Short: S9D131L81 CDS USD P V 03MEVENT 2 CCPCDX                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   5250000 | OU      | $116134.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                    | Global Atlantic Fin Co                                                                                        | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1339557.86   | 0.03%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31374CSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2845086 | PA      | $2683413.67   | 0.06%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2022-3                                                                               | CUSIP: 03464TAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |  10120392 | PA      | $9812035.97   | 0.23%             | 2067-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136A8CC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340471 | PA      | $13706.41     | 0.00%             | 2042-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6341749 | PA      | $5360619.52   | 0.12%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                   | Duke Energy Indiana LLC                                                                                       | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    525000 | PA      | $317617.08    | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 31394VV56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19769 | PA      | $17156.80     | 0.00%             | 2036-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179VN48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    357229 | PA      | $328135.28    | 0.01%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    555000 | PA      | $644116.81    | 0.01%             | 2038-05-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                          | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    275000 | PA      | $258758.07    | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   3580553 | PA      | $4118010.38   | 0.10%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                           | Fannie Mae Interest Strip                                                                                     | CUSIP: 31424UPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4525929 | PA      | $683843.33    | 0.02%             | 2052-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    577000 | PA      | $475323.03    | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418FBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28893918 | PA      | $29052275.45  | 0.67%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 3617GCKE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82078 | PA      | $77061.52     | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136AAKA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43545 | PA      | $3701.81      | 0.00%             | 2042-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2025-NQM7                                                                 | CUSIP: 64831YAE6<br>LEI: 2138008C4H1F2CU67V53 | Long             | ABS-MBS          | CORP              | US        |   4020908 | PA      | $4004872.16   | 0.09%             | 2065-10-26      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank                                                      | BANK 2023-BNK45                                                                                               | CUSIP: 06541BBQ0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   8449557 | PA      | $452102.85    | 0.01%             | 2056-02-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                              | WP Carey Inc                                                                                                  | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    908000 | PA      | $1018731.16   | 0.02%             | 2035-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                          | Alabama Power Co                                                                                              | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1475118.13   | 0.03%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2041287 | PA      | $1750359.83   | 0.04%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XJUT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    929000 | PA      | $937434.37    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    176000 | PA      | $204198.58    | 0.00%             | 2032-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138WMKX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    392213 | PA      | $347743.95    | 0.01%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    995463 | PA      | $842690.24    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC               | BBCMS Mortgage Trust 2022-C15                                                                                 | CUSIP: 05552FBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1640000 | PA      | $1510412.61   | 0.03%             | 2055-04-15      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179Q3K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1271998 | PA      | $1225620.52   | 0.03%             | 2045-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                     | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3855000 | PA      | $3778649.37   | 0.09%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140NUVD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4474128 | PA      | $4492580.69   | 0.10%             | 2029-04-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F022659<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -81699000 | PA      | $-68398634.83 | -1.58%            | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754UAC3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   3680000 | PA      | $3686900.00   | 0.09%             | 2046-04-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                                                 | CUSIP: 35563PLK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    777981 | PA      | $737034.34    | 0.02%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140X6QS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265267 | PA      | $245494.10    | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137H6KN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2405178 | PA      | $2154253.12   | 0.05%             | 2052-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $218295.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                        | CP Atlas Buyer Inc                                                                                            | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    564670 | PA      | $417900.86    | 0.01%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                    | Arizona Public Service Co                                                                                     | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1194184.83   | 0.03%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                               | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1212763.07   | 0.03%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1256203.47   | 0.03%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XF3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1278359 | PA      | $1117882.82   | 0.03%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2223817 | PA      | $1822040.82   | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137B06E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29803 | PA      | $419.72       | 0.00%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QMDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8223152 | PA      | $7006962.00   | 0.16%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                     | BANK5 2026-5YR20                                                                                              | CUSIP: 06650JAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5792000 | PA      | $5821619.13   | 0.13%             | 2059-02-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136BDQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4724236 | PA      | $724932.65    | 0.02%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                    | CUSIP: 40440VAV7<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   4145000 | PA      | $4040595.70   | 0.09%             | 2031-04-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                   | SCF Equipment Leasing 2025-1 LLC                                                                              | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3355000 | PA      | $3397593.74   | 0.08%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38380GZW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129037 | PA      | $24546.31     | 0.00%             | 2047-09-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 31283H7E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8292 | PA      | $8547.93      | 0.00%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22510885 | PA      | $19300596.75  | 0.45%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2021-3                                                                               | CUSIP: 03465EAA9<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   2243498 | PA      | $1948451.93   | 0.05%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                  | Icon Investments Six DAC                                                                                      | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1510000 | PA      | $1543035.72   | 0.04%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36213FF40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11175 | PA      | $11276.70     | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                           | Domino's Pizza Master Issuer LLC                                                                              | CUSIP: 25755TAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1439300 | PA      | $1304681.26   | 0.03%             | 2051-04-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36209KKS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1977 | PA      | $2023.36      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                  | Bellis Acquisition Co PLC                                                                                     | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    593000 | PA      | $663465.13    | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140F5SH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337651 | PA      | $313956.51    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2024-6 LLC                                                                                               | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1077084 | PA      | $1069924.57   | 0.02%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| GCAT                                                      | GCAT 2021-NQM1 Trust                                                                                          | CUSIP: 36167TAA7<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   3523722 | PA      | $3128406.41   | 0.07%             | 2066-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust              | American Credit Acceptance Receivables Trust 2026-2                                                           | CUSIP: 02528FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1205000 | PA      | $1204349.18   | 0.03%             | 2030-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                         | Imperial Fund Mortgage Trust 2022-NQM2                                                                        | CUSIP: 45276PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5813767 | PA      | $5542629.26   | 0.13%             | 2067-03-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE JUN26                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        59 | NC      | $-3522.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QD2M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3198565 | PA      | $2900660.58   | 0.07%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38377EG73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137109 | PA      | $26600.12     | 0.00%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                      | GCAT 2021-NQM6 Trust                                                                                          | CUSIP: 36167KAA6<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   3978252 | PA      | $3648593.36   | 0.08%             | 2066-08-25      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136BPUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11123589 | PA      | $1424965.16   | 0.03%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39519 | PA      | $39832.73     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  38328000 | PA      | $36864087.72  | 0.85%             | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                  | Bellis Acquisition Co PLC                                                                                     | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |   1650000 | PA      | $2076165.14   | 0.05%             | 2030-05-14      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36202D5Q0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35249 | PA      | $35447.19     | 0.00%             | 2034-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4600932 | PA      | $3705435.60   | 0.09%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                    | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7623000 | PA      | $7771326.43   | 0.18%             | 2056-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                    | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33150000 | PA      | $33382952.67  | 0.77%             | 2056-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                  | Public Service Enterprise Group Inc                                                                           | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    895000 | PA      | $949982.67    | 0.02%             | 2033-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                  | Olympus Water US Holding Corp                                                                                 | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $345573.60    | 0.01%             | 2028-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3596 | PA      | $3423.74      | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36177PPS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52704 | PA      | $48868.67     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | Csmc 2022-Nqm1 Trust                                                                                          | CUSIP: 126416AA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   6038402 | PA      | $5471410.78   | 0.13%             | 2066-11-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | JPMCC Commercial Mortgage Securities Trust 2017-JP5                                                           | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8715000 | PA      | $8671415.41   | 0.20%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                                  | Specialty Building Products Holdings LLC / SBP Finance Corp                                                   | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1809311.43   | 0.04%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QG4T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2149085 | PA      | $1746698.60   | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 3617G1SM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    253341 | PA      | $237696.03    | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128M84A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6354 | PA      | $6537.51      | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                           | Stream Innovations 2025-1 Issuer Trust                                                                        | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2547931 | PA      | $2549920.81   | 0.06%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                          | NMEF Funding 2025-B LLC                                                                                       | CUSIP: 62919WAC3<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |   3505000 | PA      | $3507675.72   | 0.08%             | 2033-01-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                              | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    629000 | PA      | $654742.66    | 0.02%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140MHUW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1480588 | PA      | $1310645.63   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                              | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    365000 | PA      | $359830.71    | 0.01%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    955000 | PA      | $973106.01    | 0.02%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                              | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2409569.85   | 0.06%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                    | CUSIP: 21H042661<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -21750000 | PA      | $-20953066.30 | -0.48%            | 2055-06-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                      | Deephaven Residential Mortgage Trust 2021-2                                                                   | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780221 | PA      | $696124.35    | 0.02%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132XUR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12353 | PA      | $12399.03     | 0.00%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135200 | PA      | $136334.67    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31690000 | PA      | $25083377.81  | 0.58%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32975000 | PA      | $23856639.57  | 0.55%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QHM77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10560882 | PA      | $8504122.21   | 0.20%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QFB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3297399 | PA      | $2823428.07   | 0.07%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                    | Mauser Packaging Solutions Holding Co                                                                         | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1096020.15   | 0.03%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140FJB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400962 | PA      | $373945.85    | 0.01%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                        | Compass Datacenters Issuer II LLC                                                                             | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2925000 | PA      | $2926740.38   | 0.07%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36176HJS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106029 | PA      | $104401.61    | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140M9X51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2124367 | PA      | $1811638.23   | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133KTYL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2716454 | PA      | $2358394.01   | 0.05%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                     | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $339854.65    | 0.01%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC 2021-NQM8                                                                                                | CUSIP: 12659FAA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2373101 | PA      | $2174353.89   | 0.05%             | 2066-10-25      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                          | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1506365.07   | 0.03%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                     | Tennessee Valley Authority                                                                                    | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    700000 | PA      | $567717.77    | 0.01%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QSF22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3153355 | PA      | $3185971.45   | 0.07%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100967 | PA      | $96489.39     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179UZV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1472274 | PA      | $1440870.53   | 0.03%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38380VEM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220715 | PA      | $205509.42    | 0.00%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                    | Asurion LLC/ Asurion Co-Issuer Inc                                                                            | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    590000 | PA      | $582098.66    | 0.01%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2021-8                                                                               | CUSIP: 03465MAA1<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   2051178 | PA      | $1845543.96   | 0.04%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133KNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    941713 | PA      | $766493.99    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3056936.20   | 0.07%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38379VRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152478 | PA      | $3430.21      | 0.00%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XALY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    812565 | PA      | $690096.11    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                     | CPI Property Group SA                                                                                         | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $107582.96    | 0.00%             | 2031-03-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2026-ALOHA                                                                       | CUSIP: 12434HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12710000 | PA      | $12710000.00  | 0.29%             | 2043-04-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                                    | Zurich Finance Ireland Designated Activity Co                                                                 | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |    730000 | PA      | $656226.45    | 0.02%             | 2051-04-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                          | VB-S1 Issuer LLC                                                                                              | CUSIP: 91825HAA2<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |   2320000 | PA      | $2268413.41   | 0.05%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                        | CrossCountry Intermediate HoldCo LLC                                                                          | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2259647.79   | 0.05%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31419A3M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    533011 | PA      | $528513.24    | 0.01%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2026-1250B                                                              | CUSIP: 949939AC6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1005000 | PA      | $993955.45    | 0.02%             | 2041-03-10      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                  | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3413000 | PA      | $3108579.17   | 0.07%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132HLE25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148272 | PA      | $142902.22    | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                                | BINOM Mortgage Loan Trust 2026-NQM1                                                                           | CUSIP: 09055CAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $599473.80    | 0.01%             | 2066-02-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1504063 | PA      | $1273748.33   | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                               | Legacy Mortgage Asset Trust 2021-GS3                                                                          | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1715300 | PA      | $1715662.29   | 0.04%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    345000 | PA      | $248776.35    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                     | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1924943.13   | 0.04%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140LBZA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1350388 | PA      | $1184376.65   | 0.03%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                              | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    277000 | PA      | $326372.58    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140GT7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355071 | PA      | $330594.99    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                   | Southern Co Gas Capital Corp                                                                                  | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1793960.34   | 0.04%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                   | Morgan Stanley Private Bank NA                                                                                | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   5530000 | PA      | $5469332.64   | 0.13%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                          | Georgia Power Co                                                                                              | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    465000 | PA      | $466475.25    | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                                                       | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3881637.67   | 0.09%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                                                    | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1023430.46   | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XPV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    984297 | PA      | $1005947.04   | 0.02%             | 2044-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2025-6 LLC                                                                                               | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5419273 | PA      | $5384627.44   | 0.12%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                             | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    281000 | PA      | $329788.98    | 0.01%             | 2034-05-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22650000 | PA      | $21807703.13  | 0.50%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                          | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $634252.09    | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4291015 | PA      | $3464840.27   | 0.08%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-NPL8 LLC                                                                                            | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-O            | CORP              | US        |   6092477 | PA      | $6109251.72   | 0.14%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                             | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1980000 | PA      | $1961500.37   | 0.05%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XLDK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1605901 | PA      | $1374531.43   | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2200208 | PA      | $1937870.83   | 0.04%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    563207 | PA      | $482888.41    | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36213UME7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2072 | PA      | $2127.80      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41212 | PA      | $42297.32     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2020-4                                                                               | CUSIP: 03464LAA4<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |    177627 | PA      | $172966.08    | 0.00%             | 2065-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                        | Tricon Residential 2024-SFR4 Trust                                                                            | CUSIP: 895975AA8<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   4401916 | PA      | $4324068.63   | 0.10%             | 2041-11-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QEYR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2497062 | PA      | $2030417.57   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                              | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    580000 | PA      | $364266.19    | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    925000 | PA      | $703716.59    | 0.02%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                              | Sabey Data Center Issuer LLC                                                                                  | CUSIP: 78520EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970000 | PA      | $975116.65    | 0.02%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL                                   | Banco de Credito Social Cooperativo SA                                                                        | CUSIP: 000000000<br>LEI: 95980020140005881190 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $345787.63    | 0.01%             | 2037-10-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                                                  | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $829077.40    | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2021-5                                                                               | CUSIP: 03465HAA2<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   2734601 | PA      | $2356512.24   | 0.05%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1387212.70   | 0.03%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179QD24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7417 | PA      | $7313.83      | 0.00%             | 2044-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140X8QX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1266351 | PA      | $1030219.65   | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    675000 | PA      | $587526.58    | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137ARZH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4406 | PA      | $45.70        | 0.00%             | 2027-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140NQB80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79714 | PA      | $80304.18     | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                        | Cipher Compute LLC                                                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $264309.84    | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44297597 | PA      | $34272117.68  | 0.79%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT JUN26                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       693 | NC      | $-828501.87   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co/The                                                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1174800.62   | 0.03%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                    | Asurion LLC/ Asurion Co-Issuer Inc                                                                            | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1551214.67   | 0.04%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                  | Acadia Healthcare Co Inc                                                                                      | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1099608.90   | 0.03%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31412TXK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23144 | PA      | $24261.98     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QEBR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255329 | PA      | $215807.61    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31419FFW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242218 | PA      | $233168.85    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36201TJ40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44888 | PA      | $45271.43     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F022667<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -40840000 | PA      | $-34180196.70 | -0.79%            | 2056-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2019-B9 Mortgage Trust                                                                              | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2990000 | PA      | $2925635.77   | 0.07%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                  | JH North America Holdings Inc                                                                                 | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1478132.90   | 0.03%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133KLTH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4072130 | PA      | $3284300.14   | 0.08%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3013707.71   | 0.07%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10077691 | PA      | $369352.42    | 0.01%             | 2030-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-RPL1 Trust                                                                                          | CUSIP: 69392FAA5<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |   9653681 | PA      | $9407232.14   | 0.22%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36213UB33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5066 | PA      | $5172.20      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                           | Golub Capital Partners CLO 68B Ltd                                                                            | CUSIP: 38181PAE5<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |   3095000 | PA      | $3102093.74   | 0.07%             | 2038-07-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                   | Consolidated Edison Co of New York Inc                                                                        | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1332632.72   | 0.03%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                           | AREIT 2025-CRE11                                                                                              | CUSIP: 04002DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3095000 | PA      | $3095956.66   | 0.07%             | 2043-07-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XDGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628068 | PA      | $556955.76    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10050000 | PA      | $9556193.85   | 0.22%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust 2025-PLAZA                  | INT Commercial Mortgage Trust 2025-PLAZA                                                                      | CUSIP: 44989YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $440775.72    | 0.01%             | 2037-11-05      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140GPSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348415 | PA      | $332735.03    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                   | SG Commercial Mortgage Securities Trust 2020-COVE                                                             | CUSIP: 78397FAA1<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |   5770000 | PA      | $5538869.38   | 0.13%             | 2037-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2252588.74   | 0.05%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                                                 | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    279000 | PA      | $332913.37    | 0.01%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    236000 | PA      | $258691.52    | 0.01%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136A9GA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52744 | PA      | $919.35       | 0.00%             | 2027-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31419CSC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9551 | PA      | $9462.38      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2018-B4 Mortgage Trust                                                                              | CUSIP: 08161HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9944626 | PA      | $95049.74     | 0.00%             | 2051-07-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                                                    | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    219000 | PA      | $166398.69    | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31416WM90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15710 | PA      | $15577.46     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                   | Public Service Co of Oklahoma                                                                                 | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $3619830.62   | 0.08%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1                                                 | CUSIP: 35563PJH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4435314 | PA      | $4193277.02   | 0.10%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-HQA2                                                                       | CUSIP: 35564K2G3<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |   6760000 | PA      | $6936219.68   | 0.16%             | 2043-06-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132XWCG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1460418 | PA      | $1350778.99   | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                                                         | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $251681.44    | 0.01%             | 2033-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                               | VFI ABS 2025-1 LLC                                                                                            | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1130422 | PA      | $1132758.12   | 0.03%             | 2030-06-24      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140KLH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    461550 | PA      | $395187.43    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                        | Tricon Residential 2026-SFR1 Trust                                                                            | CUSIP: 895989AA9<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   6005359 | PA      | $6006385.67   | 0.14%             | 2043-02-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36180KJY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    468314 | PA      | $433934.74    | 0.01%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179U6T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2739986 | PA      | $2364717.33   | 0.05%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038885.77   | 0.02%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38378P4B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79489 | PA      | $14927.12     | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140F8BQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109736 | PA      | $104657.04    | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                                                         | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $176323.06    | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                            | CUSIP: 05971KAW9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1389907.44   | 0.03%             | 2036-04-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31419AG68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512696 | PA      | $521920.18    | 0.01%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                 | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1877000 | PA      | $1385789.33   | 0.03%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140FXJJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1645377 | PA      | $1484517.29   | 0.03%             | 2058-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     76964 | PA      | $87298.61     | 0.00%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3840378 | PA      | $3097119.31   | 0.07%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754BAF8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   5125000 | PA      | $5241901.25   | 0.12%             | 2042-01-25      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138X5QA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79933 | PA      | $74677.76     | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120768 | PA      | $124540.36    | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA6                                                                       | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |   2890000 | PA      | $2987075.10   | 0.07%             | 2042-09-25      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                   | Duke Energy Florida LLC                                                                                       | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2019260.39   | 0.05%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QGPK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1007435 | PA      | $855789.80    | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                | Sogecap SA                                                                                                    | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $237327.22    | 0.01%             | 2035-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140FXFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2906277 | PA      | $2450980.39   | 0.06%             | 2057-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2021-R1                                                                             | CUSIP: 89179TAA2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   6542814 | PA      | $5785653.46   | 0.13%             | 2060-11-30      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137BGWY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2493391 | PA      | $498978.44    | 0.01%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                 | SHR Trust 2024-LXRY                                                                                           | CUSIP: 784234AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11910000 | PA      | $11906278.13  | 0.28%             | 2041-10-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38380CP80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    555770 | PA      | $86037.13     | 0.00%             | 2040-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                      | Colombia Government International Bond                                                                        | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6500000 | PA      | $5499000.00   | 0.13%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2021-NQM1R                                                                | CUSIP: 64828BAA9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    901225 | PA      | $826766.08    | 0.02%             | 2055-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                                                  | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    725000 | PA      | $411846.97    | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-NPL7 LLC                                                                                            | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |   6390715 | PA      | $6356652.80   | 0.15%             | 2055-07-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140N7H60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    758085 | PA      | $758601.95    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4890000 | PA      | $5014821.21   | 0.12%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2564515 | PA      | $2285944.67   | 0.05%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138EQFE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221907 | PA      | $220034.18    | 0.01%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QCYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1029969 | PA      | $921838.97    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56335000 | PA      | $54666955.58  | 1.26%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13715000 | PA      | $12004636.91  | 0.28%             | 2056-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                                                 | CUSIP: 35563PFJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1635014 | PA      | $1561173.89   | 0.04%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38383DY69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3540312 | PA      | $3159691.44   | 0.07%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36202X4X2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2962 | PA      | $2982.38      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                          | WFRBS Commercial Mortgage Trust 2011-C4                                                                       | CUSIP: 92936CBA6<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $301806.00    | 0.01%             | 2044-06-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                  | Hudson Pacific Properties LP                                                                                  | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |   1201000 | PA      | $1074781.15   | 0.02%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| DC Commercial Mortgage Trust                              | DC Trust 2024-HLTN                                                                                            | CUSIP: 24022FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705000 | PA      | $699143.57    | 0.02%             | 2040-04-13      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                                                    | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259270.49    | 0.01%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    627000 | PA      | $577678.37    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XGQX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2882269 | PA      | $2749934.69   | 0.06%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC               | BBCMS Mortgage Trust 2024-C24                                                                                 | CUSIP: 07336VAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13990628 | PA      | $1235207.39   | 0.03%             | 2057-02-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                         | Rakuten Group Inc                                                                                             | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    416000 | PA      | $455482.09    | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 3617BVST5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    256430 | PA      | $240686.47    | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2023-B39 Mortgage Trust                                                                             | CUSIP: 081925AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32732744 | PA      | $1090933.25   | 0.03%             | 2056-07-15      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                               | Aker BP ASA                                                                                                   | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    821000 | PA      | $788477.77    | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                    | CUSIP: 21H040665<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -18375000 | PA      | $-17132904.02 | -0.40%            | 2056-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                           | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    265000 | PA      | $333565.91    | 0.01%             | 2032-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 10Y BOND FUT JUN26                                                                                       | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       752 | NC      | $-903074.68   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2023-B40 Mortgage Trust                                                                             | CUSIP: 08163WAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9867406 | PA      | $493157.16    | 0.01%             | 2056-12-15      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                  | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $4378471.77   | 0.10%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137AWF91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    478539 | PA      | $418453.28    | 0.01%             | 2042-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $9224609.38   | 0.21%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                              | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4177000 | PA      | $3845490.97   | 0.09%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                         | Iron Mountain Inc                                                                                             | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    300000 | PA      | $340746.51    | 0.01%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust              | Wells Fargo Mortgage Backed Securities 2019-1 Trust                                                           | CUSIP: 95001TAA3<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |      4809 | PA      | $4545.12      | 0.00%             | 2048-11-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Bank                                                      | BANK 2019-BNK20                                                                                               | CUSIP: 