# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0002048251-25-002842
**Filing Date:** 2025-11
**Character Count:** 1447961
**Document Hash:** b5d00f1a57f028017632cfb0f5e4cef8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-002842.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0002048251-25-002842

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL MANAGED TRUST
- **CENTRAL INDEX KEY:** 0000804239

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** PA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04878
- **FILM NUMBER:** 251533172

**BUSINESS ADDRESS:**
- **STREET 1:** 2 OLIVER ST
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 8003455734

**MAIL ADDRESS:**
- **STREET 1:** SEI INVESTMENTS
- **STREET 2:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRUSTFUNDS INSTITUTIONAL MANAGED TRUST
- **DATE OF NAME CHANGE:** 19890509

## Series and Classes Contracts Data

### SIMT CORE FIXED INCOME FUND (Series ID: S000006667)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018186 | CLASS I      | SCXIX           |
| C000018187 | CLASS F      | TRLVX           |
| C000147384 | Class Y      | SCFYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL MANAGED TRUST

- **b. Investment Company Act file number:** 811-04878

- **c. CIK number of Registrant:** 0000804239

- **d. LEI of Registrant:** 9FTE3UO0Y1HGMNV0D371

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

  - **Street Address 1:** 2 OLIVER STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

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

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

- **b. EDGAR series identifier (if any):** S000006667

- **c. LEI of Series:** FPNUFBNI42IT0696WN30

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**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:** $3720297350.25

**Total Liabilities:** $192836685.82

**Net Assets:** $3527460664.43

**Cash Not Reported:** $922324.44

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6334.20900866 | **1-Year:** -114456.60566828 | **5-Year:** -364348.31999134 | **10-Year:** -530794.63713206 | **30-Year:** -172099.72615666

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

- **3-Month:** -1533.54490156 | **1-Year:** -27354.99624593 | **5-Year:** -72040.11894490 | **10-Year:** -88036.11795196 | **30-Year:** -21363.65315995

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018187 | 1.19%                | 1.13%                | -0.30%               |
| Class ID C000018186 | 1.07%                | 1.21%                | -0.32%               |
| Class ID C000147384 | 1.11%                | 1.25%                | -0.39%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5930823.29              | $22479693.27                               |
| Month 2  | $-710351.97              | $29992769.43                               |
| Month 3  | $-2632891.39             | $-18309723.64                              |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Index (USD)

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AL3508                                                         | CUSIP: 3138EK3S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     51824 | PA      | $50366.41     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB4393                                                         | CUSIP: 3140QP3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2363322 | PA      | $2302091.46   | 0.07%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                      | PACIFIC LIFE GLOBAL FUNDING II 144A 4.875000% 07/17/2032                          | CUSIP: 6944PL3L1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1771242.97   | 0.05%             | 2032-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM6184                                                         | CUSIP: 3140X92S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    935859 | PA      | $768533.13    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC STRIPS FHS 272 F1                                                     | CUSIP: 3128HXYR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.05         | 0.00%             | 2042-08-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                            | DOW CHEMICAL CO/THE 4.800000% 05/15/2049                                          | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    360000 | PA      | $293792.98    | 0.01%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                       | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL3 ARCLO 2021-FL3 A               | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    348989 | PA      | $349001.65    | 0.01%             | 2034-08-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA2753                                                      | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    455100 | PA      | $413643.08    | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 5.375000% 09/27/2054                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    444000 | PA      | $407867.79    | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                              | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 9.750000% 01/15/2029           | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75693.75     | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 4.650000% 05/06/2030                                                  | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    330000 | PA      | $334627.99    | 0.01%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2011-111 DB                                                 | CUSIP: 3136A2HP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    328943 | PA      | $319566.21    | 0.01%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BF0183                                                         | CUSIP: 3140FXFZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70427 | PA      | $66531.11     | 0.00%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 Q                            | CUSIP: 38382NFF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    392574 | PA      | $391400.75    | 0.01%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                            | ANGEL OAK MORTGAGE TRUST 2020-2 AOMT 2020-2 A1A                                   | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    185827 | PA      | $176697.58    | 0.01%             | 2065-01-26      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                               | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.900000% 06/01/2052           | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    582000 | PA      | $394184.13    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM5227                                                         | CUSIP: 3140J9YZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    737734 | PA      | $749498.02    | 0.02%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4742 PA                                                    | CUSIP: 3137FCAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    698339 | PA      | $642687.78    | 0.02%             | 2047-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM8685                                                         | CUSIP: 3140XCUK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65261 | PA      | $57643.27     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-105 P                           | CUSIP: 38382TXL3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1825260 | PA      | $1500781.90   | 0.04%             | 2051-06-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                            | COLT 2024-4 MORTGAGE LOAN TRUST COLT 2024-4 A1                                    | CUSIP: 19688WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1406850 | PA      | $1422684.59   | 0.04%             | 2069-07-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                            | AMERICAN EXPRESS CO 5.442000% 01/30/2036                                          | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    620000 | PA      | $644846.54    | 0.02%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP MTN 2.087000% 06/14/2029                                     | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    535000 | PA      | $506767.01    | 0.01%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA6864                                                      | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    642551 | PA      | $531429.31    | 0.02%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 8D0268                                               | CUSIP: 3142BNJM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    486047 | PA      | $474815.64    | 0.01%             | 2052-08-01      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA5653                                                      | CUSIP: 36179UH62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    190378 | PA      | $193069.01    | 0.01%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                       | FORD MOTOR CREDIT CO LLC 2.900000% 02/10/2029                                     | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1446307.51   | 0.04%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5410 JY                                                    | CUSIP: 3137HCQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    462000 | PA      | $404785.41    | 0.01%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA7303                                                      | CUSIP: 36179WDG0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1670514 | PA      | $1339680.88   | 0.04%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 3975 FA                                                    | CUSIP: 3137AK4K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    144842 | PA      | $143801.94    | 0.00%             | 2041-12-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY 5.042000% 07/19/2030                                               | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1232908.13   | 0.03%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4481                                                         | CUSIP: 31418D6T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    504810 | PA      | $478160.81    | 0.01%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2018-43 CT                                                  | CUSIP: 3136B1Z72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    548681 | PA      | $494584.83    | 0.01%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 592580                                                       | CUSIP: 36201TJZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6660 | PA      | $6818.60      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                            | HCA INC 2.375000% 07/15/2031                                                      | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    751000 | PA      | $666231.03    | 0.02%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS, INC.                                           | ZAYO GROUP HOLDINGS, INC. 3/9/2027                                                | CUSIP: 98919XAB7<br>LEI: N/A                  | Long             | LON              |  | US        |    302986 | PA      | $298253.48    | 0.01%             | 2027-03-09      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP 2.687000% 04/22/2032                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    515000 | PA      | $469154.78    | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2019-81 LH                                                  | CUSIP: 3136B8DW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    267069 | PA      | $243208.39    | 0.01%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                              | SLM STUDENT LOAN TRUST 2008-6 SLMA 2008-6 A4                                      | CUSIP: 78445CAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    777493 | PA      | $768578.48    | 0.02%             | 2023-07-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                             | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B HALST 2025-B A3                    | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1347000 | PA      | $1358956.78   | 0.04%             | 2028-04-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                        | NEW YORK ST DORM AUTH ST PERSO NEW YORK STATE DORMITORY AUTHORITY                 | CUSIP: 64990FMT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $415222.56    | 0.01%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-68 IO                           | CUSIP: 38380PHX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2465466 | PA      | $273112.04    | 0.01%             | 2060-05-16      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD3171                                                        | CUSIP: 3132DQQY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    326775 | PA      | $332416.59    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781834                                                       | CUSIP: 36241KBB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8592 | PA      | $9010.66      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG Q05261                                                   | CUSIP: 3132GLQN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    510467 | PA      | $486299.82    | 0.01%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM2548                                                         | CUSIP: 3140X5ZN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    425131 | PA      | $404030.51    | 0.01%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                             | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A HALST 2025-A A3                    | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    465000 | PA      | $470240.32    | 0.01%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                 | COMCAST CORP 2.887000% 11/01/2051                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1315098.09   | 0.04%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 5.550000% 02/06/2053                                                  | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    366000 | PA      | $346318.17    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08849                                                   | CUSIP: 3128MJ5K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     89121 | PA      | $89968.36     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                               | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2 GMALT 2025-2 A2A                     | CUSIP: 362962AB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    495000 | PA      | $496848.13    | 0.01%             | 2027-07-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BR7744                                                         | CUSIP: 3140L6TA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     62609 | PA      | $51389.23     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                       | COLLEGE AVE STUDENT LOANS 2021-B LLC CASL 2021-B A2                               | CUSIP: 19425AAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    231950 | PA      | $210062.52    | 0.01%             | 2052-06-25      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QC3690                                                        | CUSIP: 3133ANC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    133114 | PA      | $114535.39    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-90 AB                           | CUSIP: 38381XEZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    225765 | PA      | $204192.08    | 0.01%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB9148                                                         | CUSIP: 3140QVEW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    687933 | PA      | $717479.20    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                              | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 SDART 2025-2 A3                     | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    850000 | PA      | $856690.27    | 0.02%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2012-46 BA                                                  | CUSIP: 3136A5J49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     75634 | PA      | $79575.16     | 0.00%             | 2042-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG A52174                                                   | CUSIP: 3128KEMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     11400 | PA      | $11924.20     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                          | VERUS SECURITIZATION TRUST 2021-3 VERUS 2021-3 A1                                 | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    344734 | PA      | $303216.18    | 0.01%             | 2066-06-25      | Floating      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                               | GEORGIA POWER CO 4.000000% 10/01/2028                                             | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    796000 | PA      | $795985.60    | 0.02%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC                            | SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC MTN 3.375000% 09/04/2032                 | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | NUSS              | GB        |    205000 | PA      | $241104.89    | 0.01%             | 2032-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4857 JA                                                    | CUSIP: 3137FKRS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    952079 | PA      | $917508.98    | 0.03%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QU7914                                                        | CUSIP: 3133JLYK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     86346 | PA      | $70533.53     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV7891                                                         | CUSIP: 3140MMXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    637170 | PA      | $626765.32    | 0.02%             | 2052-07-01      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AS0039                                                         | CUSIP: 3138W9BH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    410453 | PA      | $377214.57    | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                              | CVS HEALTH CORP 5.550000% 06/01/2031                                              | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    696000 | PA      | $728012.66    | 0.02%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                   | MORGAN STANLEY PRIVATE BANK NA 4.466000% 07/06/2028                               | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1045831.81   | 0.03%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM3558                                                         | CUSIP: 3140X65U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    643814 | PA      | $583443.19    | 0.02%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.625000% 09/30/2030                                              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  15255000 | PA      | $15177533.28  | 0.43%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2017-9 EF                                                   | CUSIP: 3136AVXA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    112455 | PA      | $111510.19    | 0.00%             | 2047-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTORS                                 | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2007-AR3 2A1              | CUSIP: 86363NAY5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1680169 | PA      | $1575750.00   | 0.04%             | 2047-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RJ4189                                                        | CUSIP: 3142GUUP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4047484 | PA      | $4093616.66   | 0.12%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AS0070                                                         | CUSIP: 3138W9CG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     46785 | PA      | $45559.63     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FA1005                                                         | CUSIP: 3140W1DK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2416644 | PA      | $2437714.67   | 0.07%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA6990                                                         | CUSIP: 3140QEXU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2056332 | PA      | $1767151.84   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA7638                                                      | CUSIP: 36179WPX0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    679604 | PA      | $545001.24    | 0.02%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781285                                                       | CUSIP: 36225BNA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3888 | PA      | $4033.82      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA6287                                                      | CUSIP: 36179U6Y3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     79805 | PA      | $80892.30     | 0.00%             | 2049-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 BI3167                                                      | CUSIP: 3617HCQU0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     28515 | PA      | $28647.25     | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                                         | DICK'S SPORTING GOODS INC 4.100000% 01/15/2052                                    | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    646000 | PA      | $480959.58    | 0.01%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                           | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $3531730.06   | 0.10%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                 | KINDER MORGAN INC 5.150000% 06/01/2030                                            | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    597000 | PA      | $615852.68    | 0.02%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB6322                                                         | CUSIP: 3140QSAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    414015 | PA      | $420149.87    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST                                       | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD MAD 2025-11MD A                           | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1395000 | PA      | $1391143.94   | 0.04%             | 2042-10-15      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM3799                                                         | CUSIP: 3140J8GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     32124 | PA      | $29131.21     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO 4.970000% 04/23/2029                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1666132.95   | 0.05%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                       | TRANSCANADA PIPELINES LTD 4.625000% 03/01/2034                                    | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |    960000 | PA      | $935868.16    | 0.03%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SC0269                                                        | CUSIP: 3132D9JN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     74287 | PA      | $64666.09     | 0.00%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 2399 XG                                                    | CUSIP: 31339MXM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     92357 | PA      | $95787.62     | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                              | SLM STUDENT LOAN TRUST 2008-3 SLMA 2008-3 B                                       | CUSIP: 78444GAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $690144.56    | 0.02%             | 2083-04-26      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 605805                                                       | CUSIP: 36201XAE8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3153 | PA      | $3215.10      | 0.00%             | 2034-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                      | AEP TEXAS INC 6.650000% 02/15/2033                                                | CUSIP: 0010EPAF5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $550262.35    | 0.02%             | 2033-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FA0731                                                         | CUSIP: 3140W0Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    834385 | PA      | $762113.15    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1092                                                         | CUSIP: 3140XGGA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     74933 | PA      | $68902.41     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                      | PSEG POWER LLC 144A 5.750000% 05/15/2035                                          | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2327645.32   | 0.07%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-99 TL                           | CUSIP: 38379XN63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    178234 | PA      | $150837.92    | 0.00%             | 2044-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AO9747                                                         | CUSIP: 3138M1ZM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    299036 | PA      | $275098.68    | 0.01%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA6756                                                      | CUSIP: 36179VQH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3716840 | PA      | $3150880.97   | 0.09%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.750000% 08/31/2026                                              | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2210000 | PA      | $2210069.06   | 0.06%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                    | PARAMOUNT GLOBAL 6.875000% 04/30/2036                                             | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1426671.86   | 0.04%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications 1/25 Cov-Lite TLB                           | Frontier Communications 1/25 Cov-Lite TLB 7/1/2031                                | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              |  | US        |     65654 | PA      | $65544.61     | 0.00%             | 2031-07-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 2.375000% 02/15/2042                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4711000 | PA      | $3490924.59   | 0.10%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB9221                                                         | CUSIP: 3140QVG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    432621 | PA      | $442571.39    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN 641546                                                         | CUSIP: 31390BWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     37702 | PA      | $39361.52     | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST                               | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-13 CWL 2007-13 2A2                     | CUSIP: 126698AD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    917494 | PA      | $862423.65    | 0.02%             | 2047-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.000000% 07/31/2030                                              | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9000000 | PA      | $9101601.54   | 0.26%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08792                                                   | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    108324 | PA      | $100997.38    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                        | BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A                             | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1992879 | PA      | $1986651.71   | 0.06%             | 2036-09-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1104                                                         | CUSIP: 3140XGGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    142542 | PA      | $122492.81    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 5.200000% 09/26/2035                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4298539.99   | 0.12%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY MTN 2.943000% 01/21/2033                                           | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    520000 | PA      | $472759.91    | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                            | DEVON ENERGY CORP 5.750000% 09/15/2054                                            | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    690000 | PA      | $640027.75    | 0.02%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2023-14 EJ                                                  | CUSIP: 3136BPL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    444526 | PA      | $417104.81    | 0.01%             | 2049-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2018-38 FA                                                  | CUSIP: 3136B1S39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3314520 | PA      | $3196649.04   | 0.09%             | 2048-06-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1831                                                         | CUSIP: 3140XHA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    334124 | PA      | $319196.02    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                      | MORGAN STANLEY CAPITAL I TRUST 2020-HR8 MSC 2020-HR8 A3                           | CUSIP: 61692BBJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    385184 | PA      | $343760.01    | 0.01%             | 2053-07-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                 | COMCAST CORP 4.600000% 10/15/2038                                                 | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1243713.81   | 0.04%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                               | DELTA AIR LINES INC 5.250000% 07/10/2030                                          | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1548000 | PA      | $1579257.56   | 0.04%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM3049                                                         | CUSIP: 3140X6L74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    538787 | PA      | $523033.24    | 0.01%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                 | BMW US CAPITAL LLC 144A 4.500000% 08/11/2030                                      | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |    760000 | PA      | $761052.70    | 0.02%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN DC2967                                                         | CUSIP: 3140AQJM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1235230 | PA      | $1250852.94   | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS7502                                                         | CUSIP: 3140XPKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1101961 | PA      | $1129689.10   | 0.03%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 CK9592                                                      | CUSIP: 3617Y5UR8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    847208 | PA      | $797991.38    | 0.02%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                      | JOHN DEERE CAPITAL CORP MTN 5.150000% 09/08/2026                                  | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    645000 | PA      | $653068.62    | 0.02%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                      | AEP TEXAS INC 5.850000% 10/15/2055                                                | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    910000 | PA      | $905932.51    | 0.03%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH ST PERS INCOME TAX REV                         | NEW YORK ST THRUWAY AUTH PERSO NEW YORK STATE THRUWAY AUTHORITY                   | CUSIP: 650028ZN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $855816.30    | 0.02%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                              | CVS HEALTH CORP 4.780000% 03/25/2038                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    385000 | PA      | $360836.36    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST                                     | FONTAINEBLEAU MIAMI BEACH MORTGAGE TRUST 2024-FBLU FMBT 2024-FBLU A               | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1180000 | PA      | $1180368.75   | 0.03%             | 2039-12-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4264                                                      | CUSIP: 36179SWZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    338815 | PA      | $336118.82    | 0.01%             | 2047-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                             | CANADIAN IMPERIAL BANK OF COMMERCE 4.580000% 09/08/2031                           | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |   1117000 | PA      | $1120669.45   | 0.03%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                              | SLM STUDENT LOAN TRUST 2005-4 SLMA 2005-4 A4                                      | CUSIP: 78442GPH3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1901220 | PA      | $1859619.61   | 0.05%             | 2040-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| DC OFFICE TRUST                                                     | DC OFFICE TRUST 2019-MTC DCOT 2019-MTC A                                          | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1240000 | PA      | $1129589.90   | 0.03%             | 2045-09-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AS4271                                                         | CUSIP: 3138WDW98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     47897 | PA      | $47767.16     | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                     | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2016-1 M2                 | CUSIP: 35563PAE9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1715593 | PA      | $1576424.87   | 0.04%             | 2055-09-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                     | BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM5 BRAVO 2024-NQM5 A1                      | CUSIP: 105925AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1189810 | PA      | $1200772.91   | 0.03%             | 2064-06-25      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RJ2630                                                        | CUSIP: 3142GS4Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    284937 | PA      | $297702.49    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | US 10YR ULTRA FUT DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -244 | NC      | $-28079062.50 | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG A47971                                                   | CUSIP: 3128K82C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    416195 | PA      | $419876.85    | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8211                                                        | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6109398 | PA      | $4948679.91   | 0.14%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B NAVSL 2021-BA A                  | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    148288 | PA      | $135517.25    | 0.00%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                      | CITIGROUP INC 5.827000% 02/13/2035                                                | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    285000 | PA      | $295588.13    | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                            | AUTONATION FINANCE TRUST 2025-1 DRVPNK 2025-1A A3                                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    681000 | PA      | $687538.96    | 0.02%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QD3231                                                        | CUSIP: 3133B0SU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    413530 | PA      | $391571.67    | 0.01%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST                            | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2 COPAR 2022-2 A3                   | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    278073 | PA      | $277703.87    | 0.01%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Romania                                                             | ROMANIA 5.750000% 03/24/2035                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    450000 | PA      | $433281.37    | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                            | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.950000% 08/15/2035                      | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    710000 | PA      | $707426.78    | 0.02%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                  | ENERGY TRANSFER LP 5.700000% 04/01/2035                                           | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1053231.07   | 0.03%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-78 HW                           | CUSIP: 38383RWC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    327000 | PA      | $261495.75    | 0.01%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 576520                                                       | CUSIP: 36200YPD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       212 | PA      | $221.28       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SC0160                                                        | CUSIP: 3132D9E91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    804200 | PA      | $700049.60    | 0.02%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8275                                                        | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3633145 | PA      | $3539973.84   | 0.10%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 542758                                                       | CUSIP: 36212S5T9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       845 | PA      | $851.18       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST                                     | CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 CFCRE 2017-C8 A4                          | CUSIP: 12532CBA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    371000 | PA      | $365931.88    | 0.01%             | 2050-06-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AT9839                                                         | CUSIP: 3138WX4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     22598 | PA      | $21952.77     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS2463                                                         | CUSIP: 3140XHWZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3135836 | PA      | $2780201.57   | 0.08%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G04710                                                   | CUSIP: 3128M6R75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     31674 | PA      | $33327.43     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 4747                                                        | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3291 | PA      | $3376.06      | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 1.750000% 08/15/2041                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40552000 | PA      | $27515165.42  | 0.78%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                             | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 2.300000% 11/01/2030                  | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1275039.50   | 0.04%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                   | CHASE HOME LENDING MORTGAGE TRUST 2025-RPL1 CHASE 2025-RPL1 A1A                   | CUSIP: 16160VAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    505614 | PA      | $458210.30    | 0.01%             | 2065-04-25      | Floating      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD3722                                                        | CUSIP: 3132E0D33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    155602 | PA      | $155930.35    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                          | MIDAMERICAN ENERGY CO 4.800000% 09/15/2043                                        | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    830000 | PA      | $765724.43    | 0.02%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8079                                                        | CUSIP: 3132DV6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2707059 | PA      | $2205754.54   | 0.06%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 552891                                                       | CUSIP: 36213FF81<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3022 | PA      | $3102.92      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                               | ELI LILLY & CO 4.250000% 03/15/2031                                               | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $1034284.40   | 0.03%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4512                                                         | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5196636 | PA      | $4394706.07   | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5451 FD                                                    | CUSIP: 3137HFL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    325660 | PA      | $321374.16    | 0.01%             | 2044-01-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QB9391                                                        | CUSIP: 3133AGNG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     21134 | PA      | $17371.33     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CC0267                                                         | CUSIP: 3140Y6JM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5822925 | PA      | $5967043.19   | 0.17%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                             | HYUNDAI CAPITAL AMERICA 144A 5.300000% 06/24/2029                                 | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    530000 | PA      | $543825.15    | 0.02%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-184 GC                          | CUSIP: 38384XN25<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  12770925 | PA      | $12303438.46  | 0.35%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                        | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.000000% 02/02/2029           | CUSIP: 46590XAN6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $57513.04     | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 3.900000% 05/15/2035                                                  | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1471903.67   | 0.04%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-110 IO                          | CUSIP: 38381DND8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2275105 | PA      | $153817.56    | 0.00%             | 2063-11-16      | Floating      | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS4314                                                         | CUSIP: 3140XKYL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    164792 | PA      | $134567.16    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                | VERIZON MASTER TRUST VZMT 2025-3 A1A                                              | CUSIP: 92348KDY6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1812000 | PA      | $1827052.28   | 0.05%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 601489                                                       | CUSIP: 36200HF66<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2345 | PA      | $2376.71      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 429668                                                       | CUSIP: 36207EJM7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2724 | PA      | $2812.10      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM7767                                                         | CUSIP: 3140JCTZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    802630 | PA      | $812865.81    | 0.02%             | 2055-07-01      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS9491                                                         | CUSIP: 3140XRRM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    667294 | PA      | $631240.34    | 0.02%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                  | ENERGY TRANSFER LP 6.050000% 09/01/2054                                           | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    347000 | PA      | $340712.67    | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-82 FH                                                  | CUSIP: 3136AUAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    520062 | PA      | $515079.11    | 0.01%             | 2046-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RE0026                                                        | CUSIP: 3133LWA36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    346787 | PA      | $281818.77    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                                    | TRANSOCEAN INTERNATIONAL LTD 144A 8.750000% 02/15/2030                            | CUSIP: 893830BX6<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |     86250 | PA      | $90749.75     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 2.500000% 05/15/2046                                              | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12025000 | PA      | $8455547.82   | 0.24%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAYA FLUTTER 5/22/2032                                             | AMAYA FLUTTER 5/22/2032 5/24/2032                                                 | CUSIP: N3313EAJ9<br>LEI: N/A                  | Long             | LON              |  | US        |    167093 | PA      | $166768.55    | 0.00%             | 2032-05-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN 735651                                                         | CUSIP: 31402RH44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    189693 | PA      | $191081.04    | 0.01%             | 2035-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AD0753                                                         | CUSIP: 31418MZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8750 | PA      | $9303.08      | 0.00%             | 2039-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4117 HB                                                    | CUSIP: 3137AUTF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    244011 | PA      | $220256.70    | 0.01%             | 2042-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                  | NLG GLOBAL FUNDING 144A 4.350000% 09/15/2030                                      | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1726711.63   | 0.05%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                           | DELL INTERNATIONAL LLC / EMC CORP 5.100000% 02/15/2036                            | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2287170.99   | 0.06%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                             | CARMAX AUTO OWNER TRUST 2025-3 CARMX 2025-3 A3                                    | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    943000 | PA      | $950702.05    | 0.03%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                | GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.625000% 03/31/2036                        | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |    458000 | PA      | $403419.18    | 0.01%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA1547                                                         | CUSIP: 31418AWH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     55192 | PA      | $53677.92     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 5.766000% 04/22/2035                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1092021.74   | 0.03%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 786823                                                      | CUSIP: 3622ACPG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     83073 | PA      | $84542.03     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-225 YC                          | CUSIP: 38383FZF3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    336658 | PA      | $289638.12    | 0.01%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 8C1029                                               | CUSIP: 3142BBEA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    318723 | PA      | $322642.25    | 0.01%             | 2055-05-01      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE (USA), INC.                                           | AMCOR FINANCE USA INC 3.625000% 04/28/2026                                        | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2413530.28   | 0.07%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                         | VERIZON COMMUNICATIONS INC 2.650000% 11/20/2040                                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    155000 | PA      | $112104.66    | 0.00%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                               | REGENCY CENTERS LP 5.000000% 07/15/2032                                           | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    507000 | PA      | $518677.39    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0984                                                         | CUSIP: 3140XGCW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1383633 | PA      | $1235842.28   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AS9972                                                         | CUSIP: 3138WLCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    248622 | PA      | $239029.83    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RB5065                                                        | CUSIP: 3133KYTW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1519489 | PA      | $1338093.26   | 0.04%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K106 X1                   | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3259718 | PA      | $159839.29    | 0.00%             | 2030-01-25      | Floating      | 1.