06540AAE1<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |  18741845 | PA      | $432179.45    | 0.01%             | 2062-09-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                              | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    650000 | PA      | $747363.83    | 0.02%             | 2032-02-19      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                                                       | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1504454.26   | 0.03%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 3622A2LL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    218098 | PA      | $220725.51    | 0.01%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137F9YZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23790459 | PA      | $664769.66    | 0.02%             | 2030-12-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1081513.90   | 0.03%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2018-1                                                                    | CUSIP: 64830GAB2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    165820 | PA      | $161624.26    | 0.00%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                          | COOPR Residential Mortgage Trust 2026-CES1                                                                    | CUSIP: 21689GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1078244 | PA      | $1070402.59   | 0.02%             | 2061-02-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                                             | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2778687.98   | 0.06%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                  | CAN 10YR BOND FUT JUN26                                                                                       | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |       356 | NC      | $-240914.23   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN NATIONAL GF                                      | American National Global Funding                                                                              | CUSIP: 02771D2E3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $172145.97    | 0.00%             | 2031-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| TOTALENERGIES CAPITAL SA                                  | TotalEnergies Capital SA                                                                                      | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    570000 | PA      | $528985.26    | 0.01%             | 2064-09-10      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                   | CF Hippolyta Issuer LLC                                                                                       | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    706836 | PA      | $422740.04    | 0.01%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                       | NCL Corp Ltd                                                                                                  | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1100000 | PA      | $1097420.91   | 0.03%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                    | CUSIP: 695114DN5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262763.57    | 0.01%             | 2031-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $879872.73    | 0.02%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F042459<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  47115000 | PA      | $46745113.33  | 1.08%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59905000 | PA      | $57443278.91  | 1.33%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XDDV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    689747 | PA      | $598209.85    | 0.01%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2020-B18 Mortgage Trust                                                                             | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5303604 | PA      | $266726.20    | 0.01%             | 2053-07-15      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                      | Boston Properties LP                                                                                          | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    200000 | PA      | $163303.39    | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                          | Kilroy Realty LP                                                                                              | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   1215000 | PA      | $1116980.20   | 0.03%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1188317 | PA      | $1031478.16   | 0.02%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $695565.65    | 0.02%             | 2036-05-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                  | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $341981.18    | 0.01%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                       | LBM Acquisition LLC                                                                                           | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1058731.49   | 0.02%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                  | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1994952.28   | 0.05%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44799400 | PA      | $43854412.66  | 1.01%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                          | Samhallsbyggnadsbolaget I Norden Holding AB                                                                   | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |    350000 | PA      | $338033.78    | 0.01%             | 2029-09-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2017-2                                                                    | CUSIP: 64829KBV1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   1386102 | PA      | $1342800.14   | 0.03%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38380CG23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    248874 | PA      | $34549.71     | 0.00%             | 2047-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    588000 | PA      | $677201.03    | 0.02%             | 2033-08-17      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1                                                      | CUSIP: 61780XAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    771205 | PA      | $764529.35    | 0.02%             | 2070-12-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XHWM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    717798 | PA      | $684558.66    | 0.02%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                                              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   5295696 | PA      | $6119887.22   | 0.14%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                         | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1165000 | PA      | $1228434.25   | 0.03%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179QGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    384194 | PA      | $378848.45    | 0.01%             | 2044-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                    | Clearway Energy Operating LLC                                                                                 | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1142689.91   | 0.03%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418BPB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45214 | PA      | $43284.89     | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers LLC                          | Aligned Data Centers Issuer LLC                                                                               | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3675000 | PA      | $3684322.01   | 0.09%             | 2048-08-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                            | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $2921835.64   | 0.07%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MMXN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    698815 | PA      | $677511.91    | 0.02%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                    | Penn Entertainment Inc                                                                                        | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1189698.50   | 0.03%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                              | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1603306.77   | 0.04%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                                                            | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    566000 | PA      | $659905.74    | 0.02%             | 2030-03-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                      | Telefonica Europe BV                                                                                          | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $634198.51    | 0.01%             | 2031-06-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                     | CPI Property Group SA                                                                                         | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $405741.79    | 0.01%             | 2030-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                          | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1235062.26   | 0.03%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418E2E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6255543 | PA      | $6386523.40   | 0.15%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                  | Tyco Electronics Group SA                                                                                     | CUSIP: 000000000<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    850000 | PA      | $971254.08    | 0.02%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DNF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3614842 | PA      | $2946605.06   | 0.07%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                       | SG Residential Mortgage Trust 2021-2                                                                          | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10171076 | PA      | $8709838.30   | 0.20%             | 2061-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4204827 | PA      | $3461037.65   | 0.08%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                    | Cox Communications Inc                                                                                        | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182843.67    | 0.00%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140H23B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286531 | PA      | $267124.28    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38378TRC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    548176 | PA      | $459816.72    | 0.01%             | 2040-04-20      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DQR65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3952693 | PA      | $3337439.18   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140X6WG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    597244 | PA      | $557122.29    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                 | Retained Vantage Data Centers Issuer LLC                                                                      | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   6185000 | PA      | $6160742.43   | 0.14%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                                                          | CUSIP: 969457CV0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1838130.01   | 0.04%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23060000 | PA      | $23544620.20  | 0.54%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4742767 | PA      | $4154683.96   | 0.10%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137B2AV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55573 | PA      | $1080.55      | 0.00%             | 2028-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                               | OLIT 2025-HB2                                                                                                 | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860981 | PA      | $826669.99    | 0.02%             | 2038-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                 | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    433000 | PA      | $407412.05    | 0.01%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11555000 | PA      | $11116271.09  | 0.26%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2534100 | PA      | $2505195.42   | 0.06%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59945000 | PA      | $58963868.80  | 1.36%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2026-NPL3 LLC                                                                                            | CUSIP: 69383QAB0<br>LEI: 254900YVPXC5UC5GP265 | Long             | ABS-O            | CORP              | US        |   1345000 | PA      | $1330566.13   | 0.03%             | 2056-02-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| HUT 8 DC LLC                                              | HUT 8 DC LLC                                                                                                  | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |   3145000 | PA      | $3171029.69   | 0.07%             | 2042-11-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18899619 | PA      | $16204374.27  | 0.37%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1517270.40   | 0.04%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                                                          | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1805000 | PA      | $1836186.72   | 0.04%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132L6NA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8088 | PA      | $7974.56      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128M8JE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2124 | PA      | $2152.45      | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2022-3                                                                             | CUSIP: 92538UAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   7017475 | PA      | $6698435.23   | 0.15%             | 2067-02-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                               | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4142025.68   | 0.10%             | 2031-02-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140A3H22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    663970 | PA      | $669541.24    | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                 | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    246000 | PA      | $186345.68    | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36201C6H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1842 | PA      | $1867.25      | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                       | Starwood Mortgage Residential Trust 2021-6                                                                    | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3392481 | PA      | $2997694.20   | 0.07%             | 2066-11-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Starwood Capital Group                                    | STAR 2026-SFR7 Trust                                                                                          | CUSIP: 85520GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2195000 | PA      | $2198809.86   | 0.05%             | 2043-05-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    585000 | PA      | $386433.66    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137HHUJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28598117 | PA      | $439118.36    | 0.01%             | 2034-10-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36202FKM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    523042 | PA      | $503986.62    | 0.01%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140X6YJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    448376 | PA      | $418203.94    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                           | WHARF Commercial Mortgage Trust 2025-DC                                                                       | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4675000 | PA      | $4757234.65   | 0.11%             | 2040-07-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                   | BDS 2026-FL17 LLC                                                                                             | CUSIP: 05494WAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3680000 | PA      | $3680034.44   | 0.09%             | 2043-05-19      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36184HK37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23620 | PA      | $21171.70     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                  | Avis Budget Rental Car Funding AESOP LLC                                                                      | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1185000 | PA      | $1202492.26   | 0.03%             | 2030-12-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $1186839.87   | 0.03%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                         | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1929000 | PA      | $1714951.37   | 0.04%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2173211 | PA      | $1862416.80   | 0.04%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QDDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1361042 | PA      | $1156192.65   | 0.03%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                   | CF Hippolyta Issuer LLC                                                                                       | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1497365 | PA      | $1246349.47   | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                  | CUSIP: 12803RAP9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1610000 | PA      | $1590526.68   | 0.04%             | 2037-04-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418BL79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106228 | PA      | $104292.14    | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                           | Fannie Mae Interest Strip                                                                                     | CUSIP: 31395QCR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11444 | PA      | $87.12        | 0.00%             | 2027-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2026-DNA2                                                                       | CUSIP: 35564UEP8<br>LEI: 529900S8M5IMFAIV8785 | Long             | ABS-MBS          | USGSE             | US        |   4420000 | PA      | $4448067.88   | 0.10%             | 2046-03-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                          | Freddie Mac Strips                                                                                            | CUSIP: 3142G5QB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5793104 | PA      | $882694.08    | 0.02%             | 2052-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 31398CR59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148376 | PA      | $155981.23    | 0.00%             | 2039-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2026-1 Mortgage Loan Trust                                                                               | CUSIP: 196926AK5<br>LEI: 2138009O96115X8GVT44 | Long             | ABS-MBS          | CORP              | US        |   1086723 | PA      | $1076243.21   | 0.02%             | 2071-02-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                           | TEXAS Commercial Mortgage Trust 2025-TWR                                                                      | CUSIP: 88231WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340000 | PA      | $1334975.00   | 0.03%             | 2042-04-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                  | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                              | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     90000 | PA      | $89713.66     | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    530000 | PA      | $485639.50    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 31288BPE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       284 | PA      | $289.59       | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                        | Conagra Brands Inc                                                                                            | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    337000 | PA      | $337251.54    | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust            | Finance Of America Structured Securities Trust Series 2026-PC1                                                | CUSIP: 316933AA8<br>LEI: 2549008YKE3BAE730S65 | Long             | ABS-MBS          | CORP              | US        |   8633566 | PA      | $8429657.99   | 0.19%             | 2076-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                        | Wendy's Funding LLC                                                                                           | CUSIP: 95058XAP3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   1645452 | PA      | $1557697.19   | 0.04%             | 2052-03-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2021-6                                                                               | CUSIP: 03465JAA8<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   4577835 | PA      | $3866218.10   | 0.09%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147664.63    | 0.00%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                              | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $892625.79    | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136B9YK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    954379 | PA      | $53488.64     | 0.00%             | 2033-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                                   | Metro Bank Holdings PLC                                                                                       | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |   1615000 | PA      | $2458435.72   | 0.06%             | 2029-04-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2024-C63                                                                | CUSIP: 94990FAF8<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |  28486569 | PA      | $1924564.01   | 0.04%             | 2057-08-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                           | Fannie Mae Interest Strip                                                                                     | CUSIP: 3136FGRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488053 | PA      | $438326.53    | 0.01%             | 2039-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                       | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    675000 | PA      | $667536.40    | 0.02%             | 2032-01-13      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140MHSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15774888 | PA      | $13251764.78  | 0.31%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Corp II                                                                                | CUSIP: 36269JAE8<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   4285000 | PA      | $4274873.69   | 0.10%             | 2041-03-10      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138Y3XN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500918 | PA      | $468260.60    | 0.01%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132KEUJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119118 | PA      | $117322.90    | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QEK43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    870041 | PA      | $773079.67    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                         | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    645000 | PA      | $653852.40    | 0.02%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                    | Diamondback Energy Inc                                                                                        | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $2282419.20   | 0.05%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                    | NYC Commercial Mortgage Trust 2025-3BP                                                                        | CUSIP: 67120UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7720000 | PA      | $7705525.00   | 0.18%             | 2042-02-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2014-1                                                                    | CUSIP: 64828AAA1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    289169 | PA      | $281050.38    | 0.01%             | 2054-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-HQA3                                                                       | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |  10155000 | PA      | $10227133.00  | 0.24%             | 2041-09-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140A5RL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80536 | PA      | $81108.74     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XHCY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1049305 | PA      | $927577.41    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137FUSU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4301211 | PA      | $654191.00    | 0.02%             | 2050-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                           | Zayo Issuer LLC                                                                                               | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5780000 | PA      | $5829523.04   | 0.13%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                   | DBJPM 20-C9 Mortgage Trust                                                                                    | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4396615 | PA      | $171717.29    | 0.00%             | 2053-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140FHLJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360396 | PA      | $334716.66    | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XGRG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2911596 | PA      | $2591402.58   | 0.06%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3935000 | PA      | $4042130.93   | 0.09%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1390489.04   | 0.03%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust               | AASET 2020-1 Trust                                                                                            | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118876 | PA      | $118070.62    | 0.00%             | 2040-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138XSP84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37533 | PA      | $35941.85     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: S9D132IZ3 CDS USD R F  1.00000 1 CCPCORPORATE / Short: S9D132IZ3 CDS USD P V 03MEVENT 2 CCPCORPORATE    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   6535000 | OU      | $-515699.