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RE6028                                                        | CUSIP: 3133N3VV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    977788 | PA      | $846683.55    | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Limited                                  | TRANSOCEAN TITAN FINANCING LTD 144A 8.375000% 02/01/2028                          | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |     63143 | PA      | $64696.30     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY 5.320000% 07/19/2035                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    525000 | PA      | $541720.52    | 0.02%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                       | BROADCOM INC 144A 4.926000% 05/15/2037                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3085000 | PA      | $3076726.49   | 0.09%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BE2369                                                         | CUSIP: 3140FMT30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    170316 | PA      | $162165.93    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K149 X1                   | CUSIP: 3137H93E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  11235728 | PA      | $206323.93    | 0.01%             | 2032-08-25      | Floating      | 0.40%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                | MITSUBISHI UFJ FINANCIAL GROUP INC 4.527000% 09/12/2031                           | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |    972000 | PA      | $975700.68    | 0.03%             | 2031-09-12      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM7796                                                         | CUSIP: 3140XBUW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    195300 | PA      | $187773.52    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL 30YR TBA (OCTOBER)                                             | CUSIP: 21H0326A3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  12875000 | PA      | $11737056.64  | 0.33%             | 2055-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-34 SA                           | CUSIP: 38378D2U8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    179445 | PA      | $18198.98     | 0.00%             | 2042-03-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB9344                                                         | CUSIP: 3140QVL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    257018 | PA      | $268532.41    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-97 FW                           | CUSIP: 38384PYX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1079165 | PA      | $1081007.84   | 0.03%             | 2054-06-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.750000% 08/15/2055                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53918000 | PA      | $54103343.13  | 1.53%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS7170                                                         | CUSIP: 3140XN6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    260155 | PA      | $225977.77    | 0.01%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST MORTGAGE PASS-THROUGH CERTIFICATES                  | LEHMAN XS TRUST SERIES 2007-16N LXS 2007-16N 2A2                                  | CUSIP: 52525BAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2940789 | PA      | $2681379.89   | 0.08%             | 2047-09-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                      | SYNOPSYS INC 4.650000% 04/01/2028                                                 | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    529000 | PA      | $534920.77    | 0.02%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                               | ELI LILLY & CO 5.100000% 02/09/2064                                               | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330606.11    | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA1664                                                         | CUSIP: 31418AZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     71585 | PA      | $71227.12     | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2009-103 MB                                                 | CUSIP: 31398GJB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12638 | PA      | $12711.25     | 0.00%             | 2039-12-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                | JERSEY CENTRAL POWER & LIGHT CO 144A 2.750000% 03/01/2032                         | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    376000 | PA      | $336186.48    | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK                                                                | BANK 2024-BNK48 BANK 2024-BNK48 ASB                                               | CUSIP: 06541GAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    680000 | PA      | $695208.54    | 0.02%             | 2057-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TSMC Global, Ltd.                                                   | TSMC GLOBAL LTD 144A 1.375000% 09/28/2030                                         | CUSIP: 872882AG0<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | NUSS              | TW        |    675000 | PA      | $591347.97    | 0.02%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA6885                                                      | CUSIP: 36179VUJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1545812 | PA      | $1277986.13   | 0.04%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                | JERSEY CENTRAL POWER & LIGHT CO 144A 4.400000% 01/15/2031                         | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    798000 | PA      | $795183.50    | 0.02%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.375000% 11/15/2048                                              | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15010000 | PA      | $12057837.85  | 0.34%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 604665                                                       | CUSIP: 36200MW25<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1694 | PA      | $1725.85      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                   | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25E 1                       | CUSIP: 83162CP56<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    435723 | PA      | $415163.00    | 0.01%             | 2047-05-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 565047                                                       | CUSIP: 36213UWG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       415 | PA      | $424.22       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4720                                                      | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    553712 | PA      | $529755.89    | 0.02%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                            | ELECTRICITE DE FRANCE SA MTN 2.000000% 12/09/2049                                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $354507.32    | 0.01%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG C01292                                                   | CUSIP: 31292HNH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3086 | PA      | $3182.98      | 0.00%             | 2032-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                       | FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2                        | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4918440 | PA      | $4931523.11   | 0.14%             | 2041-10-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AD0780                                                         | CUSIP: 31418M2N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15592 | PA      | $16779.83     | 0.00%             | 2039-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RB5157                                                        | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    976097 | PA      | $870173.84    | 0.02%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                    | PACIFIC GAS AND ELECTRIC CO 6.100000% 01/15/2029                                  | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $4090278.96   | 0.12%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA5373                                                        | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    445158 | PA      | $363663.57    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM2256                                                         | CUSIP: 3140X5QJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    303913 | PA      | $302645.08    | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781328                                                       | CUSIP: 36225BPM4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6532 | PA      | $6824.01      | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA1711                                                         | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    584886 | PA      | $576053.63    | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                               | ELI LILLY & CO 4.700000% 02/09/2034                                               | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    697000 | PA      | $704696.52    | 0.02%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AT7139                                                         | CUSIP: 3138WU4Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     46255 | PA      | $43581.78     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QA2244                                                        | CUSIP: 31334YP50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2134433 | PA      | $1935847.00   | 0.05%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781484                                                       | CUSIP: 36225BUH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1013 | PA      | $1051.96      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QB8975                                                        | CUSIP: 3133AF6L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    139908 | PA      | $114653.42    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                   | HSBC HOLDINGS PLC 4.583000% 06/19/2029                                            | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    260000 | PA      | $261839.23    | 0.01%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                         | BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025-C32 A5                                   | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1450000 | PA      | $1545642.73   | 0.04%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BF0104                                                         | CUSIP: 3140FXDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    126718 | PA      | $119708.26    | 0.00%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES, INC.                                             | AMERICAN AIRLINES INC 144A 8.500000% 05/15/2029                                   | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $365103.55    | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QB8604                                                        | CUSIP: 3133AFRZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     57979 | PA      | $47601.25     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                  | NORTHWESTERN MUTUAL GLOBAL FUNDING 144A 5.160000% 05/28/2031                      | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1011822.87   | 0.03%             | 2031-05-28      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance Designated Activity Company                         | CRH SMW FINANCE DAC 5.125000% 01/09/2030                                          | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | NUSS              | US        |    365000 | PA      | $375681.90    | 0.01%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                       | FORD MOTOR CREDIT CO LLC 6.050000% 03/05/2031                                     | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |     73000 | PA      | $74688.50     | 0.00%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                              | CHUBB INA HOLDINGS LLC MTN 5.000000% 03/15/2034                                   | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    685000 | PA      | $702390.05    | 0.02%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG U90778                                                   | CUSIP: 3132H32K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     12466 | PA      | $11750.07     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                               | FOUNDRY JV HOLDCO LLC 144A 5.900000% 01/25/2033                                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    237000 | PA      | $249913.07    | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORPORATION                                   | GREAT CANADIAN GAMING CORP/RAPTOR LLC 144A 8.750000% 11/15/2029                   | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | NUSS              | CA        |    185000 | PA      | $182934.70    | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RED VENTURES LLC TL B 1L 7.07492% 03/04/2030                        | RED VENTURES LLC TL B 1L 7.07492% 03/04/2030 4-Mar-30                             | CUSIP: 75703UAL9<br>LEI: N/A                  | Long             | LON              |  | US        |    135676 | PA      | $127592.77    | 0.00%             | 2030-03-04      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CCRR PARENT INC TL B 1L 8.54964% 03/06/2028                         | CCRR PARENT INC TL B 1L 8.54964% 03/06/2028 6-Mar-28                              | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              |  | US        |    196349 | PA      | $60868.21     | 0.00%             | 2028-03-06      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                               | CHILE ELECTRICITY LUX MPC II SARL 144A 5.672000% 10/20/2035                       | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    679000 | PA      | $699775.84    | 0.02%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                | GLENCORE FUNDING LLC 144A 5.186000% 04/01/2030                                    | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |   2410000 | PA      | $2482994.97   | 0.07%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                      | CITIGROUP INC 2.561000% 05/01/2032                                                | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $2875143.52   | 0.08%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM9205                                                         | CUSIP: 3140XDGP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68678 | PA      | $59113.43     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                      | CITIGROUP INC 5.333000% 03/27/2036                                                | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1254241.60   | 0.04%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0191                                                         | CUSIP: 3140XFF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    146462 | PA      | $125806.73    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                           | AT&T INC 3.650000% 09/15/2059                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    326000 | PA      | $222887.75    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8264                                                        | CUSIP: 3132DWFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3317803 | PA      | $3036115.78   | 0.09%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5399 FB                                                    | CUSIP: 3137HCHB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    612770 | PA      | $611833.70    | 0.02%             | 2054-04-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                     | CAIXABANK SA 144A 4.634000% 07/03/2029                                            | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | NUSS              | ES        |   1119000 | PA      | $1126834.22   | 0.03%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 1.375000% 11/15/2040                                              | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5611000 | PA      | $3660739.17   | 0.10%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST, L.P.                                         | AMERICAN ASSETS TRUST LP 3.375000% 02/01/2031                                     | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1244193.00   | 0.04%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | TREASURY BILL 0.000000% 10/14/2025                                                | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43940000 | PA      | $43875904.28  | 1.24%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 608282                                                       | CUSIP: 36202SXK9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8535 | PA      | $8779.78      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                             | GRAND CANYON UNIVERSITY 5.125000% 10/01/2028                                      | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $177008.88    | 0.01%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2019-67 FB                                                  | CUSIP: 3136B64V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    216842 | PA      | $212829.99    | 0.01%             | 2049-11-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                 | COMM 2015-CCRE26 MORTGAGE TRUST COMM 2015-CR26 C                                  | CUSIP: 12593QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    870000 | PA      | $820598.36    | 0.02%             | 2048-10-10      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                          | VERUS SECURITIZATION TRUST 2024-6 VERUS 2024-6 A3                                 | CUSIP: 92540JAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    360315 | PA      | $363107.65    | 0.01%             | 2069-07-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QG4323                                                        | CUSIP: 3133C4YU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    190080 | PA      | $194989.61    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO 5.211000% 12/03/2035                                             | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    552000 | PA      | $564001.61    | 0.02%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4382                                                      | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    201936 | PA      | $185926.08    | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8205                                                        | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5392084 | PA      | $4565095.71   | 0.13%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                             | ROYAL BANK OF CANADA MTN 4.696000% 08/06/2031                                     | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |   1182000 | PA      | $1197473.72   | 0.03%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                  | ENERGY TRANSFER LP 5.250000% 07/01/2029                                           | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    655000 | PA      | $674002.54    | 0.02%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                    | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 6.000000% 12/01/2032               | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | NUSS              | IL        |    473000 | PA      | $492622.88    | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781668                                                       | CUSIP: 36225BZ92<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2791 | PA      | $2902.07      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                               | SBNA AUTO LEASE TRUST 2024-C SBALT 2024-C A4                                      | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365000 | PA      | $366638.19    | 0.01%             | 2029-03-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 8B0457                                               | CUSIP: 3142AWQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    266034 | PA      | $268776.36    | 0.01%             | 2055-08-01      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| POWER HOUSE 2/25 COV-LITE                                           | POWER HOUSE 2/25 COV-LITE 2/13/2032                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    110280 | PA      | $109866.87    | 0.00%             | 2032-02-13      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| ARES LOAN FUNDING                                                   | ARES LOAN FUNDING IV LTD ARES 2023-ALF4A A1                                       | CUSIP: 04020FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1280000 | PA      | $1279968.00   | 0.04%             | 2036-10-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST                  | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2025-5C1 A3              | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    230000 | PA      | $240432.20    | 0.01%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 3.600000% 04/01/2050                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    730000 | PA      | $513890.45    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                            | UNITED MEXICAN STATES 4.750000% 03/22/2031                                        | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1214000 | PA      | $1203377.50   | 0.03%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2017-113 FB                                                 | CUSIP: 3136AY7F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     99594 | PA      | $98241.62     | 0.00%             | 2048-01-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA3053                                                        | CUSIP: 3133KJMA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    883606 | PA      | $721915.85    | 0.02%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                          | COOPERATIEVE RABOBANK UA 144A 3.758000% 04/06/2033                                | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | NUSS              | NL        |   1790000 | PA      | $1700009.36   | 0.05%             | 2033-04-06      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                        | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.625000% 01/15/2032           | CUSIP: 46590XAU0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    909000 | PA      | $847336.47    | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08715                                                   | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    772272 | PA      | $698920.59    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.875000% 09/30/2032                                              | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5972000 | PA      | $5952404.38   | 0.17%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                         | ABBVIE INC 4.500000% 05/14/2035                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52008.89     | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                              | OCP SA 144A 3.750000% 06/23/2031                                                  | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    410000 | PA      | $384490.62    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41 CGCMT 2019-GC41 A5                  | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2680000 | PA      | $2507230.58   | 0.07%             | 2056-08-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                               | GILEAD SCIENCES INC 4.000000% 09/01/2036                                          | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    262000 | PA      | $243753.96    | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                 | COMM 2014-UBS3 MORTGAGE TRUST COMM 2014-UBS3 AM                                   | CUSIP: 12591YBD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     33134 | PA      | $32471.42     | 0.00%             | 2047-06-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA2707                                                         | CUSIP: 31418CAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    166580 | PA      | $158093.78    | 0.00%             | 2036-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RB5095                                                        | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.04         | 0.00%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD2762                                                        | CUSIP: 3132DQB70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    404400 | PA      | $411170.42    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-86 FE                                                  | CUSIP: 3136AT6K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    649513 | PA      | $642945.19    | 0.02%             | 2046-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                 | SOCIETE GENERALE SA 144A 5.439000% 10/03/2036                                     | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |   1045000 | PA      | $1042293.09   | 0.03%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| GENESYS 1/25 (USD) TL                                               | GENESYS 1/25 (USD) TL 1/30/2032                                                   | CUSIP: 39479UAY9<br>LEI: N/A                  | Long             | LON              |  | US        |     79668 | PA      | $79087.38     | 0.00%             | 2032-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                     | UNIVERSAL HEALTH SERVICES INC 1.650000% 09/01/2026                                | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    685000 | PA      | $668800.80    | 0.02%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST                                       | WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2006-2 M2                | CUSIP: 9497EAAF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1727799 | PA      | $1723690.94   | 0.05%             | 2036-07-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                      | CITIGROUP INC 4.786000% 03/04/2029                                                | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1233688.07   | 0.03%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA8305                                                         | CUSIP: 3140QGGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3223380 | PA      | $2834408.61   | 0.08%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                             | MPLX LP 5.950000% 04/01/2055                                                      | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1353960.78   | 0.04%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K136 X1                   | CUSIP: 3137H4SK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  11964361 | PA      | $207963.32    | 0.01%             | 2031-12-25      | Floating      | 0.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC STRIPS FHS 271 30                                                     | CUSIP: 3128HXTR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    187368 | PA      | $174071.01    | 0.00%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 786980                                                      | CUSIP: 3622ACUD0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3984459 | PA      | $3541203.76   | 0.10%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV STAR 2020-INV1 A1                    | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     76987 | PA      | $73207.68     | 0.00%             | 2055-11-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                   | OCTAGON INVESTMENT PARTNERS 41 LTD OCT41 2019-2A A2R2                             | CUSIP: 67592FBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2993373.00   | 0.08%             | 2033-10-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY 4.994000% 04/12/2029                                               | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1802293.46   | 0.05%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM6651                                                         | CUSIP: 3140XAL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    235910 | PA      | $213424.75    | 0.01%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                              | TIME WARNER CABLE LLC 6.550000% 05/01/2037                                        | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    268000 | PA      | $278790.14    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AB7115                                                         | CUSIP: 31417D3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9108552 | PA      | $8379484.09   | 0.24%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4639 HZ                                                    | CUSIP: 3137BTEH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2003318 | PA      | $1662659.53   | 0.05%             | 2053-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BQ0254                                                         | CUSIP: 3140KKH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     52626 | PA      | $43039.21     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                 | BROWN & BROWN INC 5.550000% 06/23/2035                                            | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2077876.03   | 0.06%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB1805                                                         | CUSIP: 3140QMAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1354495 | PA      | $1163292.83   | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                           | OBX 2025-NQM7 TRUST OBX 2025-NQM7 A1                                              | CUSIP: 67121DAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2022238 | PA      | $2041585.67   | 0.06%             | 2055-05-25      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                            | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.800000% 03/27/2035                 | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    360000 | PA      | $369122.25    | 0.01%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD5089                                                        | CUSIP: 3132DSUN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    134112 | PA      | $130204.89    | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                     | AVOLON HOLDINGS FUNDING LTD 144A 5.750000% 11/15/2029                             | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   1555000 | PA      | $1615419.56   | 0.05%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST                                                   | T-MOBILE US TRUST 2025-2 TMUST 2025-2A A                                          | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    710000 | PA      | $714914.19    | 0.02%             | 2030-04-22      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)                                      | CUSIP: 01F0206A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3575000 | PA      | $2880607.59   | 0.08%             | 2055-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                                     | CARLISLE COS INC 5.250000% 09/15/2035                                             | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    440000 | PA      | $445324.02    | 0.01%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG A61164                                                   | CUSIP: 3128KRJH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     34686 | PA      | $34921.12     | 0.00%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP MTN 3.824000% 01/20/2028                                     | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    631000 | PA      | $628064.98    | 0.02%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-34 DN                           | CUSIP: 38383MFU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    834117 | PA      | $801348.96    | 0.02%             | 2041-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                         | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY        | CUSIP: 64972JTG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $686511.28    | 0.02%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-107 C                           | CUSIP: 38383TLM3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1832517 | PA      | $1537600.60   | 0.04%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4927 BG                                                    | CUSIP: 3137FPPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    449061 | PA      | $415287.98    | 0.01%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN 735227                                                         | CUSIP: 31402QYY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     20336 | PA      | $21108.43     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                        | PERATON CORP 2/1/2028                                                             | CUSIP: 71360HAB3<br>LEI: N/A                  | Long             | LON              |  | US        |    195985 | PA      | $164946.63    | 0.00%             | 2028-02-01      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD2491                                                        | CUSIP: 3132DPXU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1152815 | PA      | $1060267.64   | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 4.946000% 10/22/2035                                          | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    455000 | PA      | $458864.89    | 0.01%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QD0254                                                        | CUSIP: 3133AWH72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    160119 | PA      | $130284.91    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G06669                                                   | CUSIP: 3128M8W67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     17287 | PA      | $18179.34     | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                              | REYNOLDS AMERICAN INC 5.850000% 08/15/2045                                        | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $485576.41    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                  | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.950000% 09/10/2034           | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1910000 | PA      | $1901228.46   | 0.05%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-59 IO                           | CUSIP: 38381EX45<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3281575 | PA      | $145166.36    | 0.00%             | 2062-02-16      | Floating      | 0.57%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                | VERIZON MASTER TRUST SERIES 2024-5 VZMT 2024-5 A                                  | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1475000 | PA      | $1520099.01   | 0.04%             | 2032-06-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                         | VERIZON COMMUNICATIONS INC 2.987000% 10/30/2056                                   | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    521000 | PA      | $321243.59    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                  | BOEING CO/THE 6.298000% 05/01/2029                                                | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1671464.01   | 0.05%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 752200                                                       | CUSIP: 36230LNR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    111329 | PA      | $100185.60    | 0.00%             | 2046-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BT3290                                                         | CUSIP: 3140LRUQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    139960 | PA      | $120096.48    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US ULTRA BOND CBT DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -25 | NC      | $-3001562.50  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY MTN 3.622000% 04/01/2031                                           | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    960000 | PA      | $931491.23    | 0.03%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Celsius Hldgs                                                       | Celsius Hldgs 4/1/2032                                                            | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              |  | US        |    117512 | PA      | $117622.58    | 0.00%             | 2032-04-01      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                              | GENERAL MOTORS FINANCIAL CO INC 5.950000% 04/04/2034                              | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1251453.12   | 0.04%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                            | HCA INC 3.500000% 09/01/2030                                                      | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1910324.14   | 0.05%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                        | NORFOLK SOUTHERN CORP 5.100000% 05/01/2035                                        | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    590000 | PA      | $602392.57    | 0.02%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K745 A1                   | CUSIP: 3137H2ND2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    105342 | PA      | $104310.17    | 0.00%             | 2028-06-25      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 4.450000% 09/26/2030                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    730000 | PA      | $729641.83    | 0.02%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                             | DUKE ENERGY CORP 4.950000% 09/15/2035                                             | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1038142.14   | 0.03%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                               | FOUNDRY JV HOLDCO LLC 144A 5.500000% 01/25/2031                                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223099.19    | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5217 CD                                                    | CUSIP: 3137H6SL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    458415 | PA      | $430829.71    | 0.01%             | 2049-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNGE Ltd FINANCE CORP                                              | BUNGE LTD FINANCE CORP 5.150000% 08/04/2035                                       | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    887000 | PA      | $897455.69    | 0.03%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                | APPLOVIN CORP 5.950000% 12/01/2054                                                | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1114361.51   | 0.03%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-139 GA                          | CUSIP: 38380HEJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1052676 | PA      | $958611.04    | 0.03%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                            | HCA INC 5.900000% 06/01/2053                                                      | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    257000 | PA      | $253748.35    | 0.01%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                          | FDJ UNITED 3.375000% 11/21/2033                                                   | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | DBT              | NUSS              | FR        |    700000 | PA      | $808112.24    | 0.02%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.250000% 08/15/2035                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8770000 | PA      | $8841256.25   | 0.25%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 611201                                                       | CUSIP: 36202WAA7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     48039 | PA      | $48375.35     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                              | CVS HEALTH CORP 6.750000% 12/10/2054                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237414.05    | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BF0328                                                         | CUSIP: 3140FXLJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    482061 | PA      | $479654.10    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5091 AB                                                    | CUSIP: 3137FYM52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    754624 | PA      | $620383.71    | 0.02%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-22 FG                                                  | CUSIP: 3136ARG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    366570 | PA      | $362805.61    | 0.01%             | 2046-04-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                      | CITIGROUP INC 4.952000% 05/07/2031                                                | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    882000 | PA      | $898759.24    | 0.03%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ModivCare TL 2/22/2026                                              | ModivCare TL 2/22/2026 2/22/2026                                                  | CUSIP: 60783LAH3<br>LEI: N/A                  | Long             | LON              |  | US        |    100404 | PA      | $97391.88     | 0.00%             | 2026-02-22      | Floating      | 11.34%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G67717                                                   | CUSIP: 3132XCSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1028810 | PA      | $991273.49    | 0.03%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FA1489                                                         | CUSIP: 3140W1UP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    703001 | PA      | $646047.20    | 0.02%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD7552                                                        | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2767382 | PA      | $2373907.35   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 1211 AVENUE OF THE AMERICAS TRUST                                   | 1211 AVENUE OF THE AMERICAS TRUST 2015-1211 AOTA 2015-1211 A1A2                   | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2276000 | PA      | $2190650.00   | 0.06%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM7641                                                         | CUSIP: 3140XBP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1387066 | PA      | $1347920.80   | 0.04%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                      | CITIGROUP INC 5.333000% 03/27/2036                                                | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    745000 | PA      | $761540.33    | 0.02%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST                             | AMERICAN HOME MORTGAGE INVESTMENT TRUST 2006-1 AHM 2006-1 12A1                    | CUSIP: 02660TJB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1588432 | PA      | $1420873.58   | 0.04%             | 2046-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY 5.587000% 01/18/2036                                               | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    755000 | PA      | $790489.94    | 0.02%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QD6140                                                        | CUSIP: 3133B3ZD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    244916 | PA      | $199030.26    | 0.01%             | 2047-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 611016                                                       | CUSIP: 36202VYM7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5865 | PA      | $6051.95      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SI2045                                                        | CUSIP: 3133USHW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    898033 | PA      | $812630.87    | 0.02%             | 2046-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                          | APPLE INC 2.375000% 02/08/2041                                                    | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    187000 | PA      | $134430.61    | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                        | US BANCORP 4.839000% 02/01/2034                                                   | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    655000 | PA      | $657868.04    | 0.02%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                               | ELI LILLY & CO 4.900000% 02/12/2032                                               | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    276000 | PA      | $285115.82    | 0.01%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                               | LAS VEGAS SANDS CORP 6.000000% 08/15/2029                                         | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    260000 | PA      | $270796.40    | 0.01%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY MTN 1.794000% 02/13/2032                                           | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    165000 | PA      | $143909.41    | 0.00%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                            | GS MORTGAGE SECURITIES CORP TRUST 2023-SHIP GSMS 2023-SHIP A                      | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1235000 | PA      | $1232252.50   | 0.03%             | 2038-09-10      | Floating      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                            | HCA INC 5.500000% 03/01/2032                                                      | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1243946.64   | 0.04%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 841081                                               | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    172855 | PA      | $174245.50    | 0.00%             | 2050-02-01      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                         | IMPERIAL BRANDS FINANCE PLC 144A 3.500000% 07/26/2026                             | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | NUSS              | GB        |    635000 | PA      | $630678.67    | 0.02%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                   | INTEL CORP 5.900000% 02/10/2063                                                   | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    138000 | PA      | $134411.02    | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV0541                                                         | CUSIP: 3140MDS74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    141667 | PA      | $130532.69    | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                         | AKER BP ASA 144A 5.125000% 10/01/2034                                             | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | NUSS              | NO        |    491000 | PA      | $482643.45    | 0.01%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                             | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THR SASC 2003-37A 2A               | CUSIP: 86359BBS9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      5110 | PA      | $5029.13      | 0.00%             | 2033-12-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4753 BD                                                    | CUSIP: 3137FDV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    277729 | PA      | $250936.45    | 0.01%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                          | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2025-1 A1                        | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   1672000 | PA      | $1695577.21   | 0.05%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                   | HSBC HOLDINGS PLC 5.286000% 11/19/2030                                            | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1925000 | PA      | $1985644.58   | 0.06%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                               | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.250000% 04/01/2053           | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    318000 | PA      | $265720.33    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                   | INTEL CORP 2.800000% 08/12/2041                                                   | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    221000 | PA      | $154583.21    | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA3846                                                         | CUSIP: 31418DHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    601985 | PA      | $521281.37    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4854 FB                                                    | CUSIP: 3137FKLB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    581639 | PA      | $574769.71    | 0.02%             | 2049-01-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                     | STATE OF ISRAEL 3.375000% 01/15/2050                                              | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    280000 | PA      | $185747.39    | 0.01%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                     | BAE SYSTEMS PLC 144A 5.250000% 03/26/2031                                         | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | NUSS              | GB        |   1185000 | PA      | $1228801.88   | 0.03%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD1104                                                        | CUSIP: 3132DNGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1440426 | PA      | $1392936.17   | 0.04%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO FINANCING PARTNERSHIP                                         | ZIGGO FINANCING PARTNERSHIP 4/30/2028                                             | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              |  | US        |     71579 | PA      | $71355.59     | 0.00%             | 2028-04-30      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                      | JOHN DEERE CAPITAL CORP 4.500000% 01/08/2027                                      | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    872000 | PA      | $878874.75    | 0.02%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                             | BAYER US FINANCE II LLC 144A 4.375000% 12/15/2028                                 | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |   3688000 | PA      | $3674853.46   | 0.10%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QA0311                                                        | CUSIP: 31334WKY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    154139 | PA      | $150904.19    | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-215 GA                          | CUSIP: 38383D2L1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2090210 | PA      | $1827336.86   | 0.05%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA5878                                                      | CUSIP: 36179UQ70<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    171293 | PA      | $173766.70    | 0.00%             | 2049-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARRACUDA NETWORKS INC TL 1L 08/15/2029                             | BARRACUDA NETWORKS INC TL 1L 08/15/2029 15-Aug-29                                 | CUSIP: 06832FAB3<br>LEI: N/A                  | Long             | LON              |  | US        |     74875 | PA      | $62511.75     | 0.00%             | 2029-08-15      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC S.a r.l.                                  | CHILE ELECTRICITY LUX MPC SARL 144A 6.010000% 01/20/2033                          | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    792075 | PA      | $831303.00    | 0.02%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2018-54 KA                                                  | CUSIP: 3136B2YM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    116414 | PA      | $115513.71    | 0.00%             | 2047-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FA0608                                                         | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2496623 | PA      | $2518134.50   | 0.07%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2021-40 DW                                                  | CUSIP: 3136BHPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     90560 | PA      | $81004.60     | 0.00%             | 2041-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE-ACES FNA 2018-M15 1A2                                                  | CUSIP: 3136B3YD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    100000 | PA      | $95103.45     | 0.00%             | 2036-01-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                             | HYUNDAI CAPITAL AMERICA 144A 4.500000% 09/18/2030                                 | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    446000 | PA      | $443876.51    | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2018-64 A                                                   | CUSIP: 3136B22V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    350369 | PA      | $315600.40    | 0.01%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                            | AMERICAN EXPRESS CO 5.016000% 04/25/2031                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1243176.98   | 0.04%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM4790                                                         | CUSIP: 3140X8KC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1046827 | PA      | $919590.40    | 0.03%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                               | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 06/01/2041           | CUSIP: 161175BZ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    132000 | PA      | $96307.68     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance B.V.                                              | SARTORIUS FINANCE BV 4.500000% 09/14/2032                                         | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | NUSS              | DE        |    100000 | PA      | $123593.66    | 0.00%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 CW                           | CUSIP: 38382NLJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    553504 | PA      | $552080.15    | 0.02%             | 2051-02-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR ZS4602                                                        | CUSIP: 3132A5DF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    930042 | PA      | $849512.95    | 0.02%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 787540                                                      | CUSIP: 3622ADHR2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1131866 | PA      | $1085663.30   | 0.03%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BF0683                                                         | CUSIP: 3140FXXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    907481 | PA      | $838753.89    | 0.02%             | 2062-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BU7751                                                         | CUSIP: 3140M9TH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    365470 | PA      | $345506.56    | 0.01%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 604706                                                       | CUSIP: 36200MYB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13570 | PA      | $14102.36     | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  26416651 | NS      | $26416650.72  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 8C1073                                               | CUSIP: 3142BBFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1217794 | PA      | $1229918.36   | 0.03%             | 2055-07-01      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                   | STORE CAPITAL LLC 2.700000% 12/01/2031                                            | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    154000 | PA      | $134817.33    | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM7647                                                         | CUSIP: 3140JCP99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    824124 | PA      | $829764.53    | 0.02%             | 2055-01-01      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA4757                                                        | CUSIP: 3133KLJA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    157970 | PA      | $130699.69    | 0.00%             | 2046-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA7135                                                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1804795 | PA      | $1492663.21   | 0.04%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                               | ATHENE GLOBAL FUNDING 144A 5.543000% 08/22/2035                                   | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    529000 | PA      | $536085.17    | 0.02%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                               | ELI LILLY & CO 4.600000% 08/14/2034                                               | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    908000 | PA      | $911402.48    | 0.03%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                                            | VENTURE GLOBAL LNG INC 144A 9.000000% MATURITY: PERPETUAL                         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    336000 | PA      | $333002.75    | 0.01%             | 2174-03-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                              | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1344393.42   | 0.04%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                               | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.700000% 12/01/2055           | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    631000 | PA      | $638540.55    | 0.02%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                  | METROPOLITAN LIFE GLOBAL FUNDING I 144A 3.450000% 12/18/2026                      | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1038257.33   | 0.03%             | 2026-12-18      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP MTN 2.972000% 02/04/2033                                     | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    470000 | PA      | $427999.21    | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                 | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ6 GSMBS 2025-PJ6 A5                    | CUSIP: 36272KAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1819905 | PA      | $1829581.89   | 0.05%             | 2055-11-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                  | ENERGY TRANSFER LP 6.550000% 12/01/2033                                           | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    490000 | PA      | $535956.35    | 0.02%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 494538                                                       | CUSIP: 36210KLT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1282 | PA      | $1320.75      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                            | FARMERS EXCHANGE CAPITAL 144A 7.200000% 07/15/2048                                | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1040369.45   | 0.03%             | 2048-07-15      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX, INC.                                                       | NETFLIX INC 5.400000% 08/15/2054                                                  | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    293000 | PA      | $295070.70    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G61748                                                   | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2143691 | PA      | $2006565.65   | 0.06%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                     | CAIXABANK SA 144A 4.885000% 07/03/2031                                            | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | NUSS              | ES        |   1119000 | PA      | $1130483.57   | 0.03%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS7926                                                         | CUSIP: 3140XPYY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1621167 | PA      | $1697692.90   | 0.05%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD6609                                                        | CUSIP: 3132DUKW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2342425 | PA      | $2475087.18   | 0.07%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QE5202                                                        | CUSIP: 3133BEX73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    580072 | PA      | $548073.76    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QF3705                                                        | CUSIP: 3133BRDJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    677272 | PA      | $674629.31    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL 30YR TBA (OCTOBER)                                             | CUSIP: 21H0526A1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8950000 | PA      | $9016608.41   | 0.26%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1726                                                         | CUSIP: 3140XG4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    147981 | PA      | $129062.11    | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FA1103                                                         | CUSIP: 3140W1GM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6576836 | PA      | $6019170.30   | 0.17%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-14 IO                           | CUSIP: 38380RRU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2563605 | PA      | $236365.93    | 0.01%             | 2063-06-16      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 2.182000% 06/01/2028                                          | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    410000 | PA      | $397415.00    | 0.01%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB1878                                                         | CUSIP: 3140QMCQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    468054 | PA      | $414800.59    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                         | ONEOK INC 5.400000% 10/15/2035                                                    | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1997481.78   | 0.06%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VT TOPCO, INC.                                                      | VT TOPCO INC 144A 8.500000% 08/15/2030                                            | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55957.61     | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                            | ELECTRICITE DE FRANCE SA MTN 4.750000% 06/17/2044                                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $588437.78    | 0.02%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS2707                                                         | CUSIP: 3140XJAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    570745 | PA      | $525915.38    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHH ALTERNATIVE MORTGAGE TRUST                                      | PHH ALTERNATIVE MORTGAGE TRUST SERIES 2007-3 PHHAM 2007-3 A3                      | CUSIP: 69337MAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1721792 | PA      | $1695126.05   | 0.05%             | 2037-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 5.502000% 01/24/2036                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    380000 | PA      | $397559.57    | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US 5YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       363 | NC      | $39637898.44  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS5236                                                         | CUSIP: 3140XLZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    489716 | PA      | $450041.35    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB7109                                                         | CUSIP: 3140QS3T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1271243 | PA      | $1292437.23   | 0.04%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AT4281                                                         | CUSIP: 3138WRXK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13948 | PA      | $13504.39     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                 | VIRGINIA ELECTRIC AND POWER CO 5.000000% 01/15/2034                               | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3561000 | PA      | $3601036.47   | 0.10%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP, INC.                                                  | AMWINS GROUP, INC. 1/30/2032                                                      | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              |  | US        |    139996 | PA      | $139903.49    | 0.00%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES               | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR3 A2               | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7662 | PA      | $7263.06      | 0.00%             | 2034-06-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD5219                                                        | CUSIP: 3132DSYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1204049 | PA      | $1243412.94   | 0.04%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                             | GSR MORTGAGE LOAN TRUST 2003-13 GSR 2003-13 1A1                                   | CUSIP: 36228FYY6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     75731 | PA      | $75931.24     | 0.00%             | 2033-10-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS5621                                                         | CUSIP: 3140XMG75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.04         | 0.00%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB, LLC                                    | BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR IS 9.500000% 07/01/2032           | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $183159.06    | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                           | MFA 2021-RPL1 TRUST MFRA 2021-RPL1 A1                                             | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    340209 | PA      | $311709.10    | 0.01%             | 2060-07-25      | Floating      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-D NAVSL 2018-DA A2A                | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    717098 | PA      | $712291.07    | 0.02%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM8694                                                         | CUSIP: 3140XCUU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2577259 | PA      | $2215217.54   | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4071                                                         | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1041280 | PA      | $916663.37    | 0.03%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BT0846                                                         | CUSIP: 3140LN5G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    133281 | PA      | $114329.49    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION TL 1L 9.34393% 11/19/2029                         | XEROX CORPORATION TL 1L 9.34393% 11/19/2029 17-Nov-29                             | CUSIP: 98415LAY2<br>LEI: N/A                  | Long             | LON              |  | US        |     70000 | PA      | $64837.50     | 0.00%             | 2029-11-17      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG A45076                                                   | CUSIP: 3128K5T93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1384 | PA      | $1395.61      | 0.00%             | 2035-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2025-1 TALNT 2025-1A A                       | CUSIP: 891950AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2035000 | PA      | $2073872.77   | 0.06%             | 2038-05-25      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                                         | VOLKSWAGEN AUTO LEASE TRUST 2025-B VWALT 2025-B A3                                | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1980000 | PA      | $1982720.92   | 0.06%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                            | BENCHMARK 2022-B33 MORTGAGE TRUST BMARK 2022-B33 A5                               | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $740452.32    | 0.02%             | 2055-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN 527247                                                         | CUSIP: 31384LWG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       633 | PA      | $661.35       | 0.00%             | 2026-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                        | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SERIE AMXCA 2025-5 A                 | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2340000 | PA      | $2389723.36   | 0.07%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 555732                                                       | CUSIP: 36213JLM5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1563 | PA      | $1608.84      | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.750000% 04/30/2027                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  21695000 | PA      | $21725508.59  | 0.62%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                           | DUKE ENERGY PROGRESS LLC 4.100000% 05/15/2042                                     | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    400000 | PA      | $342552.56    | 0.01%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                           | NORTHERN STATES POWER CO/MN 5.050000% 05/15/2035                                  | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    746000 | PA      | $760853.40    | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                      | ENTERPRISE FLEET FINANCING 2024-3 LLC EFF 2024-3 A2                               | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    497403 | PA      | $500051.44    | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                               | ELI LILLY & CO 5.050000% 08/14/2054                                               | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     86000 | PA      | $82040.93     | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                            | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 GMREV 2024-1 A                    | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    275000 | PA      | $282205.80    | 0.01%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS4658                                                         | CUSIP: 3140XLE87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    183390 | PA      | $177960.76    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN 995072                                                         | CUSIP: 31416BMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     32682 | PA      | $33886.89     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA3991                                                        | CUSIP: 3133KKNG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3502181 | PA      | $3004595.22   | 0.09%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                             | BANK OF NEW YORK MELLON CORP/THE MTN 4.942000% 02/11/2031                         | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    983000 | PA      | $1009674.70   | 0.03%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 4.800000% 09/26/2032                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1006208.48   | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0028                                                         | CUSIP: 3140XFA68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     73168 | PA      | $62783.66     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5220 QK                                                    | CUSIP: 3137H77M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    852418 | PA      | $817339.39    | 0.02%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM7019                                                         | CUSIP: 3140JBYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    570539 | PA      | $593678.61    | 0.02%             | 2050-03-01      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AUTODESK, INC.                                                      | AUTODESK INC 5.300000% 06/15/2035                                                 | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    444000 | PA      | $456281.50    | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4937 MD                                                    | CUSIP: 3137FQA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    442667 | PA      | $394777.81    | 0.01%             | 2049-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS7038                                                         | CUSIP: 3140XNZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    361157 | PA      | $383138.30    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4991 QV                                                    | CUSIP: 3137FUVK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    266815 | PA      | $228088.56    | 0.01%             | 2045-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA6810                                                      | CUSIP: 36179VR77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1373416 | PA      | $1216379.59   | 0.03%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-24 BC                           | CUSIP: 38382NPQ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    439689 | PA      | $346417.10    | 0.01%             | 2051-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV5373                                                         | CUSIP: 3140MJ6K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     77307 | PA      | $66120.98     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 587360                                                       | CUSIP: 36201MQM7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3416 | PA      | $3511.47      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BCPE NORTH STAR US HOLDCO  NC                                       | BCPE NORTH STAR US HOLDCO  NC 12-Jun-28                                           | CUSIP: 05552DAD4<br>LEI: N/A                  | Long             | LON              |  | US        |    153260 | PA      | $153005.20    | 0.00%             | 2028-06-12      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4512                                                      | CUSIP: 36179TAM7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    655298 | PA      | $650284.58    | 0.02%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                        | MASSMUTUAL GLOBAL FUNDING II MTN 4.950000% 01/10/2030                             | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1470434.50   | 0.04%             | 2030-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LIMITED                                            | HEATHROW FUNDING LTD MTN 3.875000% 01/16/2036                                     | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | NUSS              | GB        |    370000 | PA      | $431239.29    | 0.01%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                              | OCP SA 144A 4.500000% 10/22/2025                                                  | CUSIP: 67091TAC9<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $399696.00    | 0.01%             | 2025-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K120 X1                   | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5376903 | PA      | $223552.82    | 0.01%             | 2030-10-25      | Floating      | 1.12%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                              | SLM STUDENT LOAN TRUST 2008-5 SLMA 2008-5 B                                       | CUSIP: 78444YAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $704881.65    | 0.02%             | 2073-07-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                        | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 5.750000% 04/01/2033           | CUSIP: 46590XAY2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    221000 | PA      | $230796.93    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5202 TA                                                    | CUSIP: 3137H63N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    783237 | PA      | $722200.28    | 0.02%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 840915                                               | CUSIP: 31288QAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    244528 | PA      | $255113.31    | 0.01%             | 2048-11-01      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1543                                                         | CUSIP: 3140XGWD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    703578 | PA      | $610316.41    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2018-1 FA                                                   | CUSIP: 3136B0WX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    128382 | PA      | $126770.68    | 0.00%             | 2048-02-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2011-117 FA                                                 | CUSIP: 3136A14A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    333739 | PA      | $330648.04    | 0.01%             | 2041-11-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA1221                                                         | CUSIP: 31418ALB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8398 | PA      | $8356.24      | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                       | COLLEGE AVENUE STUDENT LOANS LLC CASL 2017-A A1                                   | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    174110 | PA      | $175475.24    | 0.00%             | 2046-11-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                             | MF1 2021-FL7 LTD MF1 2021-FL7 A                                                   | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    170879 | PA      | $170801.64    | 0.00%             | 2036-10-16      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 0.750000% 08/31/2026                                              | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1825000 | PA      | $1776138.47   | 0.05%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AB3685                                                         | CUSIP: 31417ACX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    901699 | PA      | $877166.74    | 0.02%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLM PRIVATE CREDIT STUDENT LOAN TRUST                               | SLM PRIVATE CREDIT STUDENT LOAN TRUST 2005-A SLMA 2005-A A4                       | CUSIP: 78443CBV5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    457627 | PA      | $451297.65    | 0.01%             | 2038-12-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| JGWPT LLC                                                           | JGWPT XXXII LLC HENDR 2014-2A A                                                   | CUSIP: 46618AAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    726580 | PA      | $659779.13    | 0.02%             | 2073-01-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                     | UNITEDHEALTH GROUP INC 5.300000% 06/15/2035                                       | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    420000 | PA      | $434163.51    | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QD8675                                                        | CUSIP: 3133B6T83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    153647 | PA      | $131734.09    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5207 PA                                                    | CUSIP: 3137H6K95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    617327 | PA      | $557347.49    | 0.02%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM7675                                                         | CUSIP: 3140XBQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    282446 | PA      | $242948.49    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G07335                                                   | CUSIP: 3128M9PU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     34038 | PA      | $35854.93     | 0.00%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                         | EQUINOR ASA 5.125000% 06/03/2035                                                  | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    297000 | PA      | $306011.30    | 0.01%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QY3552                                                        | CUSIP: 31426M5N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    742420 | PA      | $762358.26    | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 582415                                                       | CUSIP: 36201GAQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     62317 | PA      | $65334.79     | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                        | BARCLAYS PLC 4.476000% 11/11/2029                                                 | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   1038000 | PA      | $1039833.64   | 0.03%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QB5093                                                        | CUSIP: 3133ABUS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    131365 | PA      | $112890.74    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 841905                                               | CUSIP: 31288RDJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2511635 | PA      | $2535372.18   | 0.07%             | 2055-01-01      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4281 FA                                                    | CUSIP: 3137B6N56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     92864 | PA      | $91993.38     | 0.00%             | 2043-12-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0612                                                         | CUSIP: 3140XFVE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     74843 | PA      | $61470.26     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP MTN 3.194000% 07/23/2030                                     | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154111.59    | 0.00%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR ZS9316                                                        | CUSIP: 3132AAK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    259846 | PA      | $251088.80    | 0.01%             | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                 | CBRE SERVICES INC 5.500000% 06/15/2035                                            | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    453000 | PA      | $466594.77    | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                            | TOYOTA LEASE OWNER TRUST 2025-A TLOT 2025-A A3                                    | CUSIP: 89239NAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    885000 | PA      | $894630.39    | 0.03%             | 2028-02-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                    | PHILIP MORRIS INTERNATIONAL INC 5.000000% 11/17/2025                              | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    544000 | PA      | $544364.41    | 0.02%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES COMPANY                                          | KENTUCKY UTILITIES CO 5.850000% 08/15/2055                                        | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    565000 | PA      | $580525.69    | 0.02%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                            | AMERICAN EXPRESS CO 4.918000% 07/20/2033                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    905000 | PA      | $920754.57    | 0.03%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                | BA CREDIT CARD TRUST BACCT 2025-A1 A                                              | CUSIP: 05522RDK1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2055000 | PA      | $2078515.78   | 0.06%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 841998                                               | CUSIP: 31288RGF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    454701 | PA      | $460787.21    | 0.01%             | 2055-08-01      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| TenneT Netherlands B.V.                                             | TENNET NETHERLANDS BV MTN 4.750000% 10/28/2042                                    | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | NUSS              | NL        |    340000 | PA      | $440275.86    | 0.01%             | 2042-10-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                               | LAS VEGAS SANDS CORP 6.000000% 06/14/2030                                         | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1181923.83   | 0.03%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP 1.658000% 03/11/2027                                         | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2841751.86   | 0.08%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                         | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR  | CUSIP: 64971XU97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $97447.21     | 0.00%             | 2051-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 5.299000% 07/24/2029                                          | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2070964.10   | 0.06%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG C01241                                                   | CUSIP: 31292HLW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1847 | PA      | $1870.25      | 0.00%             | 2031-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                          | DUKE ENERGY CAROLINAS LLC 3.550000% 03/15/2052                                    | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    310000 | PA      | $228201.02    | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2017-26 FA                                                  | CUSIP: 3136AWBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    657500 | PA      | $651749.82    | 0.02%             | 2047-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2019-25 PA                                                  | CUSIP: 3136B4B64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    582336 | PA      | $546225.68    | 0.02%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                         | NATIONWIDE BUILDING SOCIETY MTN 4.351000% 09/30/2030                              | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    970000 | PA      | $966362.22    | 0.03%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: USD/EUR SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $32334.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                        | FORD CREDIT AUTO OWNER TRUST 2022-D FORDO 2022-D A4                               | CUSIP: 345295AE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    307000 | PA      | $310334.45    | 0.01%             | 2028-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST                                      | CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-FRE1 CARR 2006-FRE1 A4                 | CUSIP: 144538AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2526074 | PA      | $2319075.12   | 0.07%             | 2036-04-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                     | STATE OF ISRAEL 5.375000% 02/19/2030                                              | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    365000 | PA      | $376486.20    | 0.01%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                               | AMERICAN ELECTRIC POWER CO INC 5.800000% 03/15/2056                               | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498248.00    | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                           | OBX 2024-NQM10 TRUST OBX 2024-NQM10 A3                                            | CUSIP: 67119MAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    325958 | PA      | $329615.21    | 0.01%             | 2064-05-25      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO 4.892000% 09/15/2036                                             | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    594000 | PA      | $592812.74    | 0.02%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4733                                                         | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6971482 | PA      | $6794134.80   | 0.19%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS5708                                                         | CUSIP: 3140XMKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     76125 | PA      | $76345.94     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4941 GA                                                    | CUSIP: 3137FQS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    253231 | PA      | $214181.02    | 0.01%             | 2047-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG A24156                                                   | CUSIP: 31297BTM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     13382 | PA      | $13922.82     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                          | AMERICAN TOWER CORP 1.875000% 10/15/2030                                          | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    290000 | PA      | $256473.42    | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                              | TIME WARNER CABLE LLC 5.875000% 11/15/2040                                        | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $3135263.11   | 0.09%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY 5.320000% 07/19/2035                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1011211.64   | 0.03%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                           | SUNOCO LP 144A 7.875000% MATURITY: PERPETUAL                                      | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    805000 | PA      | $817646.55    | 0.02%             | 2174-03-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1015                                                         | CUSIP: 3140XGDV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    781554 | PA      | $639208.05    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K094 X1                   | CUSIP: 3137FMU26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1942540 | PA      | $53837.68     | 0.00%             | 2029-06-25      | Floating      | 1.01%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                     | AVOLON HOLDINGS FUNDING LTD 144A 5.375000% 05/30/2030                             | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   1570000 | PA      | $1610482.94   | 0.05%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 787354                                                      | CUSIP: 3622ADBX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1787281 | PA      | $1550538.10   | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 569552                                                       | CUSIP: 36200QWM2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       958 | PA      | $985.60       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G67708                                                   | CUSIP: 3132XCR56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1194775 | PA      | $1116442.81   | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BD2455                                                         | CUSIP: 3140F9WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    589510 | PA      | $532926.18    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BC1509                                                         | CUSIP: 3140EVVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     26941 | PA      | $24363.61     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA6157                                                      | CUSIP: 36179UZW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     87315 | PA      | $88503.78     | 0.00%             | 2049-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 787142                                                      | CUSIP: 3622ACZF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1043861 | PA      | $927076.61    | 0.03%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD4365                                                        | CUSIP: 3132E0Z62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    260089 | PA      | $264160.29    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                       | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1B1                     | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    460000 | PA      | $471067.60    | 0.01%             | 2041-12-25      | Floating      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM5904                                                         | CUSIP: 3140X9R23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     46409 | PA      | $39824.28     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Panda Stonewall/Potomac Energy 3/25 TL                              | Panda Stonewall/Potomac Energy 3/25 TL 8/5/2032                                   | CUSIP: 73767TAB2<br>LEI: N/A                  | Long             | LON              |  | US        |     72536 | PA      | $72762.90     | 0.00%             | 2032-08-05      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                      | OPAL BIDCO SAS 28-Apr-32                                                          | CUSIP: F7000QAB7<br>LEI: N/A                  | Long             | LON              |  | US        |    111788 | PA      | $112011.91    | 0.00%             | 2032-04-28      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 564494                                                       | CUSIP: 36213UC73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1899 | PA      | $1935.32      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                              | BEAR STEARNS ARM TRUST 2003-7 BSARM 2003-7 9A                                     | CUSIP: 07384MYZ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    148532 | PA      | $135281.00    | 0.00%             | 2033-10-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TRIP.COM/TRIPADVISOR 7/24 TLB                                       | TRIP.COM/TRIPADVISOR 7/24 TLB 7/1/2031                                            | CUSIP: 89677NAE4<br>LEI: N/A                  | Long             | LON              |  | US        |    110678 | PA      | $108002.77    | 0.00%             | 2031-07-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL LLC                                                      | FLEXENTIAL ISSUER 2021-1 FLX 2021-1A A2                                           | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1164816.24   | 0.03%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2012-12 FA                                                  | CUSIP: 3136A32U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    152374 | PA      | $151151.31    | 0.00%             | 2042-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                 | RCKT MORTGAGE TRUST 2022-2 RCKT 2022-2 A2                                         | CUSIP: 74938WAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    503449 | PA      | $417272.83    | 0.01%             | 2052-02-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                           | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2 SFAST 2025-2A A4                 | CUSIP: 78398HAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    632000 | PA      | $641969.61    | 0.02%             | 2031-05-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| FWDP 5Y RTP 4.22 03/31/26                                           | FWDP 5Y RTP 4.22 03/31/26 EXPIRATION: 03/31/26                                    | CUSIP: SWP641FJ9<br>LEI: N/A                  | N/A              | DIR              |  | US        |  22688000 | NC      | $21707.