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                                                          | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    540000 | PA      | $559205.51    | 0.01%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                  | Equitable America Global Funding                                                                              | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1036193.97   | 0.02%             | 2032-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136BCVU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3359549 | PA      | $678869.41    | 0.02%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                   | JetBlue Airways Corp / JetBlue Loyalty LP                                                                     | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1150000 | PA      | $1071073.72   | 0.02%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    316000 | PA      | $216534.70    | 0.01%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D107ZT0 IRS USD R V 12MSOFR 99D107ZW3 CCPOIS / Short: B9D107ZT0 IRS USD P F  4.16000 99D107ZT0 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  78275000 | OU      | $523522.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM4                                                      | CUSIP: 61780QAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3240000 | PA      | $3229618.39   | 0.07%             | 2071-03-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                            | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    700000 | PA      | $871616.51    | 0.02%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    215076 | PA      | $199262.16    | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133683 | PA      | $110036.28    | 0.00%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                  | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2935104.28   | 0.07%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                        | Tricon Residential 2025-SFR1 Trust                                                                            | CUSIP: 895974AA1<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   4332676 | PA      | $4324552.65   | 0.10%             | 2042-03-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138NY4L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628928 | PA      | $554594.13    | 0.01%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                  | Ares Strategic Income Fund                                                                                    | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $3928542.20   | 0.09%             | 2031-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2026-NQM1                                                                     | CUSIP: 10570CAF9<br>LEI: 254900XRZJZN8JGL1235 | Long             | ABS-MBS          | CORP              | US        |    550214 | PA      | $546121.18    | 0.01%             | 2065-12-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XNR71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2436315 | PA      | $2456200.52   | 0.06%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                      | BANK 2024-BNK48                                                                                               | CUSIP: 06541GAN7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |  26028915 | PA      | $1991388.96   | 0.05%             | 2057-10-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132L9XW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363184 | PA      | $335200.94    | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                  | Hudson Pacific Properties LP                                                                                  | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |   1200000 | PA      | $1169312.76   | 0.03%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138W2RF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128327 | PA      | $113060.15    | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                  | Columbia Pipelines Holding Co LLC                                                                             | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    423000 | PA      | $426743.02    | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140JGWZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492284 | PA      | $468677.95    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                               | Hertz Vehicle Financing III LLC 2025-2                                                                        | CUSIP: 42806MCX5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2885000 | PA      | $2908653.83   | 0.07%             | 2031-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3775000 | PA      | $3638451.15   | 0.08%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                                                             | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    610000 | PA      | $588249.38    | 0.01%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179V7G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5351795 | PA      | $4913617.61   | 0.11%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                 | CUSIP: 709599CC6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2182086.17   | 0.05%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                          | Freddie Mac Strips                                                                                            | CUSIP: 31325UEE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250320 | PA      | $187302.04    | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) JUN26                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -221 | NC      | $130711.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                                      | BANK 2017-BNK8                                                                                                | CUSIP: 06650AAF4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |  23914812 | PA      | $168738.13    | 0.00%             | 2050-11-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137BVZA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6265595 | PA      | $10751.76     | 0.00%             | 2027-01-25      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14136000 | PA      | $10401555.90  | 0.24%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38378HRW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    465710 | PA      | $408584.41    | 0.01%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    875000 | PA      | $733591.86    | 0.02%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31401PDH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89704 | PA      | $90184.20     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                    | RR 28 Ltd                                                                                                     | CUSIP: 74989NAU3<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |   8400000 | PA      | $8454154.80   | 0.20%             | 2041-04-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | Baxter International Inc                                                                                      | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2391737.87   | 0.06%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                 | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2277000 | PA      | $2011514.05   | 0.05%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2014-150E                                                                      | CUSIP: 61764BAA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   5280000 | PA      | $4965094.46   | 0.11%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                      | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   9245000 | PA      | $9096861.26   | 0.21%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                     | VOLT XCV LLC                                                                                                  | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89407 | PA      | $89039.48     | 0.00%             | 2051-03-27      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                    | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -65345000 | PA      | $-63006874.22 | -1.46%            | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XJNJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1985409 | PA      | $1697915.26   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133BHZP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1884298 | PA      | $1865656.20   | 0.04%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                                             | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2857545.94   | 0.07%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                  | Accor SA                                                                                                      | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $311085.56    | 0.01%             | 2027-12-07      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-SCHATZ FUT JUN26                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |     -1026 | NC      | $180527.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128M5ED8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2244 | PA      | $2316.81      | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3142GSP69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6757985 | PA      | $6924067.69   | 0.16%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                  | Bacardi Ltd / Bacardi-Martini BV                                                                              | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    334000 | PA      | $337385.50    | 0.01%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2020-2                                                                               | CUSIP: 03464XAL4<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |    727449 | PA      | $693393.76    | 0.02%             | 2065-01-26      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QMAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1149102 | PA      | $986240.49    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QFFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1506630 | PA      | $1326755.34   | 0.03%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                                                   | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |    275000 | PA      | $333217.02    | 0.01%             | 2031-06-04      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31413YL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97772 | PA      | $102492.73    | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XCPV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3624313 | PA      | $3443047.42   | 0.08%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                            | Fannie Mae-Aces                                                                                               | CUSIP: 3136B6WW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9288488 | PA      | $259858.44    | 0.01%             | 2029-05-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust 2013-GC13                                                                        | CUSIP: 36198EAG0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    342364 | PA      | $3.42         | 0.00%             | 2046-07-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2022-1 Mortgage Loan Trust                                                                               | CUSIP: 19688HAA9<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   4708640 | PA      | $4327608.97   | 0.10%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DPXR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2541657 | PA      | $2457560.89   | 0.06%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                  | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                              | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    130000 | PA      | $141281.27    | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140W27D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6624875 | PA      | $6773644.23   | 0.16%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                          | Freddie Mac Strips                                                                                            | CUSIP: 31325YCS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9671626 | PA      | $882247.32    | 0.02%             | 2042-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                        | Bertrand Franchise Finance SAS                                                                                | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |    290000 | PA      | $339755.68    | 0.01%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138ANYS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25685 | PA      | $25467.73     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                                                       | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343763.24    | 0.01%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust 2026-NQM1                                                                 | CUSIP: 36276EAG5<br>LEI: 254900WEVNJASLS4UV47 | Long             | ABS-MBS          | CORP              | US        |    912837 | PA      | $909138.75    | 0.02%             | 2066-03-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                 | HIH Trust 2024-61P                                                                                            | CUSIP: 40444VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1473761 | PA      | $1475142.43   | 0.03%             | 2041-10-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                  | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    935000 | PA      | $909691.11    | 0.02%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                          | Freddie Mac Strips                                                                                            | CUSIP: 3133Q5AA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4519887 | PA      | $715275.37    | 0.02%             | 2051-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2026-DSC1                                                      | CUSIP: 617950AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5188260 | PA      | $5144446.33   | 0.12%             | 2071-01-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XHB89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1555420 | PA      | $1315660.34   | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133AG7H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2793158 | PA      | $2254815.08   | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                         | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    289000 | PA      | $332309.97    | 0.01%             | 2030-02-25      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                                              | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $704888.45    | 0.02%             | 2029-05-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MJML1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141442 | PA      | $143343.87    | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38379VGY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    334298 | PA      | $1665.94      | 0.00%             | 2039-07-20      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38379QGG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3246 | PA      | $7.07         | 0.00%             | 2027-02-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140X9AZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1495350 | PA      | $1280005.06   | 0.03%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14769058 | PA      | $12664417.25  | 0.29%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140M2FC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1290330 | PA      | $1084432.07   | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                                  | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $710760.35    | 0.02%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10124518 | PA      | $9024874.56   | 0.21%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                      | Pilgrim's Pride Corp                                                                                          | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    305000 | PA      | $331299.59    | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                            | FirstKey Homes 2022-SFR1 Trust                                                                                | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1783440 | PA      | $1772774.61   | 0.04%             | 2039-05-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140Q05L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3481000 | PA      | $3429283.93   | 0.08%             | 2030-10-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 136338000 | PA      | $137016192.93 | 3.17%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                  | CUSIP: 29250NCQ6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $702877.71    | 0.02%             | 2031-03-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                           | Fannie Mae Interest Strip                                                                                     | CUSIP: 31395Q3G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1066149 | PA      | $199200.57    | 0.00%             | 2043-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                                                                               | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    880000 | PA      | $856284.46    | 0.02%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2026-NQM2 Trust                                                                                           | CUSIP: 67123VAK8<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-MBS          | CORP              | US        |   3416769 | PA      | $3385281.03   | 0.08%             | 2065-12-01      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust 2026-NQM1                                                                 | CUSIP: 36276EAA8<br>LEI: 254900WEVNJASLS4UV47 | Long             | ABS-MBS          | CORP              | US        |   2993765 | PA      | $2976450.37   | 0.07%             | 2066-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2022-SFR4 Trust                                                                          | CUSIP: 74332XAA9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   4845859 | PA      | $4777896.47   | 0.11%             | 2041-05-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132WJEU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200618 | PA      | $181242.22    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2022-SFR7 Trust                                                                          | CUSIP: 74333CAA4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2250397 | PA      | $2245732.82   | 0.05%             | 2039-10-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38380CEN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    429926 | PA      | $23379.83     | 0.00%             | 2039-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138A9CW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266299 | PA      | $256349.10    | 0.01%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC 2017-FHA1 Trust                                                                                          | CUSIP: 12651RAA5<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    830450 | PA      | $782276.82    | 0.02%             | 2047-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC               | BBCMS Mortgage Trust 2024-C28                                                                                 | CUSIP: 07336WBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15898085 | PA      | $1130729.07   | 0.03%             | 2057-09-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                                              | CUSIP: 46593JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645000 | PA      | $646062.12    | 0.01%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                              | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    305000 | PA      | $288555.26    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                    | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -28082500 | PA      | $-27836528.47 | -0.64%            | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                         | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |   1890000 | PA      | $1857432.65   | 0.04%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC               | BBCMS Mortgage Trust 2025-C32                                                                                 | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16352126 | PA      | $1276041.44   | 0.03%             | 2062-02-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                  | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    302000 | PA      | $339743.49    | 0.01%             | 2044-11-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58725000 | PA      | $41210727.39  | 0.95%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                               | TriMas Corp                                                                                                   | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1401713.97   | 0.03%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2021-4 Mortgage Loan Trust                                                                               | CUSIP: 19688GAA1<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   2788926 | PA      | $2390430.27   | 0.06%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36178DPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50747 | PA      | $46721.71     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2025-5 LLC                                                                                               | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2142361 | PA      | $2132118.23   | 0.05%             | 2030-07-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                           | Benefit Street Partners CLO XXXI Ltd                                                                          | CUSIP: 08183DAS2<br>LEI: 254900SVG14IYL7QTZ56 | Long             | ABS-CBDO         | CORP              | JE        |   4255000 | PA      | $4271875.33   | 0.10%             | 2038-04-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-HQA1                                                                       | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |   4865000 | PA      | $5036278.16   | 0.12%             | 2042-03-25      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                        | A&D Mortgage Trust 2026-NQM1                                                                                  | CUSIP: 00040DAF0<br>LEI: 984500FEB1BEC4C6Y473 | Long             | ABS-MBS          | CORP              | US        |    544591 | PA      | $539312.90    | 0.01%             | 2071-02-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136ANV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380539 | PA      | $17838.92     | 0.00%             | 2055-06-25      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                         | 1211 Avenue of the Americas Trust 2015-1211                                                                   | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3215000 | PA      | $3102475.00   | 0.07%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: S9D131MH0 CDS EUR R F  1.00000 1 CCPITRAXX / Short: S9D131MH0 CDS EUR P V 03MEVENT 2 CCPITRAXX          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   4550000 | OU      | $109542.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                  | Ares Strategic Income Fund                                                                                    | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2644545.65   | 0.06%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    320000 | PA      | $227020.58    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133KQGQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1684756 | PA      | $1743733.76   | 0.04%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133C9KN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    671272 | PA      | $676904.83    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MJAM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8368 | PA      | $8649.06      | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1404203.36   | 0.03%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3514928.36   | 0.08%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                    | Natixis Commercial Mortgage Securities Trust 2018-SOX                                                         | CUSIP: 63874NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1187000 | PA      | $1162363.82   | 0.03%             | 2038-06-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                                          | Ingram Micro Inc                                                                                              | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2235555.82   | 0.05%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31387WJX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6112 | PA      | $6219.03      | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136AX2G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $461221.68    | 0.01%             | 2057-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                  | Jersey Mike's Funding LLC                                                                                     | CUSIP: 476681AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4490000 | PA      | $4458610.41   | 0.10%             | 2056-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38379YRL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    434297 | PA      | $44121.76     | 0.00%             | 2046-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                          | WULF Compute LLC                                                                                              | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2243874.69   | 0.05%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QVCG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6147398 | PA      | $6181090.24   | 0.14%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2022-HC Mortgage Trust                                                                                   | CUSIP: 12659DAA8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1291000 | PA      | $1256967.95   | 0.03%             | 2039-01-10      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2026-NPL1 LLC                                                                                            | CUSIP: 69383TAB4<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-O            | CORP              | US        |   1075000 | PA      | $1069736.80   | 0.02%             | 2056-01-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| CTM CLO Ltd                                               | CTM CLO 2025-1 Ltd                                                                                            | CUSIP: 12719PAA9<br>LEI: 254900KXN2P7HDYVVW84 | Long             | ABS-CBDO         | CORP              | KY        |  11150000 | PA      | $11182970.55  | 0.26%             | 2038-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137HLN65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2130010 | PA      | $2133431.24   | 0.05%             | 2052-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                           | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1995410.01   | 0.05%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137F2LL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10947397 | PA      | $62796.46     | 0.00%             | 2027-06-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                               | Extended Stay America Trust 2025-ESH                                                                          | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    972765 | PA      | $975181.89    | 0.02%             | 2042-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                              | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    815000 | PA      | $614622.88    | 0.01%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5445497 | PA      | $4396984.89   | 0.10%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2025-GW                                                                                              | CUSIP: 12433GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3645000 | PA      | $3647278.13   | 0.08%             | 2042-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                   | CF Hippolyta Issuer LLC                                                                                       | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225336 | PA      | $1000757.64   | 0.02%             | 2060-07-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588894 | PA      | $518629.10    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2041186.00   | 0.05%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                  | Hess Midstream Operations LP                                                                                  | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3983000 | PA      | $3862941.03   | 0.09%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                            | MSWF Commercial Mortgage Trust 2023-2                                                                         | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500248 | PA      | $239856.02    | 0.01%             | 2056-12-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                    | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -36775000 | PA      | $-34307792.83 | -0.79%            | 2056-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                          | Georgia Power Co                                                                                              | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    410000 | PA      | $354127.59    | 0.01%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DPR26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3153248 | PA      | $3184211.93   | 0.07%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128M9BP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136462 | PA      | $140312.75    | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    330000 | PA      | $331503.81    | 0.01%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                                                  | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |    272000 | PA      | $326177.45    | 0.01%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    462699 | PA      | $397912.05    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                    | Cox Communications Inc                                                                                        | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2221010.03   | 0.05%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                    | CUSIP: 695114DQ8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    755000 | PA      | $774957.87    | 0.02%             | 2036-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2014-2                                                                    | CUSIP: 64828YAR2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     15099 | PA      | $14419.09     | 0.00%             | 2054-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                                  | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2770199.83   | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1382736.76   | 0.03%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                              | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    411000 | PA      | $404408.79    | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOS Trust 2026-LYRK                                       | BOS Trust 2026-LYRK                                                                                           | CUSIP: 05595BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4775000 | PA      | $4746409.69   | 0.11%             | 2041-05-11      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                           | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2412697.25   | 0.06%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3481800 | PA      | $2938878.03   | 0.07%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418BSJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183071 | PA      | $173534.75    | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418D4Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1548543 | PA      | $1361695.59   | 0.03%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BTP FUTURE JUN26                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -325 | NC      | $184976.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                             | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3410000 | PA      | $3461291.62   | 0.08%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2464821 | PA      | $2087241.79   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    820000 | PA      | $850182.29    | 0.02%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137BXHC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    995000 | PA      | $935369.75    | 0.02%             | 2031-10-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| IMMOBILIARE GRANDE DIST                                   | Immobiliare Grande Distribuzione SIIQ SpA                                                                     | CUSIP: 000000000<br>LEI: 815600CF8C0389D0E272 | Long             | DBT              |  | IT        |    270000 | PA      | $318077.24    | 0.01%             | 2030-11-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                  | NRTH Commercial Mortgage Trust 2025-PARK                                                                      | CUSIP: 669985AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735000 | PA      | $733625.48    | 0.02%             | 2040-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36201ASX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       384 | PA      | $386.10       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                       | Rocket Software Inc                                                                                           | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1437568.68   | 0.03%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                                                     | CUSIP: 775109DL2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $330068.87    | 0.01%             | 2056-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                          | Kilroy Realty LP                                                                                              | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   5950000 | PA      | $5784290.00   | 0.13%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                   | CNO Financial Group Inc                                                                                       | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    318000 | PA      | $330236.04    | 0.01%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                  | CUSIP: 25160PAS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    365000 | PA      | $364592.77    | 0.01%             | 2032-04-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                                                 | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1072402.54   | 0.02%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                  | Hess Midstream Operations LP                                                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2745861.00   | 0.06%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                                                    | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    450000 | PA      | $253697.30    | 0.01%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31416WNB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17813 | PA      | $17662.61     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GERMAN TREASURY BILL                                      | German Treasury Bill                                                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | STIV             | NUSS              | DE        |   1510000 | PA      | $1768312.16   | 0.04%             | 2026-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                            | Open Text Corp                                                                                                | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $425729.44    | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2025-SPL1                                                      | CUSIP: 617946AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8694379 | PA      | $8465274.38   | 0.20%             | 2065-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12606388 | PA      | $12710220.44  | 0.29%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D0PVZF2 IRS USD R V 12MSOFR 99D0PVZG0 CCPOIS / Short: B9D0PVZF2 IRS USD P F  1.56000 99D0PVZF2 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  12720000 | OU      | $5441644.26   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QL6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1655839 | PA      | $1272501.08   | 0.03%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                  | Mill City Mortgage Loan Trust 2018-1                                                                          | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6084 | PA      | $6062.91      | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    285000 | PA      | $326770.16    | 0.01%             | 2037-10-07      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138XXY59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5532 | PA      | $5296.74      | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140J9R86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3750369 | PA      | $3499514.79   | 0.08%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36291YGM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1077 | PA      | $1134.67      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140E47L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93715 | PA      | $87235.36     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133KH4B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1189169 | PA      | $1017660.49   | 0.02%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                                                       | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    850000 | PA      | $989543.43    | 0.02%             | 2031-07-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18100000 | PA      | $12361027.39  | 0.29%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                                                          | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2305000 | PA      | $2347989.43   | 0.05%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $739389.26    | 0.02%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                    | NYC Commercial Mortgage Trust 2026-1PARK                                                                      | CUSIP: 62979QAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $569998.86    | 0.01%             | 2043-02-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                | CUSIP: 61748UAW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2698380.19   | 0.06%             | 2032-04-16      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4870000 | PA      | $4803455.15   | 0.11%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                                               | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $615918.76    | 0.01%             | 2032-06-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                              | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    420000 | PA      | $451075.38    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                                                            | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2245650.08   | 0.05%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3142GV2W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3506347 | PA      | $3605263.78   | 0.08%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 31397CNW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22589 | PA      | $19030.56     | 0.00%             | 2036-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                       | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |   3377000 | PA      | $3452982.50   | 0.08%             | 2042-05-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XJLG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    542913 | PA      | $464220.64    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2026-DSC1                                                      | CUSIP: 617950AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2378306 | PA      | $2358230.28   | 0.05%             | 2071-01-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36178D2F7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    331994 | PA      | $307628.06    | 0.01%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140HGL88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1621184 | PA      | $1425965.94   | 0.03%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC 2021-AFC1 Trust                                                                                          | CUSIP: 12657LAA2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1358796 | PA      | $1128354.83   | 0.03%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                       | Buckeye Partners LP                                                                                           | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $549545.70    | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FUZX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12111823 | PA      | $599802.93    | 0.01%             | 2030-05-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133KJGF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1406914 | PA      | $1199089.36   | 0.03%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2993669 | PA      | $2668484.98   | 0.06%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2026-SFR1 Trust                                                                          | CUSIP: 74334HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1640000 | PA      | $1553251.54   | 0.04%             | 2043-02-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133KQWL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    780003 | PA      | $810984.71    | 0.02%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1188633 | PA      | $999728.95    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 3622A2LM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    321531 | PA      | $325397.21    | 0.01%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179T4P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3408476 | PA      | $3242843.22   | 0.07%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                  | Northriver Midstream Finance LP                                                                               | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2559687.50   | 0.06%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36179DNW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56870 | PA      | $51966.52     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XHDR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    931948 | PA      | $830179.25    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                          | Altice France SA                                                                                              | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $983659.40    | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                | MFA 2020-NQM3 Trust                                                                                           | CUSIP: 552757AA4<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    113782 | PA      | $109430.33    | 0.00%             | 2065-01-26      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                         | Magnetite XXXI Ltd                                                                                            | CUSIP: 55952FAQ1<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |   4090000 | PA      | $4078924.28   | 0.09%             | 2034-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3142GSB49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7405020 | PA      | $7609996.85   | 0.18%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1914422.15   | 0.04%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XHC62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170389 | PA      | $163486.65    | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1606740.54   | 0.04%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                                                             | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    475000 | PA      | $454433.77    | 0.01%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2019-B12 Mortgage Trust                                                                             | CUSIP: 08162FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2023443 | PA      | $1987386.10   | 0.05%             | 2052-08-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36184BNJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40801 | PA      | $36565.29     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2026-CART                                                                                            | CUSIP: 12433MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2490000 | PA      | $2473513.96   | 0.06%             | 2036-02-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                                                      | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176884.66    | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                  | Time Warner Cable Enterprises LLC                                                                             | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1392950.71   | 0.03%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                         | Credit Acceptance Auto Loan Trust 2024-2                                                                      | CUSIP: 22536VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5780000 | PA      | $5894047.49   | 0.14%             | 2034-08-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418D4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    838710 | PA      | $643161.92    | 0.01%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XFPU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4767707 | PA      | $4101412.54   | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    113300 | PA      | $108201.50    | 0.00%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                    | HA Sustainable Infrastructure Capital Inc                                                                     | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    314000 | PA      | $333311.00    | 0.01%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-NPL14 LLC                                                                                           | CUSIP: 69393CAA1<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-O            | CORP              | US        |   4895162 | PA      | $4863081.61   | 0.11%             | 2055-12-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                       | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |   2422000 | PA      | $2463521.80   | 0.06%             | 2042-04-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2026-CSMO                                                                        | CUSIP: 12433LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5210000 | PA      | $5217762.90   | 0.12%             | 2043-02-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38378H3E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1176491 | PA      | $161056.29    | 0.00%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418BQ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60167 | PA      | $57584.14     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132WJPR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211178 | PA      | $190100.04    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                     | Pinnacle West Capital Corp                                                                                    | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   2818000 | PA      | $2842411.74   | 0.07%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                                 | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2367682.41   | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                    | RR 23 Ltd                                                                                                     | CUSIP: 75000GBK1<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |   7555000 | PA      | $7569022.08   | 0.17%             | 2037-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                   | American Axle & Manufacturing Inc                                                                             | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1796783.40   | 0.04%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                 | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2200724.75   | 0.05%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D12F092 IRS USD R V 12MSOFR 99D12F0A9 CCPOIS / Short: B9D12F092 IRS USD P F  3.59536 99D12F092 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  19100000 | OU      | $209196.