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4611 BF                                                    | CUSIP: 3137BRC60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2184885 | PA      | $2160485.75   | 0.06%             | 2041-06-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                     | BP CAPITAL MARKETS AMERICA INC 4.812000% 02/13/2033                               | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1456936.63   | 0.04%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4019                                                         | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     25067 | PA      | $21355.90     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-189 PT                          | CUSIP: 38383LDU1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    728010 | PA      | $610894.37    | 0.02%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD0745                                                        | CUSIP: 3132DMZJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    291802 | PA      | $239261.34    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD4518                                                        | CUSIP: 3132DSAT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3622545 | PA      | $3315750.64   | 0.09%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                   | CSC HOLDINGS LLC 144A 11.750000% 01/31/2029                                       | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1639841.00   | 0.05%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                 | KINDER MORGAN ENERGY PARTNERS LP 5.500000% 03/01/2044                             | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    365000 | PA      | $352344.57    | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                             | BPCE SA 144A 5.389000% 05/28/2031                                                 | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |    391000 | PA      | $401144.23    | 0.01%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BT9402                                                         | CUSIP: 3140LYNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    319683 | PA      | $277865.38    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                              | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 10.000000% 11/15/2029          | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1652266.95   | 0.05%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA7192                                                      | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4362513 | PA      | $3612083.36   | 0.10%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR ZS4755                                                        | CUSIP: 3132A5H81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    383425 | PA      | $356281.47    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                       | ALPHABET INC 5.250000% 05/15/2055                                                 | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    492000 | PA      | $493072.27    | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                    | PACIFIC GAS AND ELECTRIC CO 3.500000% 08/01/2050                                  | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $119386.04    | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 782212                                                       | CUSIP: 36241KN53<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10244 | PA      | $10721.70     | 0.00%             | 2037-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4570                                                         | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    149848 | PA      | $129415.17    | 0.00%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2017-9 BF                                                   | CUSIP: 3136AVWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    309613 | PA      | $306905.42    | 0.01%             | 2047-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                 | COMM 2014-CR14 MORTGAGE TRUST COMM 2014-CR14 B                                    | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    289711 | PA      | $281020.06    | 0.01%             | 2047-02-10      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SECURITIZATION, LLC                             | VIRGINIA POWER FUEL SECURITIZATION LLC 5.088000% 05/01/2027                       | CUSIP: 92808VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    768941 | PA      | $773036.55    | 0.02%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                       | GOLDMAN SACHS GROUP INC/THE 5.218000% 04/23/2031                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1830367.05   | 0.05%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY MTN 2.511000% 10/20/2032                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    850000 | PA      | $758333.95    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K128 X1                   | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8969966 | PA      | $203776.10    | 0.01%             | 2031-03-25      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QA9353                                                        | CUSIP: 3133A4MA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    300414 | PA      | $286546.42    | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                            | COLT 2021-2 MORTGAGE LOAN TRUST COLT 2021-2 A1                                    | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    495699 | PA      | $420204.04    | 0.01%             | 2066-08-25      | Floating      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB0100                                                         | CUSIP: 3140QKDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    399026 | PA      | $359407.45    | 0.01%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BW1448                                                         | CUSIP: 3140MSTE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    280437 | PA      | $279805.06    | 0.01%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                                      | INDIANA MICHIGAN POWER CO 4.550000% 03/15/2046                                    | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $284281.73    | 0.01%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 598597                                                       | CUSIP: 36200D7J6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     16651 | PA      | $17316.78     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA8348                                                      | CUSIP: 36179XHZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    457189 | PA      | $457494.24    | 0.01%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)                                      | CUSIP: 01F0526A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1945000 | PA      | $1961022.85   | 0.06%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-118 IO                          | CUSIP: 38380P2F0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3543711 | PA      | $221902.56    | 0.01%             | 2062-06-16      | Floating      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 4802                                                        | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     31681 | PA      | $32500.86     | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                            | DIAMONDBACK ENERGY INC 5.200000% 04/18/2027                                       | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263732.19    | 0.01%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-48 MA                                                  | CUSIP: 3136ATLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    811381 | PA      | $759766.60    | 0.02%             | 2038-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG A70089                                                   | CUSIP: 3128L3C20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     28665 | PA      | $30243.00     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 627991                                                       | CUSIP: 36291GUQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7560 | PA      | $7824.23      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2013-9 CB                                                   | CUSIP: 3136ABQH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    664098 | PA      | $685612.71    | 0.02%             | 2042-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA5530                                                      | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    336495 | PA      | $341510.80    | 0.01%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | TREASURY BILL 0.000000% 10/23/2025                                                | CUSIP: 912797QG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49876937.50  | 1.41%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 NRZT 2021-NQM3 A3                   | CUSIP: 64831TAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    243510 | PA      | $217150.19    | 0.01%             | 2056-11-27      | Floating      | 1.52%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AT7167                                                         | CUSIP: 3138WU6D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     46980 | PA      | $44289.61     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA3384                                                         | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    192270 | PA      | $184742.06    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0534                                                         | CUSIP: 3140XFSY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     73770 | PA      | $63233.32     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                          | AMERICAN TOWER CORP 4.900000% 03/15/2030                                          | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254935.21    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FA1456                                                         | CUSIP: 3140W1TN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    400149 | PA      | $411910.19    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA2833                                                         | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    135188 | PA      | $122170.50    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP 5.511000% 01/24/2036                                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    280000 | PA      | $292687.56    | 0.01%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                          | EURO-BUXL 30Y BND DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -8 | NC      | $-1076116.86  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CONSUMERS SECURITIZATION FUNDING LLC                                | CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028                    | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348946 | PA      | $353399.55    | 0.01%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                             | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 1.832000% 10/15/2027                  | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123679.33    | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA9227                                                         | CUSIP: 3140QHHD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    979476 | PA      | $840099.73    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QC4690                                                        | CUSIP: 3133APF79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    146935 | PA      | $126159.91    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                        | BX COMMERCIAL MORTGAGE TRUST 2024-BIO2 BX 2024-BIO2 D                             | CUSIP: 05613GAG7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    560000 | PA      | $557221.28    | 0.02%             | 2041-08-13      | Floating      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA5466                                                      | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     15795 | PA      | $15111.02     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4993 KF                                                    | CUSIP: 3137FU6C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2065406 | PA      | $1997925.68   | 0.06%             | 2050-07-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SC0206                                                        | CUSIP: 3132D9GP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    480968 | PA      | $416882.77    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FA1921                                                         | CUSIP: 3140W2D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1416233 | PA      | $1215995.95   | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BT3303                                                         | CUSIP: 3140LRU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     64745 | PA      | $55689.44     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                   | GLP CAPITAL LP / GLP FINANCING II INC 4.000000% 01/15/2031                        | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47855.90     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      1826 | NS      | $1825.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM8576                                                         | CUSIP: 3140XCQ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    208232 | PA      | $188167.81    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                              | EXTRA SPACE STORAGE LP 3.900000% 04/01/2029                                       | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    226000 | PA      | $222810.41    | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BF0569                                                         | CUSIP: 3140FXT36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    458725 | PA      | $417550.94    | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 BI3168                                                      | CUSIP: 3617HCQV8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12625 | PA      | $12683.72     | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG Q63613                                                   | CUSIP: 3132VQAP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    103196 | PA      | $101401.09    | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                         | TRUIST BANK 4.420000% 07/24/2028                                                  | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1380866.66   | 0.04%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM6460                                                         | CUSIP: 3140XAFA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    187342 | PA      | $161047.86    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                    | DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028                   | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | NUSS              | US        |   1126000 | PA      | $1132331.50   | 0.03%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-169 IO                          | CUSIP: 38381DY87<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2815187 | PA      | $230292.14    | 0.01%             | 2061-06-16      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AB9953                                                         | CUSIP: 31417HBX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    961326 | PA      | $907430.61    | 0.03%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV8464                                                         | CUSIP: 3140MNMN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1879357 | PA      | $1654136.35   | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC.                                             | ATHENAHEALTH GROUP INC. 2/15/2029                                                 | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              |  | US        |    185615 | PA      | $185150.56    | 0.01%             | 2029-02-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4587 AF                                                    | CUSIP: 3137BPXH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    297162 | PA      | $295013.62    | 0.01%             | 2046-06-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2021-95 CP                                                  | CUSIP: 3136BKUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    211311 | PA      | $181522.28    | 0.01%             | 2051-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RB5161                                                        | CUSIP: 3133KYWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    352042 | PA      | $313621.79    | 0.01%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC                                     | CONSOLIDATED COMMUNICATIONS LLC/FIDIUM FIBER FINAN CNSL 2025-1A A2                | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1025000 | PA      | $1050447.47   | 0.03%             | 2055-05-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 784680                                                      | CUSIP: 3622AACR3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     58738 | PA      | $53141.09     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                       | GOLDMAN SACHS GROUP INC/THE 2.615000% 04/22/2032                                  | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    195000 | PA      | $176907.75    | 0.01%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BW1302                                                         | CUSIP: 3140MSNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    533072 | PA      | $533278.29    | 0.02%             | 2052-11-01      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                          | PACIFICORP 2.900000% 06/15/2052                                                   | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $811068.71    | 0.02%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                              | UNION ELECTRIC CO 5.200000% 04/01/2034                                            | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1056020.36   | 0.03%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS4606                                                         | CUSIP: 3140XLDL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    449831 | PA      | $401992.67    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1557                                                         | CUSIP: 3140XGWT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1928274 | PA      | $1797212.79   | 0.05%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-92 AH                           | CUSIP: 38381H8H7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2075388 | PA      | $1561800.08   | 0.04%             | 2064-06-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                 | ONCOR ELECTRIC DELIVERY CO LLC 144A 5.350000% 04/01/2035                          | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    426000 | PA      | $440610.85    | 0.01%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB0985                                                         | CUSIP: 3140QLCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    996291 | PA      | $855949.68    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08722                                                   | CUSIP: 3128MJYU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    428834 | PA      | $402974.11    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1237                                                         | CUSIP: 3140XGLT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1331373 | PA      | $1236980.21   | 0.04%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES               | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR13 A1A3            | CUSIP: 92922F4P0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    102749 | PA      | $103526.77    | 0.00%             | 2045-10-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                             | DRYDEN XXVI SENIOR LOAN FUND DRSLF 2013-26A AR                                    | CUSIP: 26250UAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    265497 | PA      | $265463.01    | 0.01%             | 2029-04-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-188 PA                          | CUSIP: 38383CRU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1373039 | PA      | $1135061.12   | 0.03%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD0573                                                        | CUSIP: 3132DMT62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    116208 | PA      | $96022.63     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AT9627                                                         | CUSIP: 3138WXVV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     32698 | PA      | $31645.48     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AL5151                                                         | CUSIP: 3138EMWM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    538923 | PA      | $537097.91    | 0.02%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 557521                                                       | CUSIP: 36213LLA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4370 | PA      | $4508.59      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                                  | BALTIMORE GAS AND ELECTRIC CO 5.450000% 06/01/2035                                | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    596000 | PA      | $619081.89    | 0.02%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US ULTRA BOND CBT DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       151 | NC      | $18129437.50  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                                           | AT&T INC 4.900000% 11/01/2035                                                     | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1473406.17   | 0.04%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                 | PECO ENERGY CO 4.150000% 10/01/2044                                               | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    900000 | PA      | $762511.42    | 0.02%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD1661                                                        | CUSIP: 3132DNZ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1909634 | PA      | $1652663.67   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 785862                                                      | CUSIP: 3622ABMK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1408656 | PA      | $1254557.75   | 0.04%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2019-13 PE                                                  | CUSIP: 3136B4GU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    226214 | PA      | $207907.17    | 0.01%             | 2049-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                       | GOLDMAN SACHS GROUP INC/THE 5.207000% 01/28/2031                                  | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1419389.07   | 0.04%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                | SIEMENS FUNDING BV 144A 4.350000% 05/26/2028                                      | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | DE        |   1122000 | PA      | $1133094.73   | 0.03%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                             | CANADIAN IMPERIAL BANK OF COMMERCE 4.243000% 09/08/2028                           | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |   1043000 | PA      | $1044780.99   | 0.03%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                | SIEMENS FUNDING BV 144A 4.900000% 05/28/2032                                      | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | DE        |    903000 | PA      | $926218.86    | 0.03%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO 4.078000% 09/15/2029                                             | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    959000 | PA      | $956008.80    | 0.03%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2021-78 ND                                                  | CUSIP: 3136BJVY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    788442 | PA      | $647295.82    | 0.02%             | 2051-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4240 FA                                                    | CUSIP: 3137B3V70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    669444 | PA      | $659063.12    | 0.02%             | 2043-08-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                              | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER CSFB 2003-AR24 2A4             | CUSIP: 22541QUN0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    146160 | PA      | $143778.13    | 0.00%             | 2033-10-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG Q56092                                                   | CUSIP: 3132XYXW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    605340 | PA      | $598551.37    | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                  | EVERGY METRO INC 5.300000% 10/01/2041                                             | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99041.40     | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                                 | HUNTINGTON INGALLS INDUSTRIES INC 5.749000% 01/15/2035                            | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    920000 | PA      | $965077.77    | 0.03%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2017-35 MC                                                  | CUSIP: 3136AWNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    196500 | PA      | $190867.90    | 0.01%             | 2044-12-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: EUR/USD SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |         1 | NC      | $1015.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN DC5117                                                         | CUSIP: 3140ASVK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    564601 | PA      | $578470.04    | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4382                                                      | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2040686 | PA      | $1878892.03   | 0.05%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV4185                                                         | CUSIP: 3140MHUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    266701 | PA      | $228269.35    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                           | BAT CAPITAL CORP 6.250000% 08/15/2055                                             | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $543725.60    | 0.02%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA4142                                                        | CUSIP: 3133KKS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     60485 | PA      | $52073.78     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                 | NELNET STUDENT LOAN TRUST 2021-A NSLT 2021-A APT1                                 | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1006446 | PA      | $950025.87    | 0.03%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                            | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 GMREV 2024-1 A                    | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $1436684.06   | 0.04%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2010-107 FB                                                 | CUSIP: 31398NKP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    160965 | PA      | $159510.78    | 0.00%             | 2040-09-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                    | COMISION FEDERAL DE ELECTRICIDAD 144A 3.875000% 07/26/2033                        | CUSIP: 200447AK6<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    270000 | PA      | $238552.18    | 0.01%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                        | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2025-2 A                       | CUSIP: 02582JKP4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2870000 | PA      | $2897417.11   | 0.08%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 2277 B                                                     | CUSIP: 3133TQU47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     12305 | PA      | $13130.54     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FARMERS INSURANCE EXCHANGE                                          | FARMERS INSURANCE EXCHANGE 144A 7.000000% 10/15/2064                              | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    720000 | PA      | $747360.10    | 0.02%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 594173                                                       | CUSIP: 36201VCJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       418 | PA      | $424.30       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TACALA TL 1/31/2031                                                 | TACALA TL 1/31/2031 1/31/2031                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    222630 | PA      | $223378.36    | 0.01%             | 2031-01-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS3672                                                         | CUSIP: 3140XKCJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     81865 | PA      | $83263.40     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 757374                                                       | CUSIP: 36230SFP4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    110507 | PA      | $99445.24     | 0.00%             | 2046-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                       | COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A A2                               | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    122928 | PA      | $121144.51    | 0.00%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA1253                                                         | CUSIP: 31418AMB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    148253 | PA      | $144371.26    | 0.00%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SB0810                                                        | CUSIP: 3132CW3T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    540389 | PA      | $511182.71    | 0.01%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                      | TEXAS INSTRUMENTS INC 5.000000% 03/14/2053                                        | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    214000 | PA      | $201365.13    | 0.01%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 575819                                                       | CUSIP: 36200XVL0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       736 | PA      | $754.31       | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 5.375000% 09/27/2054                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    980000 | PA      | $900248.72    | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                        | MASSMUTUAL GLOBAL FUNDING II MTN 5.050000% 08/26/2035                             | CUSIP: 57629TBZ9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    988000 | PA      | $999302.01    | 0.03%             | 2035-08-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM4 NRZT 2022-NQM4 A1                   | CUSIP: 64831UAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1442206 | PA      | $1436948.44   | 0.04%             | 2062-06-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-99 JW                           | CUSIP: 38383R7N1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    200000 | PA      | $168242.02    | 0.00%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                      | TRANSDIGM INC 144A 7.125000% 12/01/2031                                           | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    330000 | PA      | $344219.60    | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                                         | ALLIANT ENERGY FINANCE LLC 144A 3.600000% 03/01/2032                              | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277492.31    | 0.01%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS, INC.                                             | DUPONT DE NEMOURS INC 4.493000% 11/15/2025                                        | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    830000 | PA      | $829699.65    | 0.02%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                  | PUBLIC SERVICE CO OF COLORADO 5.250000% 04/01/2053                                | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1032092.63   | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                   | INTEL CORP 3.050000% 08/12/2051                                                   | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    753000 | PA      | $477764.03    | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTERPRISES LLC                                   | TIME WARNER CABLE ENTERPRISES LLC 8.375000% 07/15/2033                            | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $316761.09    | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB7681                                                         | CUSIP: 3140QTRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    532847 | PA      | $537331.89    | 0.02%             | 2053-12-01      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                    | VIRGIN MEDIA SECURED FINANCE PLC 144A 5.500000% 05/15/2029                        | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | NUSS              | GB        |    250000 | PA      | $247173.68    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 1.250000% 09/30/2028                                              | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3975000 | PA      | $3707619.16   | 0.11%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 787544                                                      | CUSIP: 3622ADHV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2453426 | PA      | $2257899.64   | 0.06%             | 2053-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4722                                                      | CUSIP: 36179TG74<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    156183 | PA      | $159078.24    | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                            | HCA INC 3.500000% 07/15/2051                                                      | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $1556363.90   | 0.04%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                            | BX TRUST 2021-LBA BX 2021-LBA AV                                                  | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    355864 | PA      | $355641.98    | 0.01%             | 2036-02-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 603341                                                       | CUSIP: 36200KHS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11017 | PA      | $11301.68     | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VONTIER CORPORATION                                                 | VONTIER CORP 1.800000% 04/01/2026                                                 | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    495000 | PA      | $488162.19    | 0.01%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                 | PECO ENERGY CO 2.850000% 09/15/2051                                               | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    413000 | PA      | $265422.73    | 0.01%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                               | ATHENE GLOBAL FUNDING 144A 3.205000% 03/08/2027                                   | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    635000 | PA      | $622891.22    | 0.02%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                               | ELI LILLY & CO 5.100000% 02/12/2035                                               | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    379000 | PA      | $392064.86    | 0.01%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC.                                                     | SABRE GLBL INC. 11/15/2029                                                        | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              |  | US        |     85972 | PA      | $80814.12     | 0.00%             | 2029-11-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-75 FE                                                  | CUSIP: 3136AT4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    253751 | PA      | $251705.62    | 0.01%             | 2046-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781829                                                       | CUSIP: 36241KA65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2504 | PA      | $2598.39      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SL0620                                                        | CUSIP: 31427MVN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4298173 | PA      | $4372393.29   | 0.12%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                          | APPLE INC 2.650000% 02/08/2051                                                    | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    157000 | PA      | $100165.57    | 0.00%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 2.000000% 08/15/2051                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15470000 | PA      | $9063244.61   | 0.26%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                     | MVW 2021-1W LLC MVWOT 2021-1WA B                                                  | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     86400 | PA      | $83204.96     | 0.00%             | 2041-01-22      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 630007                                                       | CUSIP: 36291J3Q1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5498 | PA      | $5595.85      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2011-117 AF                                                 | CUSIP: 3136A14M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    143858 | PA      | $142474.74    | 0.00%             | 2041-11-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                      | CHARLES SCHWAB CORP/THE 5.643000% 05/19/2029                                      | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415397.60    | 0.01%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G05716                                                   | CUSIP: 3128M7VH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    279243 | PA      | $281112.83    | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD3016                                                        | CUSIP: 3132DQK54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4758260 | PA      | $4216779.52   | 0.12%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                               | KEURIG DR PEPPER INC 5.300000% 03/15/2034                                         | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1370090.97   | 0.04%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORTGAGE ASSET SECURITIZATION TRANSACTIONS, INC.                    | MASTR ASSET BACKED SECURITIES TRUST 2007-HE1 MABS 2007-HE1 A4                     | CUSIP: 576457AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5500000 | PA      | $4692056.60   | 0.13%             | 2037-05-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA7186                                                        | CUSIP: 3133KN6X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    298496 | PA      | $284251.08    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4818 CA                                                    | CUSIP: 3137FGVJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    334761 | PA      | $302164.92    | 0.01%             | 2048-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS4448                                                         | CUSIP: 3140XK5J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     76285 | PA      | $74014.85     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM7089                                                         | CUSIP: 3140XA2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    430269 | PA      | $368818.35    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONE BRYANT PARK TRUST                                               | ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A                                     | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1570000 | PA      | $1445946.92   | 0.04%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                  | PUBLIC SERVICE CO OF OKLAHOMA 5.200000% 01/15/2035                                | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1160148.40   | 0.03%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1681                                                         | CUSIP: 3140XG2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1954494 | PA      | $1614143.96   | 0.05%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4940 AG                                                    | CUSIP: 3137FQLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    264219 | PA      | $251727.76    | 0.01%             | 2040-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS5647                                                         | CUSIP: 3140XMHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    251545 | PA      | $256907.97    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 2.625000% 07/31/2029                                              | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  12455000 | PA      | $11986964.52  | 0.34%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2022-89 AY                                                  | CUSIP: 3136BPQG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    604000 | PA      | $529012.86    | 0.01%             | 2048-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                             | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 3.268000% 11/15/2040                  | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    535000 | PA      | $407608.50    | 0.01%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K110 X1                   | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1769223 | PA      | $106421.06    | 0.00%             | 2030-04-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G67706                                                   | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1079789 | PA      | $1012016.25   | 0.03%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                          | EQUINIX EUROPE 2 FINANCING CORP LLC 3.625000% 11/22/2034                          | CUSIP: 29390XAD6<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | NUSS              | US        |    705000 | PA      | $813548.81    | 0.02%             | 2034-11-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD6300                                                        | CUSIP: 3132DT7M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    571933 | PA      | $596951.35    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                               | ELEVANCE HEALTH INC 5.000000% 01/15/2036                                          | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2447064.98   | 0.07%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2021-65 JA                                                  | CUSIP: 3136BG4M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    244507 | PA      | $220250.71    | 0.01%             | 2046-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS3752                                                         | CUSIP: 3140XKE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    583498 | PA      | $534890.48    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BC2817                                                         | CUSIP: 3140EXDX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     74440 | PA      | $67287.79     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5224 HL                                                    | CUSIP: 3137H7G72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2100000 | PA      | $1951288.08   | 0.06%             | 2052-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                               | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 GMALT 2025-1 A3                      | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1130000 | PA      | $1140134.63   | 0.03%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2012-28 B                                                   | CUSIP: 3136A35F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1265 | PA      | $1298.02      | 0.00%             | 2039-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST              | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2019-OSB A               | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1416999.90   | 0.04%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.750000% 05/15/2055                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5095000 | PA      | $5110921.88   | 0.14%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: USD/EUR SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $1504.