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                          | Puget Energy Inc                                                                                              | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3193857.66   | 0.07%             | 2035-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136BKWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4338023 | PA      | $678952.63    | 0.02%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55100000 | PA      | $42805812.50  | 0.99%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                                                       | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5455000 | PA      | $5521685.96   | 0.13%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QHHG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    892375 | PA      | $758036.70    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                    | Blackstone Private Credit Fund                                                                                | CUSIP: 09261HCC9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1799802.82   | 0.04%             | 2031-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140A8XK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181352 | PA      | $182420.05    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                   | Jersey Central Power & Light Co                                                                               | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697587.26    | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC               | BBCMS Mortgage Trust 2026-5C40                                                                                | CUSIP: 05557AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1565000 | PA      | $1588269.20   | 0.04%             | 2059-02-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                               | FIGRE Trust 2026-HE1                                                                                          | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    857016 | PA      | $845965.84    | 0.02%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138AD3Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6191 | PA      | $6133.37      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                            | Salesforce Inc                                                                                                | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    655000 | PA      | $653828.87    | 0.02%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                          | VB-S1 Issuer LLC - VBTEL                                                                                      | CUSIP: 91823ABC4<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |   3965000 | PA      | $3993115.82   | 0.09%             | 2054-05-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                    | Global Atlantic Fin Co                                                                                        | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    176000 | PA      | $166281.74    | 0.00%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1242464.12   | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |       798 | NS      | $38838.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2286139 | PA      | $1752245.35   | 0.04%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140X7YJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1294770 | PA      | $1163329.57   | 0.03%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                                              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   1952878 | PA      | $2266370.15   | 0.05%             | 2031-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                           | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   4755000 | PA      | $3821360.51   | 0.09%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $156650.56    | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                          | Altice France SA                                                                                              | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1250000 | PA      | $1229420.25   | 0.03%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                                                       | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323973.76    | 0.01%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                 | ALA Trust 2025-OANA                                                                                           | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2850000 | PA      | $2860687.50   | 0.07%             | 2040-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                                                         | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $689617.67    | 0.02%             | 2035-05-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2021-4                                                                               | CUSIP: 03464EAA0<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   2041056 | PA      | $1731134.01   | 0.04%             | 2065-01-20      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28822 | PA      | $26039.79     | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                  | Outfront Media Capital LLC / Outfront Media Capital Corp                                                      | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2170201.00   | 0.05%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36178VD32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    254740 | PA      | $235889.26    | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138W9KM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224707 | PA      | $196672.00    | 0.00%             | 2043-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XKAX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2981839 | PA      | $2524085.88   | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                                                 | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    427000 | PA      | $507485.82    | 0.01%             | 2032-04-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136A0M38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98901 | PA      | $76182.06     | 0.00%             | 2041-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 31335ABD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61269 | PA      | $62090.51     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1697418 | PA      | $1577847.58   | 0.04%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 3617GGRL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    268565 | PA      | $252146.30    | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                                                 | CUSIP: 35563PLG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2553793 | PA      | $2312478.61   | 0.05%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                         | Southern Power Co                                                                                             | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1036171.99   | 0.02%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                      | Talos Production Inc                                                                                          | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1771397.75   | 0.04%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                                                          | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    720000 | PA      | $514985.75    | 0.01%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140Q06L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2785000 | PA      | $2801781.66   | 0.06%             | 2030-10-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                  | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $364802.81    | 0.01%             | 2030-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 3617FJBZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135525 | PA      | $134660.41    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                               | Viatris Inc                                                                                                   | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3018000 | PA      | $2002998.98   | 0.05%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Centragas                                                 | CENT 2025-CITY                                                                                                | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1602702.40   | 0.04%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                 | Auxilior Term Funding 2024-1 LLC                                                                              | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2560752 | PA      | $2591060.80   | 0.06%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                  | CompoSecure Holdings LLC                                                                                      | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1470285.00   | 0.03%             | 2033-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136BVC30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3266856 | PA      | $3261635.31   | 0.08%             | 2051-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7555883 | PA      | $399040.54    | 0.01%             | 2030-05-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    758061 | PA      | $764422.43    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                            | Salesforce Inc                                                                                                | CUSIP: 79466LAX2<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2334516.90   | 0.05%             | 2066-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26698.96     | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                     | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $353488.16    | 0.01%             | 2044-05-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2026-LP3                                                                         | CUSIP: 05620HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7060000 | PA      | $7075443.75   | 0.16%             | 2043-04-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11885000 | PA      | $9437897.04   | 0.22%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132WJUU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5001277 | PA      | $4500171.87   | 0.10%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132XYCW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77330 | PA      | $71706.68     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                              | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   5960000 | PA      | $5831177.64   | 0.13%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                            | Palmer Square Loan Funding 2024-3 Ltd                                                                         | CUSIP: 69690EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1410000 | PA      | $1408016.13   | 0.03%             | 2032-08-08      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38376VPU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    811307 | PA      | $155862.36    | 0.00%             | 2040-02-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                           | Xcel Energy Inc                                                                                               | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2099969.82   | 0.05%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 3617A35B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9240 | PA      | $8282.45      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                                                       | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1865411.87   | 0.04%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                 | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    785000 | PA      | $536925.22    | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136A9BW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100318 | PA      | $9825.03      | 0.00%             | 2042-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2021-2                                                                               | CUSIP: 03465DAA1<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   1166634 | PA      | $1019854.14   | 0.02%             | 2066-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-HQA3                                                                       | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |    810729 | PA      | $815526.79    | 0.02%             | 2043-11-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                    | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $601535.04    | 0.01%             | 2049-01-30      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                       | Rocket Software Inc                                                                                           | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1393071.54   | 0.03%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                              | DC Trust 2024-HLTN                                                                                            | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1410000 | PA      | $1416664.37   | 0.03%             | 2040-04-13      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 31292H6Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22399 | PA      | $23100.23     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                                                 | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1087831.50   | 0.03%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                  | APA Corp                                                                                                      | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178851.11    | 0.00%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                  | Greensaif Pipelines Bidco Sarl                                                                                | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    935000 | PA      | $954425.86    | 0.02%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                                              | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1276354.28   | 0.03%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | Baxter International Inc                                                                                      | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $3137259.99   | 0.07%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128M6BR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       940 | PA      | $966.24       | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136AR4X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446041 | PA      | $20902.58     | 0.00%             | 2046-05-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15652443 | PA      | $15738229.39  | 0.36%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                  | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                           | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $452233.26    | 0.01%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23005000 | PA      | $11113392.05  | 0.26%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                          | Georgia Power Co                                                                                              | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2354581.37   | 0.05%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                           | Fannie Mae Interest Strip                                                                                     | CUSIP: 31422MZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8134433 | PA      | $765980.74    | 0.02%             | 2042-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12901189 | PA      | $10619106.08  | 0.25%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179QR29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    329038 | PA      | $324459.15    | 0.01%             | 2044-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 312941UZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22626 | PA      | $22930.28     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starwood Capital Group                                    | STAR 2026-SFR7 Trust                                                                                          | CUSIP: 85520GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1220000 | PA      | $1223727.71   | 0.03%             | 2043-05-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 31297ENF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2291 | PA      | $2364.66      | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 31396VGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117524 | PA      | $120862.16    | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                    | Diamondback Energy Inc                                                                                        | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    635000 | PA      | $648387.32    | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D0WFLF4 IRS USD R V 12MSOFR 99D0WFLG2 CCPOIS / Short: B9D0WFLF4 IRS USD P F  3.59000 99D0WFLF4 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  12140000 | OU      | $1262689.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                    | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $712229.45    | 0.02%             | 2052-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                  | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2350000 | PA      | $2435009.04   | 0.06%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                   | Bundesschatzanweisungen                                                                                       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   5942070 | PA      | $6904239.25   | 0.16%             | 2027-12-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XDRV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8228998 | PA      | $7035971.98   | 0.16%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D13ANE6 IRS USD R V 12MSOFR 99D13AND8 CCPOIS / Short: B9D13ANE6 IRS USD P F  4.16000 99D13ANE6 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4775000 | OU      | $40963.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140M9MX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1345243 | PA      | $1188644.41   | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 31297HUB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9524 | PA      | $9837.68      | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418DYH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1523432 | PA      | $1334031.07   | 0.03%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2024-CBM Mortgage Trust                                                                                  | CUSIP: 12674GAG9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   2711000 | PA      | $2745381.17   | 0.06%             | 2041-12-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140Q0ZK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5523800 | PA      | $5477489.29   | 0.13%             | 2030-11-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1789377 | PA      | $1442523.63   | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133AGCV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2051970 | PA      | $1672525.13   | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT JUN26                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       214 | NC      | $-638470.30   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XHG68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4078247 | PA      | $3893821.66   | 0.09%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31417GZB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137288 | PA      | $120316.43    | 0.00%             | 2043-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38375GLU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55849 | PA      | $4228.13      | 0.00%             | 2042-05-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                  | Clarios Global LP / Clarios US Finance Co                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2185000 | PA      | $2562552.66   | 0.06%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38378EAS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13325 | PA      | $36.60        | 0.00%             | 2040-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 31292H2H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30728 | PA      | $31711.09     | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140JLA38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1597549 | PA      | $1520943.89   | 0.04%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38380CNU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178638 | PA      | $33257.65     | 0.00%             | 2047-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    181000 | PA      | $211086.03    | 0.00%             | 2045-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137AFB27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5002 | PA      | $26.20        | 0.00%             | 2026-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140KYBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4207743 | PA      | $3397874.78   | 0.08%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    587000 | PA      | $676714.16    | 0.02%             | 2032-02-18      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust 2025-PLAZA                  | INT Commercial Mortgage Trust 2025-PLAZA                                                                      | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2290000 | PA      | $2287695.80   | 0.05%             | 2037-11-05      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44415000 | PA      | $44633605.30  | 1.03%             | 2028-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                        | Wendy's Funding LLC                                                                                           | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   1251971 | PA      | $1225359.94   | 0.03%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                    | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  34280000 | PA      | $33053418.75  | 0.76%             | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                  | Unipol Assicurazioni SpA                                                                                      | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |    275000 | PA      | $336718.55    | 0.01%             | 2030-04-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DPZS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    671102 | PA      | $642387.52    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                          | First Investors Auto Owner Trust 2026-1                                                                       | CUSIP: 32059JAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1190000 | PA      | $1196684.47   | 0.03%             | 2032-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38378JAS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    222244 | PA      | $28369.13     | 0.00%             | 2043-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140KSK71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1620971 | PA      | $1245776.08   | 0.03%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136BVBZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7030765 | PA      | $333060.68    | 0.01%             | 2055-03-25      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140EWKL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126357 | PA      | $120900.73    | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    924685 | PA      | $746693.34    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                                                                             | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $330907.71    | 0.01%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                      | Maple Parent Holdings Corp                                                                                    | CUSIP: 000000000<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    578000 | PA      | $678326.32    | 0.02%             | 2028-03-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commercial Equipment Finance                              | Commercial Equipment Finance 2024-1 LLC                                                                       | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    997960 | PA      | $1002998.72   | 0.02%             | 2029-07-16      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F040453<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14985000 | PA      | $14598566.82  | 0.34%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2021-F                                                              | CUSIP: 63942GAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2129528 | PA      | $1894946.10   | 0.04%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31419AU88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41858 | PA      | $40320.49     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137BLP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    675280 | PA      | $635990.82    | 0.01%             | 2045-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QSYM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270725 | PA      | $272925.04    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MJ2X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    584348 | PA      | $558554.56    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                                  | Fedex Freight Holding Co Inc                                                                                  | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1797451.40   | 0.04%             | 2033-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | EFMT 2025-INV5                                                                                                | CUSIP: 28224UAJ3<br>LEI: 254900T82T5IHROYLP59 | Long             | ABS-MBS          | CORP              | US        |   2919201 | PA      | $2911296.78   | 0.07%             | 2070-12-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                  | Bacardi Ltd / Bacardi-Martini BV                                                                              | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1377000 | PA      | $1364716.93   | 0.03%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132M9FG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170432 | PA      | $165323.27    | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                          | ASR Nederland NV                                                                                              | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |    490000 | PA      | $667990.45    | 0.02%             | 2043-12-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                               | Viatris Inc                                                                                                   | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $2365761.37   | 0.05%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137H4FG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    682240 | PA      | $600942.45    | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418CG81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1223569 | PA      | $1157458.65   | 0.03%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138AAYW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23783 | PA      | $22894.18     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 31335AFV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    917561 | PA      | $910925.48    | 0.02%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    965000 | PA      | $797207.32    | 0.02%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3131YBFP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    729090 | PA      | $673552.46    | 0.02%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US LONG BOND(CBT) JUN26                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       685 | NC      | $-2393919.13  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22605000 | PA      | $22639437.36  | 0.52%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31385XEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31948 | PA      | $32754.09     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    568654 | PA      | $521436.20    | 0.01%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60100000 | PA      | $59233714.99  | 1.37%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CREDIABANK SA                                             | CrediaBank SA                                                                                                 | CUSIP: 000000000<br>LEI: 213800FFWYE3BQ1CU978 | Long             | DBT              | CORP              | GR        |    900000 | PA      | $1117689.18   | 0.03%             | 2031-01-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                    | CUSIP: 21H020659<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -3475000 | PA      | $-2858360.45  | -0.07%            | 2056-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QKQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    486537 | PA      | $425345.29    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-NPL9 LLC                                                                                            | CUSIP: 740937AA5<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-O            | CORP              | US        |   8227766 | PA      | $8191769.75   | 0.19%             | 2055-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36209V4E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1464 | PA      | $1506.22      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | LONG GILT FUTURE JUN26                                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -33 | NC      | $244146.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                  | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC                                 | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2033302.00   | 0.05%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137HFY82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11493600 | PA      | $503241.53    | 0.01%             | 2054-10-25      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2022-HC Mortgage Trust                                                                                   | CUSIP: 12659DAJ9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1320000 | PA      | $1263473.24   | 0.03%             | 2039-01-10      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140QGMX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1168518 | PA      | $955579.74    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy Inc                                                                                           | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    661000 | PA      | $684875.98    | 0.02%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                                                   | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |    242000 | PA      | $331032.35    | 0.01%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                     | Level 3 Financing Inc                                                                                         | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1140949.70   | 0.03%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2019-5                                                                    | CUSIP: 64830MAG8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    761843 | PA      | $718625.32    | 0.02%             | 2059-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   9799000 | PA      | $7316075.16   | 0.17%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137F9Y54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6978075 | PA      | $1238669.64   | 0.03%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62680000 | PA      | $55442418.75  | 1.28%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    835000 | PA      | $815316.07    | 0.02%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $377255.61    | 0.01%             | 2029-01-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                                      | Wingstop Funding LLC                                                                                          | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2135000 | PA      | $2166070.66   | 0.05%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650800 | PA      | $1636355.50   | 0.04%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                  | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                              | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    720000 | PA      | $694765.08    | 0.02%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Corp Trust 2012-BWTR                                                                   | CUSIP: 36192RAA0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   1445442 | PA      | $1267760.99   | 0.03%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                                                          | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1760000 | PA      | $1622288.78   | 0.04%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2231917.70   | 0.05%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                    | Clearway Energy Operating LLC                                                                                 | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220055.44    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138WMHQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332410 | PA      | $293637.31    | 0.01%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36201EJZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34725 | PA      | $35176.84     | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32995000 | PA      | $28892535.66  | 0.67%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126853 | PA      | $125668.74    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                    | CUSIP: 40440VBD6<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    720000 | PA      | $696665.24    | 0.02%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2129000 | PA      | $2231807.58   | 0.05%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2019-3                                                                    | CUSIP: 64830EAC5<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   1636499 | PA      | $1577261.89   | 0.04%             | 2058-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2026-NQM1                                                                 | CUSIP: 64832LAG8<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |    772006 | PA      | $763777.85    | 0.02%             | 2065-11-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust 2019-GC40                                                                        | CUSIP: 36257HBQ8<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |   2504743 | PA      | $2467332.14   | 0.06%             | 2052-07-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                          | Symphony CLO 52 Ltd                                                                                           | CUSIP: 87170MAG7<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-CBDO         | CORP              | KY        |   2415000 | PA      | $2415101.43   | 0.06%             | 2036-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140FXG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4076191 | PA      | $3677691.22   | 0.09%             | 2057-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132M7X37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52390 | PA      | $50330.20     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1211806 | PA      | $1177720.24   | 0.03%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136BSPC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1588532 | PA      | $1601133.26   | 0.04%             | 2051-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133KTMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    381024 | PA      | $334239.35    | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                          | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    715000 | PA      | $729281.69    | 0.02%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                  | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   4365000 | PA      | $4472924.63   | 0.10%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FQXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4922215 | PA      | $7134.26      | 0.00%             | 2026-10-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                      | Prologis Targeted US Logistics Fund LP                                                                        | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |   1340000 | PA      | $1313925.03   | 0.03%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17840000 | PA      | $13013443.66  | 0.30%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                      | Beignet Investor LLC                                                                                          | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    321000 | PA      | $331509.91    | 0.01%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust               | MF1 2022-FL8 Ltd                                                                                              | CUSIP: 55284JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4415000 | PA      | $4408214.15   | 0.10%             | 2037-02-19      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140F4UB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77344 | PA      | $73795.96     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132LQCS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1049612 | PA      | $993345.04    | 0.02%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-NPL11 LLC                                                                                           | CUSIP: 69383AAA7<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-O            | CORP              | US        |  12729541 | PA      | $12739577.88  | 0.29%             | 2055-10-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                       | NCL Corp Ltd                                                                                                  | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $995093.71    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                   | Southwestern Electric Power Co                                                                                | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    845000 | PA      | $833638.13    | 0.02%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                                              | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $1000445.46   | 0.02%             | 2030-11-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                  | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    255000 | PA      | $321270.46    | 0.01%             | 2126-02-13      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                               | Post Road Equipment Finance 2025-1 LLC                                                                        | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1265000 | PA      | $1275607.53   | 0.03%             | 2031-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $985554.41    | 0.02%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140Q0X80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3434259 | PA      | $3389518.19   | 0.08%             | 2030-10-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140X6MR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403183 | PA      | $391208.00    | 0.01%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136AKT45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450187 | PA      | $74993.05     | 0.00%             | 2044-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                                                      | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1176362.60   | 0.03%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ATHENAHEALTH GROUP INC                                    | AthenaHealth Group Inc                                                                                        | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1671820.40   | 0.04%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                  | Turning Point Brands Inc                                                                                      | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309077.40    | 0.01%             | 2032-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2021-2                                                                     | CUSIP: 31572LAA4<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |    842190 | PA      | $712722.71    | 0.02%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136ABFW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68024 | PA      | $542.30       | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19864437 | PA      | $19983910.00  | 0.46%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                        | CP Atlas Buyer Inc                                                                                            | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1348038.13   | 0.03%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| ICON INVESTMENTS SIX DAC                                  | Icon Investments Six DAC                                                                                      | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    515000 | PA      | $524785.06    | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                        | Tricon Residential 2022-SFR2 Trust                                                                            | CUSIP: 89616TAA3<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   5135697 | PA      | $5124054.82   | 0.12%             | 2040-07-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                                                | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $665175.53    | 0.02%             | 2083-12-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31374CSR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2287778 | PA      | $2095634.49   | 0.05%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110305000 | PA      | $110007693.83 | 2.54%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC               | BBCMS Mortgage Trust 2020-C7                                                                                  | CUSIP: 05492VAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6535000 | PA      | $229422.28    | 0.01%             | 2053-04-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132XCR64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    916775 | PA      | $853239.00    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                          | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1564847.24   | 0.04%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4135000 | PA      | $2395954.05   | 0.06%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                               | Wayfair LLC                                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2305739.25   | 0.05%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2018-1 Trust                                                                                              | CUSIP: 67112FAD2<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    100240 | PA      | $99447.57     | 0.00%             | 2057-06-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14093 | PA      | $13932.56     | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                  | APA Corp                                                                                                      | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    183000 | PA      | $167101.25    | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                                                | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   7255000 | PA      | $7072808.23   | 0.16%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XHUE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1315878 | PA      | $1252270.87   | 0.03%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138EQFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279470 | PA      | $277111.02    | 0.01%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31416XE71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109096 | PA      | $105099.23    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-OAT FUTURE JUN26                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -300 | NC      | $107540.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1125003.61   | 0.03%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 31329QG54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2033513 | PA      | $1931348.72   | 0.04%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36290V4D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10507 | PA      | $10597.70     | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128M9C34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119326 | PA      | $122736.35    | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418ERM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1279050 | PA      | $1307845.23   | 0.03%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7035000 | PA      | $6923978.91   | 0.16%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                    | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -16886000 | PA      | $-14461534.97 | -0.33%            | 2056-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                | Tronox Inc                                                                                                    | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1087924.63   | 0.03%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Cent CLO LP                                               | Columbia Cent CLO 27 Ltd                                                                                      | CUSIP: 19736RAS0<br>LEI: 549300066YASG4MIU864 | Long             | ABS-CBDO         | CORP              | KY        |   1909168 | PA      | $1909634.32   | 0.04%             | 2035-01-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-97091.