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08732                                                   | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    815851 | PA      | $738189.75    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL UNLIMITED COMPANY                                     | EATON CAPITAL ULC 4.450000% 05/09/2030                                            | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | NUSS              | US        |    460000 | PA      | $464768.50    | 0.01%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                           | DLLAD 2025-1 LLC DLLAD 2025-1A A2                                                 | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    420000 | PA      | $422195.59    | 0.01%             | 2028-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                     | NELNET STUDENT LOAN TRUST 2005-2 NSLT 2005-2 A5                                   | CUSIP: 64031QBX8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    707374 | PA      | $702242.11    | 0.02%             | 2037-03-23      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4880 DA                                                    | CUSIP: 3137FLTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    493856 | PA      | $458952.92    | 0.01%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5201 CA                                                    | CUSIP: 3137H64V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    567777 | PA      | $522040.04    | 0.01%             | 2048-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD2792                                                        | CUSIP: 3132DQC53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    145535 | PA      | $145377.99    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 626500                                                       | CUSIP: 36291E7M7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     15640 | PA      | $16304.49     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                     | AVOLON HOLDINGS FUNDING LTD 144A 6.375000% 05/04/2028                             | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    680000 | PA      | $709320.45    | 0.02%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 2.250000% 08/15/2046                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11685000 | PA      | $7796085.94   | 0.22%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                  | BOEING CO/THE 6.388000% 05/01/2031                                                | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1116342.77   | 0.03%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP 1.734000% 07/22/2027                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1552365.27   | 0.04%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                           | DELL INTERNATIONAL LLC / EMC CORP 4.500000% 02/15/2031                            | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2284706.14   | 0.06%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                             | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B HALST 2025-B A3                    | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    885000 | PA      | $892855.79    | 0.03%             | 2028-04-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                | DTE ELECTRIC CO 2.950000% 03/01/2050                                              | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $269633.93    | 0.01%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QC4824                                                        | CUSIP: 3133APLD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     67269 | PA      | $57860.74     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SC0345                                                        | CUSIP: 3132D9L28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    161974 | PA      | $139887.65    | 0.00%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                        | GS MORTGAGE SECURITIES TRUST 2014-GC26 GSMS 2014-GC26 B                           | CUSIP: 36250HAK9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    635884 | PA      | $605705.37    | 0.02%             | 2047-11-10      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD0035                                                        | CUSIP: 3132DMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    824927 | PA      | $747237.91    | 0.02%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB4613                                                         | CUSIP: 3140QQDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       816 | PA      | $794.46       | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD7548                                                        | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    397919 | PA      | $342501.12    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781923                                                       | CUSIP: 36241KD47<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6819 | PA      | $7058.33      | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                            | CONSUMERS ENERGY CO 4.500000% 01/15/2031                                          | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    895000 | PA      | $904144.81    | 0.03%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 623389                                                       | CUSIP: 36291BRJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5399 | PA      | $5464.66      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-24 AH                           | CUSIP: 38383FX73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    285361 | PA      | $246316.62    | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 MBART 2022-1 A4                       | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    711000 | PA      | $719711.53    | 0.02%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AN6164                                                         | CUSIP: 3138LJZ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    526101 | PA      | $515985.93    | 0.01%             | 2027-07-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4604 FB                                                    | CUSIP: 3137BRN76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    573807 | PA      | $568185.75    | 0.02%             | 2046-08-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 4.800000% 09/26/2032                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    730000 | PA      | $730877.80    | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                            | UNITED MEXICAN STATES 7.375000% 05/13/2055                                        | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1925000 | PA      | $2112706.75   | 0.06%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                     | SANTANDER UK GROUP HOLDINGS PLC 1.673000% 06/14/2027                              | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |    120000 | PA      | $117764.47    | 0.00%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                               | ELI LILLY & CO 5.500000% 02/12/2055                                               | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    439000 | PA      | $448406.62    | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 622418                                                       | CUSIP: 36291APB9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       174 | PA      | $175.65       | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP, INC.                                     | SINCLAIR TELEVISION GROUP INC 144A 8.125000% 02/15/2033                           | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46182.15     | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 626518                                                       | CUSIP: 36291FAT5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1494 | PA      | $1522.28      | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS8932                                                         | CUSIP: 3140XQ4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    857871 | PA      | $735342.44    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUGREEN LIMITED PARTNERSHIP                                        | TRUGREEN LIMITED PARTNERSHIP 11/2/2027                                            | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              |  | US        |    179705 | PA      | $176186.31    | 0.00%             | 2027-11-02      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-163 NC                          | CUSIP: 38377RKA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    373106 | PA      | $369258.00    | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5117000 | PA      | $3593493.18   | 0.10%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                     | TOYOTA MOTOR CREDIT CORP 5.100000% 03/21/2031                                     | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1234379.32   | 0.03%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QC7411                                                        | CUSIP: 3133ASGU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     76149 | PA      | $65286.65     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA9060                                                        | CUSIP: 3133KRB52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1243125 | PA      | $1267634.99   | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 564700                                                       | CUSIP: 36213UKM1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4134 | PA      | $4258.14      | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR ZT2436                                                        | CUSIP: 3132AEV52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    121214 | PA      | $111572.56    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                | JERSEY CENTRAL POWER & LIGHT CO 5.100000% 01/15/2035                              | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    412000 | PA      | $417552.37    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                | META PLATFORMS INC 5.400000% 08/15/2054                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1803066.33   | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5396 HF                                                    | CUSIP: 3137HC4W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1059492 | PA      | $1063441.62   | 0.03%             | 2054-04-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA6598                                                      | CUSIP: 36179VKK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    284094 | PA      | $245147.23    | 0.01%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD4301                                                        | CUSIP: 3132E0X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1099230 | PA      | $1148454.34   | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.875000% 08/15/2045                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22200000 | PA      | $22696031.25  | 0.64%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4709 FA                                                    | CUSIP: 3137FAN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    229556 | PA      | $226344.55    | 0.01%             | 2047-08-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 604841                                                       | CUSIP: 36200M5A7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5064 | PA      | $5109.24      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY MTN 5.250000% 04/21/2034                                           | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1660270.25   | 0.05%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                          | EURO-SCHATZ FUT   DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -9 | NC      | $-1131318.59  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-24 AH                           | CUSIP: 38383FX73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    719109 | PA      | $620717.86    | 0.02%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD2395                                                        | CUSIP: 3132DPUU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    319865 | PA      | $320597.46    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL III                                        | FARMERS EXCHANGE CAPITAL III 144A 5.454000% 10/15/2054                            | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $926826.02    | 0.03%             | 2054-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                           | OBX 2019-EXP1 TRUST OBX 2019-EXP1 1A3                                             | CUSIP: 67448QAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7436 | PA      | $7368.90      | 0.00%             | 2059-01-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                             | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.750000% 05/19/2033                        | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |   2300000 | PA      | $2323578.80   | 0.07%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                            | AMERICAN EXPRESS CO 4.918000% 07/20/2033                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1027582.45   | 0.03%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                             | BPCE SA 144A 6.027000% 05/28/2036                                                 | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |    497000 | PA      | $523388.11    | 0.01%             | 2036-05-28      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM8025                                                         | CUSIP: 3140XB4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2019848 | PA      | $1740713.64   | 0.05%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP.                                                | FS KKR CAPITAL CORP 6.125000% 01/15/2030                                          | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    983000 | PA      | $978610.46    | 0.03%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                       | BROADCOM INC 4.600000% 07/15/2030                                                 | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1123736.39   | 0.03%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4205 PA                                                    | CUSIP: 3137B26P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    231009 | PA      | $202539.72    | 0.01%             | 2043-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                 | GS MORTGAGE-BACKED SECURITIES TRUST 2018-RPL1 GSMBS 2018-RPL1 A1A                 | CUSIP: 36256BAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1158642 | PA      | $1136650.18   | 0.03%             | 2057-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                  | HONDA AUTO RECEIVABLES 2022-2 OWNER TRUST HAROT 2022-2 A3                         | CUSIP: 43815PAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     33202 | PA      | $33189.82     | 0.00%             | 2026-07-20      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR ZS4613                                                        | CUSIP: 3132A5DS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    550441 | PA      | $500790.89    | 0.01%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB8856                                                         | CUSIP: 3140QUZW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    581349 | PA      | $607393.07    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC STRIPS FHS 356 300                                                    | CUSIP: 3132J0NU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    942934 | PA      | $856303.65    | 0.02%             | 2047-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA5876                                                      | CUSIP: 36179UQ54<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    439828 | PA      | $422558.84    | 0.01%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G67711                                                   | CUSIP: 3132XCR80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1999120 | PA      | $1926188.98   | 0.05%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-167 BQ                          | CUSIP: 38380H3A8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    348220 | PA      | $328943.11    | 0.01%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 841076                                               | CUSIP: 31288QFR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    965038 | PA      | $943217.63    | 0.03%             | 2048-11-01      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                             | CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2025-A2 A                           | CUSIP: 14041NGG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    347000 | PA      | $346292.68    | 0.01%             | 2032-09-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA3736                                                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12864 | PA      | $11970.59     | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 520978                                                       | CUSIP: 36211RXF1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       955 | PA      | $965.53       | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORTH TEX TWY AUTH REV                                              | N TX TOLLWAY AUTH REVENUE NORTH TEXAS TOLLWAY AUTHORITY                           | CUSIP: 66285WFB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $495685.68    | 0.01%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                               | FOUNDRY JV HOLDCO LLC 144A 5.500000% 01/25/2031                                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    204000 | PA      | $211684.81    | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                     | NELNET STUDENT LOAN TRUST 2005-1 NSLT 2005-1 A5                                   | CUSIP: 64031QBR1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    895856 | PA      | $889457.61    | 0.03%             | 2033-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| RAD CLO LTD.                                                        | RAD CLO 22 LTD RAD 2023-22A A1                                                    | CUSIP: 74923VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1580000 | PA      | $1583950.00   | 0.04%             | 2037-01-20      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 785359                                                      | CUSIP: 3622AAZY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    349053 | PA      | $287281.96    | 0.01%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                      | ECOPETROL SA 5.875000% 05/28/2045                                                 | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    976000 | PA      | $746472.13    | 0.02%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K094 XAM                  | CUSIP: 3137FMU42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4850000 | PA      | $189357.58    | 0.01%             | 2029-06-25      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                               | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.700000% 04/01/2051           | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    255000 | PA      | $168225.94    | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 616094                                                       | CUSIP: 36290SNK3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9811 | PA      | $10047.37     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 787356                                                      | CUSIP: 3622ADBZ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2994855 | PA      | $2570507.60   | 0.07%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 3990 FG                                                    | CUSIP: 3137AL3F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    180153 | PA      | $178552.78    | 0.01%             | 2042-01-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS2446                                                         | CUSIP: 3140XHWG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1960194 | PA      | $1869723.65   | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RB5076                                                        | CUSIP: 3133KYT90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1099671 | PA      | $967385.72    | 0.03%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-152 HA                          | CUSIP: 38378UWV5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    428355 | PA      | $398160.61    | 0.01%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RB5077                                                        | CUSIP: 3133KYUA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1623777 | PA      | $1426218.22   | 0.04%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.G. WENTWORTH LLC                                                  | J.G. WENTWORTH XXXIX LLC HENDR 2017-2A B                                          | CUSIP: 46620VAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1229250 | PA      | $1113584.03   | 0.03%             | 2074-09-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                      | CITIGROUP INC 2.561000% 05/01/2032                                                | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    720000 | PA      | $648935.22    | 0.02%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                              | SLM STUDENT LOAN TRUST 2008-4 SLMA 2008-4 B                                       | CUSIP: 78445AAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $700723.22    | 0.02%             | 2073-04-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                      | SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST SOFI 2021-B AFX                       | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    459696 | PA      | $403266.69    | 0.01%             | 2047-02-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QC9154                                                        | CUSIP: 3133AUE38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    226927 | PA      | $202649.22    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                          | AMGEN INC 5.600000% 03/02/2043                                                    | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379969.62    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5119 QF                                                    | CUSIP: 3137H0SS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    614254 | PA      | $578211.84    | 0.02%             | 2051-06-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                             | BMW VEHICLE LEASE TRUST 2025-1 BMWLT 2025-1 A3                                    | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    765000 | PA      | $770845.98    | 0.02%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB2375                                                         | CUSIP: 3140QMT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    884987 | PA      | $757804.19    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                  | PUBLIC SERVICE CO OF COLORADO 5.150000% 09/15/2035                                | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    740000 | PA      | $749469.88    | 0.02%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                       | GOLDMAN SACHS GROUP INC/THE 5.536000% 01/28/2036                                  | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1711904.37   | 0.05%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 1.875000% 02/15/2032                                              | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4085000 | PA      | $3624160.94   | 0.10%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2022-62 KA                                                  | CUSIP: 3136BN2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    274280 | PA      | $258292.15    | 0.01%             | 2052-09-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                                      | MERCEDES-BENZ AUTO LEASE TRUST 2025-A MBALT 2025-A A3                             | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    495000 | PA      | $501902.18    | 0.01%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD4229                                                        | CUSIP: 3132E0VW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2406654 | PA      | $2482875.97   | 0.07%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AT7698                                                         | CUSIP: 3138WVRU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     32845 | PA      | $31916.88     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                            | AMERICAN EXPRESS CO 5.389000% 07/28/2027                                          | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3498582.02   | 0.10%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G NAVSL 2021-GA A                  | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    144180 | PA      | $130310.06    | 0.00%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BX0553                                                         | CUSIP: 3140N4TK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     73263 | PA      | $74211.13     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                         | AVALONBAY COMMUNITIES INC MTN 2.450000% 01/15/2031                                | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    505000 | PA      | $458917.32    | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0240                                                         | CUSIP: 3140XFHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    417940 | PA      | $373653.60    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                     | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.750000% 12/01/2030                | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | NUSS              | IL        |     87000 | PA      | $89602.08     | 0.00%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                          | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A1             | CUSIP: 78413MAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    390000 | PA      | $338577.72    | 0.01%             | 2043-01-05      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5070 DI                                                    | CUSIP: 3137F9WP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1899959 | PA      | $386223.85    | 0.01%             | 2051-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG U99091                                                   | CUSIP: 3132H7C51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     58373 | PA      | $58151.75     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD4709                                                        | CUSIP: 3132DSGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1447856 | PA      | $1476767.31   | 0.04%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV3167                                                         | CUSIP: 3140MGQV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     74228 | PA      | $68859.42     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                       | GOLDMAN SACHS GROUP INC/THE 5.016000% 10/23/2035                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754986.59    | 0.02%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                | GLENCORE FUNDING LLC 144A 6.141000% 04/01/2055                                    | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    353000 | PA      | $369027.75    | 0.01%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS2401                                                         | CUSIP: 3140XHU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    327469 | PA      | $326450.67    | 0.01%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP MTN 2.496000% 02/13/2031                                     | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    695000 | PA      | $643224.92    | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 5.572000% 04/22/2036                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2176561.11   | 0.06%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                 | ONCOR ELECTRIC DELIVERY CO LLC 144A 5.800000% 04/01/2055                          | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    497000 | PA      | $511163.37    | 0.01%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB5108                                                         | CUSIP: 3140QQVA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    786857 | PA      | $799411.26    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                           | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A3                 | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    784875 | PA      | $790073.90    | 0.02%             | 2029-05-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD0849                                                        | CUSIP: 3132DM5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    148994 | PA      | $127804.24    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 2.522000% 04/22/2031                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    528000 | PA      | $489735.91    | 0.01%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA8694                                                        | CUSIP: 3133KQUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    978155 | PA      | $975714.04    | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                              | CVS HEALTH CORP 4.780000% 03/25/2038                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    235000 | PA      | $220250.76    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-179 IO                          | CUSIP: 38381JZQ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7991127 | PA      | $337341.45    | 0.01%             | 2063-09-16      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2020-57 TA                                                  | CUSIP: 3136BBEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    799942 | PA      | $709109.72    | 0.02%             | 2050-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                        | FORD CREDIT AUTO OWNER TRUST 2025-B FORDO 2025-B A4                               | CUSIP: 34532BAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1188000 | PA      | $1186779.33   | 0.03%             | 2031-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 633556                                                       | CUSIP: 36291NZV6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12172 | PA      | $12494.58     | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4653                                                         | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    608868 | PA      | $535906.23    | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                         | SBNA AUTO RECEIVABLES TRUST 2024-A SBAT 2024-A A4                                 | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    169000 | PA      | $170668.98    | 0.00%             | 2029-04-16      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.750000% 08/15/2055                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9190000 | PA      | $9221590.63   | 0.26%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AT9653                                                         | CUSIP: 3138WXWP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    167466 | PA      | $162752.48    | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                          | JP MORGAN MORTGAGE TRUST 2006-A2 JPMMT 2006-A2 5A3                                | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3832 | PA      | $3790.34      | 0.00%             | 2033-11-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-160 NE                          | CUSIP: 38383AZA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2401023 | PA      | $2052464.23   | 0.06%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                    | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A APT1                           | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    801049 | PA      | $731780.00    | 0.02%             | 2053-01-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| 1261229 B.C. LTD.                                                   | 1261229 BC LTD 144A 10.000000% 04/15/2032                                         | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    345000 | PA      | $353642.95    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 615494                                                       | CUSIP: 36290RXX6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9101 | PA      | $9217.22      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2020-64 IB                                                  | CUSIP: 3136BBWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    707154 | PA      | $136359.13    | 0.00%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                 | SOUTHWESTERN PUBLIC SERVICE CO 3.750000% 06/15/2049                               | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    845000 | PA      | $632661.83    | 0.02%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2018-36 FD                                                  | CUSIP: 3136B2DN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    536899 | PA      | $530809.65    | 0.02%             | 2048-06-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                      | CITIGROUP INC 2.666000% 01/29/2031                                                | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    570000 | PA      | $529858.64    | 0.02%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA1715                                                         | CUSIP: 31418A3Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1055591 | PA      | $1026639.37   | 0.03%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RB0714                                                        | CUSIP: 3133KTYK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    365324 | PA      | $315966.40    | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AS8204                                                         | CUSIP: 3138WJDJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    875097 | PA      | $818264.29    | 0.02%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV4142                                                         | CUSIP: 3140MHS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    130936 | PA      | $116199.46    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                  | EFMT 2023-1 EFMT 2023-1 A3                                                        | CUSIP: 26844QAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1030186 | PA      | $1029361.31   | 0.03%             | 2068-02-25      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BR2664                                                         | CUSIP: 3140L06A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    296854 | PA      | $243265.12    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QD7947                                                        | CUSIP: 3133B5ZL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    257423 | PA      | $227015.70    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                | META PLATFORMS INC 4.450000% 08/15/2052                                           | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    777000 | PA      | $667189.33    | 0.02%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 8B0433                                               | CUSIP: 3142AWPS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    481358 | PA      | $484774.65    | 0.01%             | 2055-06-01      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                     | UNITEDHEALTH GROUP INC 5.875000% 02/15/2053                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    806000 | PA      | $828636.64    | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 783298                                                      | CUSIP: 36241LUX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    184186 | PA      | $185266.39    | 0.01%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RJ2827                                                        | CUSIP: 3142GTD94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    183213 | PA      | $193151.35    | 0.01%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-30 AF                           | CUSIP: 38384JMH4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    280017 | PA      | $280976.44    | 0.01%             | 2054-02-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                           | NORTHERN STATES POWER CO/MN 5.400000% 03/15/2054                                  | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    207000 | PA      | $205219.07    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                            | BENCHMARK 2021-B25 MORTGAGE TRUST BMARK 2021-B25 A4                               | CUSIP: 08163DAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    327000 | PA      | $297147.71    | 0.01%             | 2054-04-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                             | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C HALST 2025-C A3                    | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1260000 | PA      | $1268303.02   | 0.04%             | 2028-07-17      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                              | PNC FINANCIAL SERVICES GROUP INC/THE 4.812000% 10/21/2032                         | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    597000 | PA      | $605212.43    | 0.02%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AT7208                                                         | CUSIP: 3138WVAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13871 | PA      | $13320.37     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                         | ABBVIE INC 4.550000% 03/15/2035                                                   | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147659.97    | 0.00%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                                       | NATIONAL GAS TRANSMISSION PLC MTN 4.250000% 04/05/2030                            | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | NUSS              | GB        |   1000000 | PA      | $1230763.35   | 0.03%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                              | MCDONALD'S CORP 4.950000% 03/03/2035                                              | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1742631.24   | 0.05%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                      | CITIGROUP INC 5.612000% 03/04/2056                                                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    847000 | PA      | $855266.31    | 0.02%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                      | HYUNDAI AUTO RECEIVABLES TRUST 2023-A HART 2023-A A4                              | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    604000 | PA      | $606098.96    | 0.02%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4520                                                         | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1930784 | PA      | $1669917.87   | 0.05%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 591687                                                       | CUSIP: 36201SJ83<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     19877 | PA      | $20550.15     | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 605043                                                       | CUSIP: 36200NEQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2452 | PA      | $2527.83      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NJ TRUST                                                            | NJ TRUST 2023-GSP NJ 2023-GSP A                                                   | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    865000 | PA      | $907877.19    | 0.03%             | 2029-01-06      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                           | DUKE ENERGY PROGRESS LLC 3.700000% 10/15/2046                                     | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    105000 | PA      | $81231.36     | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2015-26 GF                                                  | CUSIP: 3136ANQS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.02         | 0.00%             | 2045-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB8006                                                         | CUSIP: 3140QT3Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1152270 | PA      | $1180263.99   | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SC0493                                                        | CUSIP: 3132D9RN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     88289 | PA      | $76360.03     | 0.00%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 580840                                                       | CUSIP: 36201EHR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1095 | PA      | $1119.80      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                              | SLM STUDENT LOAN TRUST 2008-6 SLMA 2008-6 B                                       | CUSIP: 78445CAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $690942.58    | 0.02%             | 2083-07-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD0653                                                        | CUSIP: 3132DMWN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    863391 | PA      | $740527.16    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                                     | WP CAREY INC 4.250000% 07/23/2032                                                 | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | NUSS              | US        |    200000 | PA      | $243386.89    | 0.01%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US 2YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       392 | NC      | $81692187.50  | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD2991                                                        | CUSIP: 3132DQKC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    403325 | PA      | $346039.65    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS4166                                                         | CUSIP: 3140XKTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    310944 | PA      | $316581.90    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                              | CHASE AUTO OWNER TRUST 2022-A CHAOT 2022-AA A4                                    | CUSIP: 16144JAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    439000 | PA      | $438521.09    | 0.01%             | 2028-03-27      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| FERRELLGAS, L.P.                                                    | FERRELLGAS LP / FERRELLGAS FINANCE CORP 144A 5.875000% 04/01/2029                 | CUSIP: 315289AC2<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |    870000 | PA      | $809658.45    | 0.02%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BH0222                                                         | CUSIP: 3140GNG80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     71343 | PA      | $69119.81     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2020-65 DI                                                  | CUSIP: 3136BBTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    818311 | PA      | $165856.17    | 0.00%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BU2599                                                         | CUSIP: 3140M33H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    142418 | PA      | $121992.85    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-57 PC                                                  | CUSIP: 3136ATEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1894441 | PA      | $1624908.46   | 0.05%             | 2046-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2024-1 TALNT 2024-1A A                       | CUSIP: 89231JAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3205000 | PA      | $3323312.90   | 0.09%             | 2036-11-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                 | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.450000% 01/23/2039                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    262000 | PA      | $270702.69    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                        | FORD CREDIT AUTO OWNER TRUST 2025-REV2 FORDR 2025-2 A                             | CUSIP: 34536BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1337000 | PA      | $1344605.93   | 0.04%             | 2038-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB3382                                                         | CUSIP: 3140QNXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1798317 | PA      | $1699911.06   | 0.05%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS, L.P.                                                    | FERRELLGAS LP / FERRELLGAS FINANCE CORP 144A 5.375000% 04/01/2026                 | CUSIP: 315289AA6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1336397.54   | 0.04%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4838                                                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    367766 | PA      | $351854.43    | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                       | GOLDMAN SACHS GROUP INC/THE 2.650000% 10/21/2032                                  | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1519867.55   | 0.04%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY MTN 5.831000% 04/19/2035                                           | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1183307.65   | 0.03%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA1629                                                         | CUSIP: 31418AY36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    118956 | PA      | $118361.45    | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM6780                                                         | CUSIP: 3140XARA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     59122 | PA      | $50734.57     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                             | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025-LOC4 GRADE 2025-LOC4 A1A             | CUSIP: 79589VAN4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3117968 | PA      | $3123196.15   | 0.09%             | 2055-06-25      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA8382                                                        | CUSIP: 3133KQJ31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2030929 | PA      | $2027296.04   | 0.06%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                           | REALTY INCOME CORP 4.500000% 02/01/2033                                           | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    445000 | PA      | $440136.15    | 0.01%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QC6303                                                        | CUSIP: 3133ARAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     75307 | PA      | $61680.76     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)                                      | CUSIP: 01F0526A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7725000 | PA      | $7788638.32   | 0.22%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08741                                                   | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    853981 | PA      | $772689.58    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                           | INVITATION HOMES OPERATING PARTNERSHIP LP 2.000000% 08/15/2031                    | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     76000 | PA      | $65669.00     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 786610                                                      | CUSIP: 3622ACGT1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    521811 | PA      | $485301.20    | 0.01%             | 2037-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                               | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.850000% 12/01/2035           | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    644000 | PA      | $650151.67    | 0.02%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RB5148                                                        | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    877155 | PA      | $757345.30    | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 620617                                                       | CUSIP: 36290XPA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13829 | PA      | $14135.32     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-50 CA                           | CUSIP: 38383PLD1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1448830 | PA      | $1311377.99   | 0.04%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                | SIEMENS FUNDING BV 144A 4.600000% 05/28/2030                                      | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | DE        |    749000 | PA      | $762476.32    | 0.02%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08844                                                   | CUSIP: 3128MJ5E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     18553 | PA      | $18729.18     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA1772                                                         | CUSIP: 31418A6J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     60325 | PA      | $58862.82     | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4846 PA                                                    | CUSIP: 3137FKHV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      7961 | PA      | $7940.30      | 0.00%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP 1.734000% 07/22/2027                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2587275.45   | 0.07%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA1584                                                         | CUSIP: 31418AXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    922251 | PA      | $901719.15    | 0.03%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QD5628                                                        | CUSIP: 3133B3HD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     82060 | PA      | $66781.04     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY 9/25 TLC                                         | SOUTH FIELD ENERGY 9/25 TLC 8/29/2031                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4686 | PA      | $4689.40      | 0.00%             | 2031-08-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN 969824                                                         | CUSIP: 31414L4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15240 | PA      | $15070.41     | 0.00%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5058 BC                                                    | CUSIP: 3137F8AV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    279441 | PA      | $276990.76    | 0.01%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 568445                                                       | CUSIP: 36213YP63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1643 | PA      | $1686.15      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST                                     | M&T BANK AUTO RECEIVABLES TRUST 2025-1 MTBAT 2025-1A A3                           | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1810000 | PA      | $1834895.10   | 0.05%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 786309                                                       | CUSIP: 3622AB3S9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1596257 | PA      | $1461291.81   | 0.04%             | 2047-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SC0384                                                        | CUSIP: 3132D9M92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    972496 | PA      | $843859.87    | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4093                                                         | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2814398 | PA      | $2475488.97   | 0.07%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                             | HYUNDAI CAPITAL AMERICA 144A 5.150000% 03/27/2030                                 | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    519000 | PA      | $529600.56    | 0.02%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS8469                                                         | CUSIP: 3140XQMT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    682220 | PA      | $694684.64    | 0.02%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                              | TIME WARNER CABLE LLC 4.500000% 09/15/2042                                        | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $124538.97    | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SL1798                                                        | CUSIP: 31427N7L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    880940 | PA      | $754907.09    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV7993                                                         | CUSIP: 3140MM3B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    683427 | PA      | $682960.36    | 0.02%             | 2052-08-01      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM8166                                                         | CUSIP: 3140XCCC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    118976 | PA      | $106841.46    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA5530                                                      | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    118117 | PA      | $119877.30    | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA1711                                                         | CUSIP: 31418A3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    111335 | PA      | $110778.58    | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA7990                                                      | CUSIP: 36179W2X5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    889412 | PA      | $843469.70    | 0.02%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                     | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-1 M                  | CUSIP: 35563PJQ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2281694 | PA      | $2232935.70   | 0.06%             | 2058-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 606898                                                       | CUSIP: 36201YGF7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3208 | PA      | $3313.67      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                               | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19800.77     | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 786340                                                      | CUSIP: 3622AB4Z2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    232562 | PA      | $232998.61    | 0.01%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BF0141                                                         | CUSIP: 3140FXEP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    342932 | PA      | $352658.68    | 0.01%             | 2056-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA5399                                                      | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    412412 | PA      | $407981.80    | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 5.576000% 07/23/2036                                          | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    734000 | PA      | $760924.59    | 0.02%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2020-48 AB                                                  | CUSIP: 3136BAUL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    320453 | PA      | $274800.13    | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                     | CIGNA GROUP/THE 5.250000% 01/15/2036                                              | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116465.56    | 0.00%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Molnlycke Holding AB                                                | MOLNLYCKE HOLDING AB MTN 4.250000% 06/11/2034                                     | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | NUSS              | SE        |    110000 | PA      | $133315.36    | 0.00%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AB7809                                                         | CUSIP: 31417EVB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2183097 | PA      | $2007233.72   | 0.06%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                    | BRIXMOR OPERATING PARTNERSHIP LP 2.500000% 08/16/2031                             | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    423000 | PA      | $375649.19    | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                                     | EMD FINANCE LLC 144A 5.000000% 10/15/2035                                         | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | DE        |   1040000 | PA      | $1040352.23   | 0.03%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS, INCORPORATED                         | AMERICAN TRANSMISSION SYSTEMS INC 144A 2.650000% 01/15/2032                       | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $726701.73    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: USD/GBP SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-1236.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                        | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.000000% 05/15/2032           | CUSIP: 46590XAP1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    640000 | PA      | $572591.42    | 0.02%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                                 | TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST TAOT 2022-D A4                         | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    389000 | PA      | $395968.39    | 0.01%             | 2028-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                              | LOWE'S COS INC 4.850000% 10/15/2035                                               | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    741000 | PA      | $734868.96    | 0.02%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD0998                                                        | CUSIP: 3132DNDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    430304 | PA      | $368464.31    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                           | MISSISSIPPI POWER CO 3.100000% 07/30/2051                                         | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    411000 | PA      | $277234.56    | 0.01%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                | VERIZON MASTER TRUST VZMT 2025-8 A                                                | CUSIP: 92348KES8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1595000 | PA      | $1585703.54   | 0.04%             | 2033-08-22      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY MTN 2.239000% 07/21/2032                                           | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48575.68     | 0.00%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD7526                                                        | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    470630 | PA      | $404446.15    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BJ1763                                                         | CUSIP: 3140H25Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     83037 | PA      | $80449.68     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2021-27 EC                                                  | CUSIP: 3136BHAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1408883 | PA      | $1155050.45   | 0.03%             | 2051-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                          | SIMON PROPERTY GROUP LP 4.750000% 09/26/2034                                      | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496956.93    | 0.01%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08779                                                   | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    463020 | PA      | $432634.16    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                           | BAT CAPITAL CORP 5.834000% 02/20/2031                                             | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1560046.86   | 0.04%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.625000% 09/30/2030                                              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 133135000 | PA      | $132458924.50 | 3.76%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA8490                                                      | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    623717 | PA      | $624872.25    | 0.02%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                     | UNITEDHEALTH GROUP INC 5.375000% 04/15/2054                                       | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1810300.13   | 0.05%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5004 FM                                                    | CUSIP: 3137FVAY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    411261 | PA      | $394561.39    | 0.01%             | 2050-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST                                            | OCEANVIEW MORTGAGE TRUST 2021-INV3 BVINV 2021-3 A5                                | CUSIP: 67647WAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3099698 | PA      | $2787947.09   | 0.08%             | 2051-07-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA3597                                                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    169776 | PA      | $158077.45    | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OSMOSIS BUYER LIMITED                                               | OSMOSIS BUYER LIMITED 7/31/2028                                                   | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              |  | US        |     67714 | PA      | $67834.97     | 0.00%             | 2028-07-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA1527                                                         | CUSIP: 31418AVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1050708 | PA      | $1013884.91   | 0.03%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP MTN 1.922000% 10/24/2031                                     | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    302000 | PA      | $268227.38    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4091 BX                                                    | CUSIP: 3137ATCV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    359583 | PA      | $340614.00    | 0.01%             | 2041-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM7176                                                         | CUSIP: 3140JB6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2820377 | PA      | $2807008.04   | 0.08%             | 2053-04-01      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG B70786                                                   | CUSIP: 3129882T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     23369 | PA      | $23343.55     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                          | AMERICAN TOWER CORP 5.550000% 07/15/2033                                          | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    720000 | PA      | $753715.88    | 0.02%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS GROUP AG MTN 4.398000% 09/23/2031                                             | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   1195000 | PA      | $1190945.80   | 0.03%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                   | SUMITOMO MITSUI TRUST GROUP INC 144A 5.416000% 09/11/2036                         | CUSIP: 86566AAA0<br>LEI: 353800P843RLCDBLNT17 | Long             | DBT              | NUSS              | JP        |    686000 | PA      | $693778.28    | 0.02%             | 2036-09-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                          | WARNERMEDIA HOLDINGS INC 5.141000% 03/15/2052                                     | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    341000 | PA      | $254045.00    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2019-43 FC                                                  | CUSIP: 3136B5ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    388903 | PA      | $381553.12    | 0.01%             | 2049-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS7419                                                         | CUSIP: 3140XPG52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    174949 | PA      | $151529.50    | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA9358                                                         | CUSIP: 3140QHMG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     62658 | PA      | $56367.77     | 0.00%             | 2041-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST              | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A3               | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    575000 | PA      | $578842.32    | 0.02%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                | USB AUTO OWNER TRUST 2025-1 USCAR 2025-1A A3                                      | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    773000 | PA      | $780669.71    | 0.02%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AV7116                                                         | CUSIP: 3138XJ4A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19648 | PA      | $19537.83     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                           | ALCON FINANCE CORP 144A 5.375000% 12/06/2032                                      | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1157401.84   | 0.03%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                             | GATWICK FUNDING LTD MTN 3.625000% 10/16/2033                                      | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | NUSS              | GB        |    100000 | PA      | $117386.68    | 0.00%             | 2033-10-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.750000% 05/15/2055                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15136000 | PA      | $15183300.00  | 0.43%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                      | RESIDENTIAL ASSET SECURITIZATION TRUST 2004-IP2 RAST 2004-IP2 2A1                 | CUSIP: 45660LAP4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    164572 | PA      | $149717.62    | 0.00%             | 2034-12-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                               | ATHENE GLOBAL FUNDING 144A 1.608000% 06/29/2026                                   | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1069675.10   | 0.03%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   7564652 | NS      | $7564652.09   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS4471                                                         | CUSIP: 3140XK6H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    163942 | PA      | $146763.72    | 0.00%             | 2042-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0434                                                         | CUSIP: 3140XFPU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    140075 | PA      | $120676.89    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE CHEMOURS COMPANY                                                | THE CHEMOURS COMPANY 8/18/2028                                                    | CUSIP: 16384YAJ6<br>LEI: N/A                  | Long             | LON              |  | US        |    126732 | PA      | $126415.04    | 0.00%             | 2028-08-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS4570                                                         | CUSIP: 3140XLCG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    341572 | PA      | $350211.27    | 0.01%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                           | BAT CAPITAL CORP 7.081000% 08/02/2053                                             | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    188000 | PA      | $215485.66    | 0.01%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                               | OPEN TEXT CORP 144A 6.900000% 12/01/2027                                          | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | NUSS              | CA        |    304000 | PA      | $316286.70    | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 631123                                                       | CUSIP: 36291LD44<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4178 | PA      | $4249.54      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                     | DEERE & CO 5.450000% 01/16/2035                                                   | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1536819.59   | 0.04%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08726                                                   | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1481250 | PA      | $1340250.05   | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                | VERIZON MASTER TRUST VZMT 2023-4 A1A                                              | CUSIP: 92348KBS1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1987000 | PA      | $2002113.72   | 0.06%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST                                 | CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT 2025-A1 A                               | CUSIP: 17305EHA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1549000 | PA      | $1565116.26   | 0.04%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LAMAR TEX CONS INDPT SCH DIST                                       | LAMAR TX CONSOL INDEP SCH DIST LAMAR CONSOLIDATED INDEPENDENT SCHOOL DISTRICT     | CUSIP: 513174M25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1129172.88   | 0.03%             | 2058-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                     | CSAIL 2021-C20 COMMERCIAL MORTGAGE TRUST CSAIL 2021-C20 A3                        | CUSIP: 22945EAU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    810000 | PA      | $743243.61    | 0.02%             | 2054-03-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN 930559                                                         | CUSIP: 31412NZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    214529 | PA      | $219958.45    | 0.01%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Antylia TL 5/15/2032                                                | Antylia TL 5/15/2032 5/14/2032                                                    | CUSIP: 12592HAG6<br>LEI: N/A                  | Long             | LON              |  | US        |    107290 | PA      | $105680.95    | 0.00%             | 2032-05-14      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA4819                                                         | CUSIP: 3140QCK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    118621 | PA      | $113458.03    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                    | HESS CORP 5.800000% 04/01/2047                                                    | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    770000 | PA      | $800148.54    | 0.02%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| THE BROOKLYN UNION GAS COMPANY                                      | BROOKLYN UNION GAS CO/THE 144A 6.415000% 07/18/2054                               | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2276102.66   | 0.06%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 841908                                               | CUSIP: 31288RDM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    349836 | PA      | $353377.96    | 0.01%             | 2054-02-01      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                      | PROTECTIVE LIFE GLOBAL FUNDING 144A 1.618000% 04/15/2026                          | CUSIP: 74368CBC7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2140885.96   | 0.06%             | 2026-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO 5.211000% 12/03/2035                                             | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    420000 | PA      | $429131.66    | 0.01%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                  | MARS INC 144A 5.200000% 03/01/2035                                                | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2110711.93   | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA6645                                                      | CUSIP: 36179VL24<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    564901 | PA      | $486568.48    | 0.01%             | 2050-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.250000% 08/15/2035                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1275000 | PA      | $1285359.38   | 0.04%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2013-111 PL                                                 | CUSIP: 3136AG5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    189251 | PA      | $172682.72    | 0.00%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                  | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1140000 | PA      | $1098609.44   | 0.03%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                  | HONDA AUTO RECEIVABLES 2025-3 OWNER TRUST HAROT 2025-3 A4                         | CUSIP: 43813QAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    926000 | PA      | $929052.74    | 0.03%             | 2031-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 562491                                                       | CUSIP: 36213R2Y2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       256 | PA      | $258.18       | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                            | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-2 GMREV 2024-2 A                    | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    537000 | PA      | $543700.31    | 0.02%             | 2037-03-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: EUR/USD SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |         1 | NC      | $3998.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BT0972                                                         | CUSIP: 3140LPCJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     86173 | PA      | $69540.13     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                             | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 2.700000% 05/01/2050                       | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $101084.23    | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                              | PERTAMINA PERSERO PT 144A 6.000000% 05/03/2042                                    | CUSIP: 69369EAD1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $307411.73    | 0.01%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWLEY CONRO, LLC                                                  | CROWLEY CONRO LLC 4.181000% 08/15/2043                                            | CUSIP: 228023AB3<br>LEI: 5493002RTOQUGXZXJJ02 | Long             | DBT              | CORP              | US        |    355844 | PA      | $325676.16    | 0.01%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                      | CITIGROUP INC 5.174000% 09/11/2036                                                | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    832000 | PA      | $840443.02    | 0.02%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC TL 1L                                              | MODENA BUYER LLC TL 1L 1-Jul-31                                                   | CUSIP: 60753DAC8<br>LEI: N/A                  | Long             | LON              |  | US        |     43838 | PA      | $43243.02     | 0.00%             | 2031-07-01      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                       | CONSOLIDATED EDISON CO OF NEW YORK INC 3.200000% 12/01/2051                       | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     77000 | PA      | $52143.97     | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Hilton Hotels 11/23 Cov-Lite TLB4                                   | Hilton Hotels 11/23 Cov-Lite TLB4 11/8/2030                                       | CUSIP: 43289DAK9<br>LEI: N/A                  | Long             | LON              |  | US        |    606672 | PA      | $607060.44    | 0.02%             | 2030-11-08      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-136 A                           | CUSIP: 38380BNN1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    266320 | PA      | $242277.43    | 0.01%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                               | SUMITOMO MITSUI FINANCIAL GROUP INC 4.660000% 07/08/2031                          | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | NUSS              | JP        |    611000 | PA      | $617777.29    | 0.02%             | 2031-07-08      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 616592                                                       | CUSIP: 36290S7D7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6057 | PA      | $6360.44      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR ZT2266                                                        | CUSIP: 3132AEQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1502444 | PA      | $1381037.71   | 0.04%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC STRIPS FHS 264 30                                                     | CUSIP: 3128HXMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    714969 | PA      | $660136.59    | 0.02%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD5654                                                        | CUSIP: 3132DTH78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1253958 | PA      | $1275958.37   | 0.04%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                   | HSBC HOLDINGS PLC 5.733000% 05/17/2032                                            | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   3515000 | PA      | $3697946.58   | 0.10%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-66 XS                           | CUSIP: 38376FLM2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     75621 | PA      | $4165.48      | 0.00%             | 2039-07-16      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                         | BBCMS MORTGAGE TRUST 2018-C2 BBCMS 2018-C2 ASB                                    | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    126311 | PA      | $126520.10    | 0.00%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN 310238                                                         | CUSIP: 31374CS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    760246 | PA      | $698313.07    | 0.02%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY MTN 2.511000% 10/20/2032                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    880000 | PA      | $785098.68    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 4855                                                        | CUSIP: 36202FMC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4335 | PA      | $4447.18      | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                      | HYUNDAI AUTO RECEIVABLES TRUST 2023-B HART 2023-B A3                              | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    234084 | PA      | $235811.05    | 0.01%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                | META PLATFORMS INC 5.550000% 08/15/2064                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    883000 | PA      | $876512.25    | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                            | ANGEL OAK MORTGAGE TRUST 2022-2 AOMT 2022-2 A1                                    | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3799704 | PA      | $3603661.36   | 0.10%             | 2067-01-25      | Floating      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                              | EXTRA SPACE STORAGE LP 2.400000% 10/15/2031                                       | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    405000 | PA      | $356636.48    | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                            | DUKE ENERGY INDIANA LLC 2.750000% 04/01/2050                                      | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    605000 | PA      | $384286.32    | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BW5041                                                         | CUSIP: 3140MWS72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    883494 | PA      | $887157.31    | 0.03%             | 2052-08-01      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 489959                                                       | CUSIP: 36210EJC4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       480 | PA      | $488.53       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                    | BRIXMOR OPERATING PARTNERSHIP LP 4.850000% 02/15/2033                             | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    244000 | PA      | $243464.32    | 0.01%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB9508                                                         | CUSIP: 3140QVR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    717994 | PA      | $750160.83    | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                       | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.700000% 02/01/2036           | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   1631000 | PA      | $1610290.36   | 0.05%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BF0284                                                         | CUSIP: 3140FXJ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2331103 | PA      | $2105253.94   | 0.06%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-65 DC                           | CUSIP: 38380WV71<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    414000 | PA      | $386022.96    | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST                  | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2017-C34 B               | CUSIP: 61767EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1030000 | PA      | $962833.80    | 0.03%             | 2052-11-15      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2018-14 KC                                                  | CUSIP: 3136B1FM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    629395 | PA      | $602924.68    | 0.02%             | 2048-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA2956                                                         | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1318769 | PA      | $1188710.65   | 0.03%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 630971                                                       | CUSIP: 36291K6G7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3275 | PA      | $3380.92      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDING CORP.                                           | RENAISSANCE HOLDING CORP. 4/5/2030                                                | CUSIP: 75972JAK0<br>LEI: N/A                  | Long             | LON              |  | US        |    240403 | PA      | $207597.94    | 0.01%             | 2030-04-05      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BS2757                                                         | CUSIP: 3140LDB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    519491 | PA      | $451935.39    | 0.01%             | 2031-08-01      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                            | GENERAL ELECTRIC CO 4.300000% 07/29/2030                                          | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $1040142.33   | 0.03%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TransDigm TL-M 8/13/2032                                            | TransDigm TL-M 8/13/2032 8/13/2032                                                | CUSIP: 89364MCE2<br>LEI: N/A                  | Long             | LON              |  | US        |    197343 | PA      | $197090.12    | 0.01%             | 2032-08-13      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SL1019                                                        | CUSIP: 31427NDZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    817742 | PA      | $738944.72    | 0.02%             | 2049-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST                                                          | ACRA TRUST 2024-NQM1 ACRA 2024-NQM1 A1                                            | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2278695 | PA      | $2291762.48   | 0.06%             | 2064-10-25      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 5.950000% 09/26/2055                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1420616.43   | 0.04%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: USD/GBP SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-970.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                             | CARMAX AUTO OWNER TRUST 2025-3 CARMX 2025-3 A4                                    | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    636000 | PA      | $644697.55    | 0.02%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                           | BAT CAPITAL CORP 5.350000% 08/15/2032                                             | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   2390000 | PA      | $2471105.49   | 0.07%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR ZT1257                                                        | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    475293 | PA      | $437510.50    | 0.01%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08742                                                   | CUSIP: 3128MJZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    507415 | PA      | $474934.68    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Heartland TL 8/6/2032                                               | Heartland TL 8/6/2032 8/6/2032                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    198255 | PA      | $197811.39    | 0.01%             | 2032-08-06      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0549                                                         | CUSIP: 3140XFTF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    858370 | PA      | $734556.61    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICHAELS STORES INC.                                                | MICHAELS STORES INC. 4/15/2028                                                    | CUSIP: 59408UAB3<br>LEI: N/A                  | Long             | LON              |  | US        |    161016 | PA      | $151757.69    | 0.00%             | 2028-04-15      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG Q50962                                                   | CUSIP: 3132XTB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    139007 | PA      | $129978.54    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG C79902                                                   | CUSIP: 31288KAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      8112 | PA      | $8185.08      | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                 | SIRIUS XM RADIO LLC 144A 5.000000% 08/01/2027                                     | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39807.92     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                         | PHILLIPS 66 1.300000% 02/15/2026                                                  | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252066.19    | 0.01%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                    | SHELL INTERNATIONAL FINANCE BV 3.625000% 08/21/2042                               | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | US        |    440000 | PA      | $356573.03    | 0.01%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G67713                                                   | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      5053 | PA      | $4862.94      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 8B6044                                               | CUSIP: 3142B3WD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    775017 | PA      | $783042.41    | 0.02%             | 2055-06-01      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08706                                                   | CUSIP: 3128MJYC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    230787 | PA      | $216276.65    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 570521                                                       | CUSIP: 36200RYS5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6262 | PA      | $6482.73      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP, LLC                                    | COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE I 7.000000% 06/15/2027           | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114694.50    | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                         | ONEOK INC 5.050000% 11/01/2034                                                    | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133134.25    | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.375000% 09/15/2028                                              | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  36145000 | PA      | $35899326.77  | 1.02%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AT8394                                                         | CUSIP: 3138WWKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    129759 | PA      | $126079.86    | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA7228                                                         | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    975240 | PA      | $839640.29    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                               | AMERICAN ELECTRIC POWER CO INC 6.050000% 03/15/2056                               | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1246750.78   | 0.04%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Export Finance Australia                                            | EXPORT FINANCE & INSURANCE CORP 144A 4.625000% 10/26/2027                         | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |    879000 | PA      | $893852.63    | 0.03%             | 2027-10-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV3101                                                         | CUSIP: 3140MGNT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6656207 | PA      | $5381217.11   | 0.15%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 8C6045                                               | CUSIP: 3142BGWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2967471 | PA      | $2971973.86   | 0.08%             | 2055-06-01      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS7615                                                         | CUSIP: 3140XPN96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    971982 | PA      | $934415.15    | 0.03%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                             | VEOLIA ENVIRONNEMENT SA 2.500000% MATURITY: PERPETUAL                             | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $675772.80    | 0.02%             | 2174-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FA0771                                                         | CUSIP: 3140W02D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1439002 | PA      | $1389267.75   | 0.04%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.875000% 07/15/2028                                              | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  19025000 | PA      | $19148365.33  | 0.54%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                              | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3820000 | PA      | $3398797.40   | 0.10%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COLOGIX DATA CENTERS US ISSUER, LLC                                 | COLOGIX DATA CENTERS US ISSUER LLC CLGIX 2021-1A B                                | CUSIP: 19521UAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1075000 | PA      | $1048790.64   | 0.03%             | 2051-12-26      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                       | VISTRA OPERATIONS COMPANY LLC 20-Dec-30                                           | CUSIP: 88233FAK6<br>LEI: N/A                  | Long             | LON              |  | US        |    271007 | PA      | $271221.05    | 0.01%             | 2030-12-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH ST PERS INCOME TAX REV                         | NEW YORK ST THRUWAY AUTH PERSO NEW YORK STATE THRUWAY AUTHORITY                   | CUSIP: 650028C35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $471115.55    | 0.01%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                              | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028           | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $486835.65    | 0.01%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD7545                                                        | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1672540 | PA      | $1439598.95   | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                 | VIRGINIA ELECTRIC AND POWER CO 5.000000% 04/01/2033                               | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1038047.23   | 0.03%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1240                                                         | CUSIP: 3140XGLW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    208932 | PA      | $192220.27    | 0.01%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BL1300                                                         | CUSIP: 3140HSNS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    775000 | PA      | $777148.06    | 0.02%             | 2029-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4587                                                         | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     41544 | PA      | $36598.44     | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Action 3/25 B5B Cov-Lite TLB                                        | Action 3/25 B5B Cov-Lite TLB 7/1/2031                                             | CUSIP: N6872NAN6<br>LEI: N/A                  | Long             | LON              |  | US        |    265396 | PA      | $265451.97    | 0.01%             | 2031-07-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4391 MZ                                                    | CUSIP: 3137BDMP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    139040 | PA      | $125899.66    | 0.00%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0582                                                         | CUSIP: 3140XFUG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    148037 | PA      | $127157.74    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                           | AT&T INC 5.700000% 11/01/2054                                                     | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1655511.78   | 0.05%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                | SOUTHERN CO/THE 3.750000% 09/15/2051                                              | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1159330.67   | 0.03%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN DB2544                                                         | CUSIP: 3140ABZJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2071037 | PA      | $2091439.03   | 0.06%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB1680                                                         | CUSIP: 3140QL2N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1614111 | PA      | $1437143.06   | 0.04%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2020-65 EI                                                  | CUSIP: 3136BBTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1201979 | PA      | $234128.38    | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO MTN 5.574000% 07/25/2029                                         | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    256000 | PA      | $265306.08    | 0.01%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS9972                                                         | CUSIP: 3140XSCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    417369 | PA      | $436064.42    | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-9 GA                            | CUSIP: 38383FR62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    560859 | PA      | $467894.89    | 0.01%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUST                                                | CHASE ISSUANCE TRUST CHAIT 2024-A2 A                                              | CUSIP: 161571HW7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1299000 | PA      | $1327697.64   | 0.04%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SL1806                                                        | CUSIP: 31427PAG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2800161 | PA      | $2887178.02   | 0.08%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                            | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024-1 AHART 2024-1A A2                  | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    220086 | PA      | $220582.52    | 0.01%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0349                                                         | CUSIP: 3140XFL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    388642 | PA      | $317128.99    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                            | HCA INC 6.200000% 03/01/2055                                                      | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    688000 | PA      | $710210.31    | 0.02%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1482                                                         | CUSIP: 3140XGUG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    644430 | PA      | $595527.42    | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 599922                                                       | CUSIP: 36200FPF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4315 | PA      | $4344.16      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG A61527                                                   | CUSIP: 3128KRVU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    112951 | PA      | $114853.31    | 0.00%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QC0885                                                        | CUSIP: 3133AJ6W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     65924 | PA      | $53928.98     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2014-6 Z                                                    | CUSIP: 3136AH6K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    259715 | PA      | $230759.14    | 0.01%             | 2044-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                      | CITIGROUP INC 2.572000% 06/03/2031                                                | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2120804.27   | 0.06%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                     | BP CAPITAL MARKETS AMERICA INC 4.893000% 09/11/2033                               | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    715000 | PA      | $725357.59    | 0.02%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                 | COMCAST CORP 4.049000% 11/01/2052                                                 | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    248000 | PA      | $190147.40    | 0.01%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: EUR/USD SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |         1 | NC      | $-1760.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | US 10YR ULTRA FUT DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -15 | NC      | $-1726171.88  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-4 NS                            | CUSIP: 38376T3G5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1538778 | PA      | $182682.05    | 0.01%             | 2040-01-16      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2018-85 EA                                                  | CUSIP: 3136B3QB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    276004 | PA      | $268783.28    | 0.01%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                             | DRYDEN 55 CLO LTD DRSLF 2018-55A A1                                               | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    201835 | PA      | $201910.60    | 0.01%             | 2031-04-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781685                                                       | CUSIP: 36225B2S6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     43742 | PA      | $45442.11     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                | VERIZON MASTER TRUST VZMT 2024-7 A                                                | CUSIP: 92348KDJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1155000 | PA      | $1165640.44   | 0.03%             | 2032-08-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                              | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028           | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1295886.24   | 0.04%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS, INC.                                               | SPECTRUM BRANDS INC 144A 3.875000% 03/15/2031                                     | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    655000 | PA      | $525637.50    | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD0807                                                        | CUSIP: 3132DM3Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    580932 | PA      | $499110.38    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                    | PACIFIC GAS AND ELECTRIC CO 4.200000% 06/01/2041                                  | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    199000 | PA      | $162954.80    | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2011-59 NZ                                                  | CUSIP: 31397UUU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    629256 | PA      | $652112.22    | 0.02%             | 2041-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                               | ELI LILLY & CO 5.600000% 02/12/2065                                               | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    484000 | PA      | $495550.69    | 0.01%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-150 X1                  | CUSIP: 3137H9CB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8480054 | PA      | $180787.13    | 0.01%             | 2032-09-25      | Floating      | 0.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0995                                                         | CUSIP: 3140XGC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    366343 | PA      | $327044.56    | 0.01%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                    | NRG ENERGY INC 144A 4.734000% 10/15/2030                                          | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    696000 | PA      | $695779.74    | 0.02%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                               | ATHENE GLOBAL FUNDING 144A 2.950000% 11/12/2026                                   | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1330766.70   | 0.04%             | 2026-11-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                         | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR  | CUSIP: 64971XUX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $263797.50    | 0.01%             | 2032-11-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                           | OBX 2023-NQM3 TRUST OBX 2023-NQM3 A1                                              | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1019377 | PA      | $1021435.18   | 0.03%             | 2063-02-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.750000% 05/15/2055                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1253906.25   | 0.04%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA1146                                                         | CUSIP: 31418AHY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    520934 | PA      | $507295.08    | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS3338                                                         | CUSIP: 3140XJV83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    532138 | PA      | $489027.05    | 0.01%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB8708                                                         | CUSIP: 3140QUVA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    515061 | PA      | $537499.24    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 564870                                                       | CUSIP: 36213UQX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5018 | PA      | $5206.34      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QD3960                                                        | CUSIP: 3133B1MH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    769170 | PA      | $625961.35    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.875000% 09/30/2032                                              | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  35670000 | PA      | $35552957.81  | 1.01%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2022-3 N                                                    | CUSIP: 3136BLES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1409496 | PA      | $1262115.61   | 0.04%             | 2047-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C NAVSL 2019-CA A2                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    144632 | PA      | $142864.08    | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: USD/GBP SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-463.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 STAR 2020-3 A1                         | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     70472 | PA      | $68723.47     | 0.00%             | 2065-04-25      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 636795                                                       | CUSIP: 36291SNL0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       699 | PA      | $700.64       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                               | ELI LILLY & CO 5.550000% 10/15/2055                                               | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221182.84    | 0.01%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO                                                  | ROCKFORD TOWER CLO 2022-1 LTD ROCKT 2022-1A BR                                    | CUSIP: 77340JAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3210012.80   | 0.09%             | 2035-07-20      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY MTN 5.831000% 04/19/2035                                           | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    570000 | PA      | $607644.47    | 0.02%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                  | CREDIT AGRICOLE SA MTN 4.818000% 09/25/2033                                       | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | NUSS              | FR        |   1206000 | PA      | $1198587.77   | 0.03%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 421379                                                       | CUSIP: 36206UCQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7318 | PA      | $7489.82      | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 8B0448                                               | CUSIP: 3142AWP90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    494099 | PA      | $499989.77    | 0.01%             | 2055-07-01      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.125000% 01/31/2027                                              | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3055000 | PA      | $3071468.34   | 0.09%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA3913                                                        | CUSIP: 3133KKK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1080106 | PA      | $929915.85    | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2013-43 BP                                                  | CUSIP: 3136ADY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    278608 | PA      | $244449.85    | 0.01%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                             | CARMAX AUTO OWNER TRUST 2025-2 CARMX 2025-2 A3                                    | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1614000 | PA      | $1630951.68   | 0.05%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                           | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    515000 | PA      | $354895.80    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.250000% 08/15/2035                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  29246000 | PA      | $29483623.75  | 0.84%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                    | EMBRAER NETHERLANDS FINANCE BV 5.400000% 01/09/2038                               | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | NUSS              | BR        |    522000 | PA      | $519718.86    | 0.01%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA5968                                                         | CUSIP: 3140QDT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2071752 | PA      | $1778951.00   | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE E.W. SCRIPPS COMPANY                                            | SCRIPPS ESCROW II INC 144A 3.875000% 01/15/2029                                   | CUSIP: 81105DAA3<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114527.85    | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST                                            | OCEANVIEW MORTGAGE TRUST 2025-INV2 BVINV 2025-2 AF1                               | CUSIP: 67647BAU7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1417742 | PA      | $1418451.20   | 0.04%             | 2055-04-25      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA3521                                                      | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    316852 | PA      | $294302.15    | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES INC                            | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005- BSABS 2005-AC6 1A3             | CUSIP: 073879L55<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    409720 | PA      | $395555.75    | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                  | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 2A1                     | CUSIP: 161630AG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3175 | PA      | $3068.07      | 0.00%             | 2037-02-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                       | PEPSICO INC 4.300000% 07/23/2030                                                  | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    474000 | PA      | $476891.32    | 0.01%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP 5.468000% 01/23/2035                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57432.71     | 0.00%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                                      | MERCEDES-BENZ AUTO LEASE TRUST 2025-A MBALT 2025-A A2A                            | CUSIP: 58768YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    530000 | PA      | $533407.37    | 0.02%             | 2028-04-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS2023                                                         | CUSIP: 3140XHG92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    242260 | PA      | $230697.72    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED                       | MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERIES MLMI 2003-A4 2A                | CUSIP: 589929W61<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3740 | PA      | $3634.11      | 0.00%             | 2033-07-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 457089                                                       | CUSIP: 36208PXS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3497 | PA      | $3610.94      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA5528                                                      | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    153961 | PA      | $147297.45    | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QB5092                                                        | CUSIP: 3133ABUR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    180354 | PA      | $155274.98    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB4103                                                         | CUSIP: 3140QPRZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    588566 | PA      | $595563.74    | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                          | CSMC 2014-USA OA LLC CSMC 2014-USA A2                                             | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    410000 | PA      | $374637.50    | 0.01%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                  | INTERSTATE POWER AND LIGHT CO 5.450000% 09/30/2054                                | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1102259.11   | 0.03%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA8790                                                        | CUSIP: 3133KQXT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2709914 | PA      | $2705066.86   | 0.08%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                         | CONTINENTAL RESOURCES INC/OK 144A 2.268000% 11/15/2026                            | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2022725.42   | 0.06%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                              | TIME WARNER CABLE LLC 6.750000% 06/15/2039                                        | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10462.20     | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.625000% 03/31/2030                                              | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8202000 | PA      | $8168359.00   | 0.23%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                | SIEMENS FUNDING BV 144A 5.200000% 05/28/2035                                      | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | DE        |    345000 | PA      | $357720.01    | 0.01%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                        | NEW YORK ST DORM AUTH ST PERSO NEW YORK STATE DORMITORY AUTHORITY                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | MUN               | US        |    767838 | PA      | $781616.57    | 0.02%             | 2033-03-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BC9003                                                         | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    649741 | PA      | $587176.50    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST                              | EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 4 LLC EDVES 2022-A A                    | CUSIP: 28165AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    522024 | PA      | $522961.76    | 0.01%             | 2040-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH ST PERS INCOME TAX REV                         | NEW YORK ST THRUWAY AUTH PERSO NEW YORK STATE THRUWAY AUTHORITY                   | CUSIP: 650028C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $340887.20    | 0.01%             | 2059-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                              | CVS HEALTH CORP 4.780000% 03/25/2038                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215564.58    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 785805                                                      | CUSIP: 3622ABKS0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1565789 | PA      | $1337024.65   | 0.04%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                            | HCA INC 5.250000% 06/15/2026                                                      | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    620000 | PA      | $621228.38    | 0.02%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERNET BRANDS 12/24 TLB4                                          | INTERNET BRANDS 12/24 TLB4 31-Dec-31                                              | CUSIP: 45567YAP0<br>LEI: N/A                  | Long             | LON              |  | US        |    193845 | PA      | $178095.46    | 0.01%             | 2031-12-31      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST                             | SG COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C5 SGCMS 2016-C5 A3                  | CUSIP: 78419CAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    391377 | PA      | $388571.48    | 0.01%             | 2048-10-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-84 A                            | CUSIP: 38383RU96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3498941 | PA      | $2929673.10   | 0.08%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                            | GENERAL ELECTRIC CO 4.900000% 01/29/2036                                          | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    941000 | PA      | $954110.60    | 0.03%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM8577                                                         | CUSIP: 3140XCQ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    689521 | PA      | $618842.40    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AL9397                                                         | CUSIP: 3138ERNP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     54480 | PA      | $49200.26     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BR2644                                                         | CUSIP: 3140L05E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     59126 | PA      | $48318.23     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA3306                                                         | CUSIP: 31418CU85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    995125 | PA      | $958098.84    | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08833                                                   | CUSIP: 3128MJ4T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    103547 | PA      | $104893.83    | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 604735                                                       | CUSIP: 36200MY80<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     14608 | PA      | $15032.46     | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AB8611                                                         | CUSIP: 31417FR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13376588 | PA      | $12303221.79  | 0.35%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QD5960                                                        | CUSIP: 3133B3TR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     82595 | PA      | $67444.76     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                | VERIZON MASTER TRUST VZMT 2023-6 B                                                | CUSIP: 92348VAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    445000 | PA      | $452833.34    | 0.01%             | 2031-09-22      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                        | KEYSPAN GAS EAST CORP 144A 3.586000% 01/18/2052                                   | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $1761975.03   | 0.05%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS7180                                                         | CUSIP: 3140XN6S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    978760 | PA      | $845070.02    | 0.02%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                           | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    480000 | PA      | $330776.67    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG Q02771                                                   | CUSIP: 3132GGCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    172939 | PA      | $168400.50    | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA8429                                                      | CUSIP: 36179XLJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    787661 | PA      | $795627.50    | 0.02%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08687                                                   | CUSIP: 3128MJXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    201211 | PA      | $188975.77    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BF0597                                                         | CUSIP: 3140FXUX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    183367 | PA      | $174437.68    | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G05119                                                   | CUSIP: 3128M7AU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     15438 | PA      | $16251.99     | 0.00%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4303 FA                                                    | CUSIP: 3137B83K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    168848 | PA      | $166367.13    | 0.00%             | 2044-02-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 487127                                                       | CUSIP: 36210BD85<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       304 | PA      | $315.42       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                         | IMPERIAL BRANDS FINANCE PLC 144A 5.625000% 07/01/2035                             | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | NUSS              | GB        |    686000 | PA      | $699669.15    | 0.02%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                         | PRKCM 2023-AFC1 TRUST PRKCM 2023-AFC1 A1                                          | CUSIP: 693981AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    977358 | PA      | $978671.90    | 0.03%             | 2058-02-25      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| ADVSM TL 10/28/2027                                                 | ADVSM TL 10/28/2027 28-Oct-27                                                     | CUSIP: 00769EBA7<br>LEI: N/A                  | Long             | LON              |  | US        |    137734 | PA      | $122605.22    | 0.00%             | 2027-10-28      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO MTN 3.350000% 03/02/2033                                         | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $930874.91    | 0.03%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                | META PLATFORMS INC 5.400000% 08/15/2054                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    201000 | PA      | $198584.29    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA8269                                                      | CUSIP: 36179XFJ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     75624 | PA      | $75678.00     | 0.00%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA5397                                                      | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    553806 | PA      | $514086.12    | 0.01%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD7534                                                        | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    608152 | PA      | $524840.12    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS7122                                                         | CUSIP: 3140XN4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    474882 | PA      | $429126.73    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-45 IO                           | CUSIP: 38380JXG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6394898 | PA      | $219727.41    | 0.01%             | 2059-03-16      | Floating      | 0.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4836                                                      | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    522476 | PA      | $472275.76    | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                                 | PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY            | CUSIP: 73358WJA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $430999.37    | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA5964                                                         | CUSIP: 3140QDTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    462868 | PA      | $407814.50    | 0.01%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                              | TIME WARNER CABLE LLC 5.500000% 09/01/2041                                        | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366576.76    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                    | PHILIP MORRIS INTERNATIONAL INC 4.125000% 04/28/2028                              | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1514000 | PA      | $1516713.00   | 0.04%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SL1566                                                        | CUSIP: 31427NW47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3503963 | PA      | $3550920.28   | 0.10%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK, INC.                                                      | AUTODESK INC 2.400000% 12/15/2031                                                 | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37211.22     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K540 AS                   | CUSIP: 3137HLJB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    744421 | PA      | $743723.20    | 0.02%             | 2029-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                 | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2025-2A A                               | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1759000 | PA      | $1781562.52   | 0.05%             | 2030-03-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG Q52319                                                   | CUSIP: 3132XUSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    782994 | PA      | $729509.66    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                     | NELNET STUDENT LOAN TRUST 2004-4 NSLT 2004-4 A5                                   | CUSIP: 64031QBK6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    163871 | PA      | $163527.76    | 0.00%             | 2037-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 787259                                                      | CUSIP: 3622AC5U0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     88870 | PA      | $72812.25     | 0.00%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                | NAVIENT STUDENT LOAN TRUST 2019-B NAVSL 2019-BA A2A                               | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    135609 | PA      | $133294.23    | 0.00%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Authentic Brands 12/24 TLB                                          | Authentic Brands 12/24 TLB 21-Dec-28                                              | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              |  | US        |    111735 | PA      | $111437.32    | 0.00%             | 2028-12-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 574575                                                       | CUSIP: 36200WJU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1476 | PA      | $1555.18      | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                           | AGREE LP 4.800000% 10/01/2032                                                     | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    241000 | PA      | $242638.53    | 0.01%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.750000% 06/30/2027                                              | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7975000 | PA      | $7989330.12   | 0.23%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                      | SYNOPSYS INC 5.150000% 04/01/2035                                                 | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    520000 | PA      | $528972.27    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific (Finance I) B.V.                           | THERMO FISHER SCIENTIFIC FINANCE I BV 1.625000% 10/18/2041                        | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | NUSS              | US        |    155000 | PA      | $130876.79    | 0.00%             | 2041-10-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB5257                                                         | CUSIP: 3140QQZX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1411719 | PA      | $1395580.02   | 0.04%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                  | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1585000 | PA      | $1527452.60   | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                    | WISCONSIN ELECTRIC POWER CO 4.150000% 10/15/2030                                  | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    642000 | PA      | $639288.31    | 0.02%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                        | US BANCORP 5.850000% 10/21/2033                                                   | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $138620.26    | 0.00%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                 | STATION CASINOS LLC 3/14/2031                                                     | CUSIP: 85769EBB6<br>LEI: N/A                  | Long             | LON              |  | US        |     60854 | PA      | $60831.61     | 0.00%             | 2031-03-14      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                            | BX TRUST 2025-VLT6 BX 2025-VLT6 A                                                 | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1505000 | PA      | $1504529.69   | 0.04%             | 2042-03-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                           | OBX 2021-NQM3 TRUST OBX 2021-NQM3 A3                                              | CUSIP: 67114JAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    818820 | PA      | $679357.57    | 0.02%             | 2061-07-25      | Floating      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F NAVSL 2021-FA A                  | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    604213 | PA      | $538848.33    | 0.02%             | 2070-02-18      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-88 CF                                                  | CUSIP: 3136AUTG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    438230 | PA      | $434583.50    | 0.01%             | 2046-12-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.875000% 08/15/2045                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32200000 | PA      | $32919468.75  | 0.93%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS8497                                                         | CUSIP: 3140XQNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    360206 | PA      | $326621.85    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB9318                                                         | CUSIP: 3140QVK86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       999 | PA      | $1022.84      | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                          | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1                                 | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    189871 | PA      | $170737.31    | 0.00%             | 2066-01-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FA2494                                                         | CUSIP: 3140W2XY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2479453 | PA      | $2204621.08   | 0.06%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                          | OTIS WORLDWIDE CORP 3.112000% 02/15/2040                                          | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    545000 | PA      | $424285.99    | 0.01%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                | GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.160000% 03/31/2034                        | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |    530748 | PA      | $481894.80    | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5116 PB                                                    | CUSIP: 3137H0K64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    477008 | PA      | $419319.59    | 0.01%             | 2051-02-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4091 MX                                                    | CUSIP: 3137ATFL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    269365 | PA      | $253289.11    | 0.01%             | 2042-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5202 KA                                                    | CUSIP: 3137H62L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    396014 | PA      | $357189.41    | 0.01%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                | GLENCORE FUNDING LLC 144A 5.673000% 04/01/2035                                    | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    942000 | PA      | $979050.79    | 0.03%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SC0310                                                        | CUSIP: 3132D9KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     78275 | PA      | $67943.64     | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G60138                                                   | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    213362 | PA      | $201198.84    | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1972                                                         | CUSIP: 3140XHFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    555452 | PA      | $481844.20    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 434316                                                       | CUSIP: 36207KN97<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3107 | PA      | $3153.77      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 621331                                                       | CUSIP: 36290YHG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     28118 | PA      | $29033.06     | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                       | CONSOLIDATED EDISON CO OF NEW YORK INC 3.700000% 11/15/2059                       | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    172000 | PA      | $123162.89    | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                            | TOYOTA LEASE OWNER TRUST 2025-B TLOT 2025-B A3                                    | CUSIP: 89240NAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1330000 | PA      | $1331121.72   | 0.04%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 787406                                                      | CUSIP: 3622ADDK1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1237568 | PA      | $1053386.72   | 0.03%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS5191                                                         | CUSIP: 3140XLXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1166494 | PA      | $1008162.24   | 0.03%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT, LLC                                                 | VOYAGER PARENT LLC 144A 9.250000% 07/01/2032                                      | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    249000 | PA      | $263315.04    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                 | SBA SMALL BUSINESS INVESTMENT COS SBIC 2025-10A 1                                 | CUSIP: 831641FZ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1640000 | PA      | $1666591.78   | 0.05%             | 2035-03-10      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                 | SOUTHWESTERN ELECTRIC POWER CO 3.250000% 11/01/2051                               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    400000 | PA      | $266504.80    | 0.01%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                           | INVITATION HOMES OPERATING PARTNERSHIP LP 4.950000% 01/15/2033                    | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    586000 | PA      | $588843.44    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                  | BMO 2025-C11 MORTGAGE TRUST BMO 2025-C11 A5                                       | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    496000 | PA      | $526015.09    | 0.01%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                       | BROADCOM INC 4.150000% 02/15/2028                                                 | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    863000 | PA      | $865250.82    | 0.02%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT D ELECTRICITE SA                            | RTE RESEAU DE TRANSPORT D'ELECTRICITE SADIR MTN 3.750000% 04/30/2044              | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $220869.20    | 0.01%             | 2044-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8265                                                        | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1408336 | PA      | $1330387.20   | 0.04%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                            | FARMERS EXCHANGE CAPITAL 144A 7.050000% 07/15/2028                                | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1052660.28   | 0.03%             | 2028-07-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| ARCHES BUYER INC.                                                   | ARCHES BUYER INC. 12/6/2027                                                       | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              |  | US        |     56334 | PA      | $56360.92     | 0.00%             | 2027-12-06      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| OCTAGON LIMITED                                                     | OCTAGON 66 LTD OCT66 2022-1A A1R                                                  | CUSIP: 67577WAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1350727.65   | 0.04%             | 2036-11-16      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                      | DRYDEN 95 CLO LTD DRSLF 2021-95A BR                                               | CUSIP: 262487AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2900000 | PA      | $2899654.90   | 0.08%             | 2034-08-20      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2020-59 NC                                                  | CUSIP: 3136BBKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    433033 | PA      | $400053.13    | 0.01%             | 2040-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                      | CITIGROUP INC 5.174000% 02/13/2030                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5430000 | PA      | $5570177.57   | 0.16%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                        | BX COMMERCIAL MORTGAGE TRUST 2024-AIRC BX 2024-AIRC A                             | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    589803 