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36202SVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7886 | PA      | $7868.90      | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2587407.18   | 0.06%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                      | Teva Pharmaceutical Finance Netherlands II BV                                                                 | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    560000 | PA      | $664407.01    | 0.02%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                   | Santander Bank Auto Credit-Linked Notes Series 2024-B                                                         | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1669035 | PA      | $1677940.43   | 0.04%             | 2033-01-18      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137BXR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19421872 | PA      | $69503.11     | 0.00%             | 2027-03-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    915000 | PA      | $900246.46    | 0.02%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136AT4Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303257 | PA      | $55454.34     | 0.00%             | 2046-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140X63P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1469307 | PA      | $1250564.26   | 0.03%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                              | Veralto Corp                                                                                                  | CUSIP: 000000000<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    553000 | PA      | $661291.10    | 0.02%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F050452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12125000 | PA      | $12212837.99  | 0.28%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3640500 | PA      | $3544368.05   | 0.08%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36230QJZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    238111 | PA      | $227528.11    | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                                 | RFR Trust 2025-SGRM                                                                                           | CUSIP: 74984NAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6755000 | PA      | $6808363.82   | 0.16%             | 2041-03-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66610000 | PA      | $42604380.80  | 0.98%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                 | SFS Auto Receivables Securitization Trust 2023-1                                                              | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1665000 | PA      | $1691033.94   | 0.04%             | 2030-01-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                          | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2045607.52   | 0.05%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                        | Serbia International Bond                                                                                     | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    330000 | PA      | $378559.06    | 0.01%             | 2038-05-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137FHJ20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    424739 | PA      | $82240.88     | 0.00%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                     | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    135000 | PA      | $146849.53    | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XJZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1783579 | PA      | $1499815.58   | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1666016.00   | 0.04%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                            | BSTN Commercial Mortgage Trust 2025-HUB                                                                       | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2170000 | PA      | $2166463.55   | 0.05%             | 2041-04-13      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                             | MTN Commercial Mortgage Trust 2026-LPFX                                                                       | CUSIP: 624944AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $570334.59    | 0.01%             | 2043-05-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $926188.36    | 0.02%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 31398EX82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    466466 | PA      | $469778.93    | 0.01%             | 2039-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137FT6T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1096174 | PA      | $159579.86    | 0.00%             | 2040-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38379FK73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    354548 | PA      | $52916.06     | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                  | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                              | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    555000 | PA      | $553984.35    | 0.01%             | 2037-03-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-748565.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                            | 280 Park Avenue 2017-280P Mortgage Trust                                                                      | CUSIP: 90205FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930000 | PA      | $925931.25    | 0.02%             | 2034-09-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17663188 | PA      | $14538758.24  | 0.34%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    449203 | PA      | $385489.92    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2025-NQM7                                                                 | CUSIP: 64831YAG1<br>LEI: 2138008C4H1F2CU67V53 | Long             | ABS-MBS          | CORP              | US        |   4780588 | PA      | $4748693.50   | 0.11%             | 2065-10-26      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133KJJW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5017023 | PA      | $4292491.65   | 0.10%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11330008 | PA      | $11579718.97  | 0.27%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140N9DP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2918803 | PA      | $2893358.19   | 0.07%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38382VFC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5002639 | PA      | $652596.28    | 0.02%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754KAF8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3032820.00   | 0.07%             | 2041-11-25      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                                                | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1155656.51   | 0.03%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                                                | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    660000 | PA      | $369800.22    | 0.01%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137AQ6X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268202 | PA      | $250893.79    | 0.01%             | 2041-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 23 Ltd                                        | Elmwood CLO 23 Ltd                                                                                            | CUSIP: 29003YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3720000 | PA      | $3723340.56   | 0.09%             | 2036-04-16      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DWCG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    866167 | PA      | $663881.26    | 0.02%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38378GRL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229533 | PA      | $37890.52     | 0.00%             | 2041-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133KME92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    642215 | PA      | $543887.88    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38379VPS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    169000 | PA      | $141822.84    | 0.00%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OCP SA                                                                                                        | CUSIP: 67091TAK1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    415000 | PA      | $413201.08    | 0.01%             | 2031-04-22      | Fixed         | 6.74%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31402JH42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9493 | PA      | $9548.71      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  98300000 | PA      | $87529238.53  | 2.02%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3133AQUG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    810275 | PA      | $690471.49    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                             | HTL Commercial Mortgage Trust 2024-T53                                                                        | CUSIP: 404300AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1095000 | PA      | $1106827.10   | 0.03%             | 2039-05-10      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140KTS30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3297761 | PA      | $2681435.60   | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                      | Prologis Targeted US Logistics Fund LP                                                                        | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |   2885000 | PA      | $2765209.75   | 0.06%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2018-RPL1                                                                 | CUSIP: 64829VAA4<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    876885 | PA      | $851890.41    | 0.02%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137B4XC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1020434 | PA      | $971582.84    | 0.02%             | 2041-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                   | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4272381.22   | 0.10%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31385XF85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37055 | PA      | $37649.29     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                  | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                              | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   6335000 | PA      | $6099388.68   | 0.14%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2017-5                                                                    | CUSIP: 64828NAA3<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    633355 | PA      | $643060.90    | 0.01%             | 2057-06-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                                                  | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   4861000 | PA      | $4805195.19   | 0.11%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                     | CPI Property Group SA                                                                                         | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $126209.54    | 0.00%             | 2030-10-09      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3785000 | PA      | $2818595.94   | 0.07%             | 2040-12-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132HLX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191043 | PA      | $184124.66    | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2026-NPL5 LLC                                                                                            | CUSIP: 69384KAB2<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-O            | CORP              | US        |    955000 | PA      | $954990.45    | 0.02%             | 2056-04-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                     | Duke Energy Carolinas LLC                                                                                     | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1359772.45   | 0.03%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC 2021-RPL4 Trust                                                                                          | CUSIP: 12662GAC2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1291818 | PA      | $1280921.15   | 0.03%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                  | Duke Energy Progress LLC                                                                                      | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    310000 | PA      | $296922.10    | 0.01%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1499100 | PA      | $1482937.83   | 0.03%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64850000 | PA      | $63699925.46  | 1.47%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                     | Pinnacle West Capital Corp                                                                                    | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   2483000 | PA      | $2525229.00   | 0.06%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136B9YL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1190509 | PA      | $98618.45     | 0.00%             | 2039-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1692677 | PA      | $1298548.29   | 0.03%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36202FGY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    966247 | PA      | $986547.58    | 0.02%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 36180NXE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158541 | PA      | $146905.62    | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1901388.72   | 0.04%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140XGJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4493556 | PA      | $3969018.03   | 0.09%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                          | Kilroy Realty LP                                                                                              | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    200000 | PA      | $160491.85    | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                             | UBS Commercial Mortgage Trust 2017-C2                                                                         | CUSIP: 90276CAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3310775 | PA      | $29907.55     | 0.00%             | 2050-08-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31417GEJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334377 | PA      | $294856.58    | 0.01%             | 2043-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                   | CF Hippolyta Issuer LLC                                                                                       | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    631683 | PA      | $510002.04    | 0.01%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $783373.37    | 0.02%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3138L8E83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296167 | PA      | $288926.59    | 0.01%             | 2029-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2026-CES1 Trust                                                                                           | CUSIP: 67124LAA1<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |   1845000 | PA      | $1838400.80   | 0.04%             | 2056-04-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                           | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20725000 | PA      | $21004301.71  | 0.49%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                    | CUSIP: 40440VAZ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2307229.87   | 0.05%             | 2030-06-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                    | CUSIP: 40440VAU9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    510000 | PA      | $499364.96    | 0.01%             | 2029-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| CLYDESDALE ACQUISITION                                    | Clydesdale Acquisition Holdings Inc                                                                           | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1082698.87   | 0.03%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                              | CUSIP: 3132DPKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    606491 | PA      | $513447.62    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                            | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6323898.69   | 0.15%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                    | HA Sustainable Infrastructure Capital Inc                                                                     | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302844.00    | 0.01%             | 2056-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                             | CUSIP: 3136B9W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3115167 | PA      | $599735.73    | 0.01%             | 2050-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GERMAN TREASURY BILL                                      | German Treasury Bill                                                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | STIV             | NUSS              | DE        |   2030000 | PA      | $2373455.33   | 0.05%             | 2026-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                               | Legacy Mortgage Asset Trust 2021-GS2                                                                          | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1215336 | PA      | $1203474.08   | 0.03%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                  | USA Compression Partners LP / USA Compression Finance Corp                                                    | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2119133.10   | 0.05%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                  | CUSIP: 12803RAN4<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2015000 | PA      | $2001934.76   | 0.05%             | 2032-04-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                          | Freddie Mac Strips                                                                                            | CUSIP: 31325UD86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2416292 | PA      | $177776.94    | 0.00%             | 2033-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                       | Buckeye Partners LP                                                                                           | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2198280.63   | 0.05%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                    | CD&R Firefly Bidco PLC                                                                                        | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $2241986.65   | 0.05%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                            | Constellium SE                                                                                                | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $342103.07    | 0.01%             | 2029-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                                        | Industrial F&B Investments III Inc                                                                            | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |    885000 | PA      | $894297.95    | 0.02%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                 | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3431158.83   | 0.08%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                             | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    785000 | PA      | $727087.58    | 0.02%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137F9DQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2353948 | PA      | $2053936.80   | 0.05%             | 2051-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2006-TOP21                                                                     | CUSIP: 617451CX5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     42585 | PA      | $6387.72      | 0.00%             | 2052-10-12      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                           | Domino's Pizza Master Issuer LLC                                                                              | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1449600 | PA      | $1391526.56   | 0.03%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2026-V20 Mortgage Trust                                                                             | CUSIP: 08164KBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1805000 | PA      | $1821977.11   | 0.04%             | 2059-02-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                  | Piedmont Operating Partnership LP                                                                             | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    164000 | PA      | $172022.31    | 0.00%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75440000 | PA      | $61091665.81  | 1.41%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                   | Duke Energy Indiana LLC                                                                                       | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $817947.89    | 0.02%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 31410KD68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54199 | PA      | $56659.49     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  40840000 | PA      | $34191363.99  | 0.79%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                            | Fannie Mae-Aces                                                                                               | CUSIP: 3136B75H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7153547 | PA      | $53258.16     | 0.00%             | 2030-01-25      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                                              | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $324426.79    | 0.01%             | 2032-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust Series 2026-LTV1                                                                     | CUSIP: 46660YAC3<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-MBS          | CORP              | US        |   1590000 | PA      | $1587900.88   | 0.04%             | 2056-09-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                                                          | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $3059698.66   | 0.07%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MJAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9050 | PA      | $9356.64      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                             | CUSIP: 3620AXZS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20245 | PA      | $20006.57     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                            | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1507000 | PA      | $1258878.82   | 0.03%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RD MICHIGAN PROP OWNER I                                  | RD Michigan Property Owner I LLC                                                                              | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9385000 | PA      | $9385000.00   | 0.22%             | 2045-03-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                          | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   4059000 | PA      | $3599203.34   | 0.08%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                            | CUSIP: 3137BSAJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254671 | PA      | $31167.47     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38379AMX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    625209 | PA      | $568869.70    | 0.01%             | 2041-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    795000 | PA      | $592016.85    | 0.01%             | 2040-12-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                         | NSTAR Electric Co                                                                                             | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332523.51    | 0.01%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                      | CUSIP: 38375C5T3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1710525 | PA      | $349488.32    | 0.01%             | 2042-09-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                               | CUSIP: 3140FXGL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1805626 | PA      | $1740167.06   | 0.04%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                 | CUSIP: 46639EAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $596775.00    | 0.01%             | 2047-12-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                               | Staples Inc                                                                                                   | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   2127000 | PA      | $2033092.10   | 0.05%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                             | EchoStar Corp                                                                                                 | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2181426.55   | 0.05%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                 | BPR Trust 2024-PMDW                                                                                           | CUSIP: 05592VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3270000 | PA      | $3332503.76   | 0.08%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                   | Consolidated Edison Co of New York Inc                                                                        | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    945000 | PA      | $895667.15    | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3556654 | PA      | $2932612.19   | 0.07%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F052458<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25180000 | PA      | $25719397.90  | 0.59%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                                 | ACREC 2026-FL4 LLC                                                                                            | CUSIP: 004970AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2835000 | PA      | $2834930.83   | 0.07%             | 2043-01-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                            | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1340365 | PA      | $1303456.14   | 0.03%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

**Name of Applicant:** HARTFORD MUTUAL FUNDS, INC

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer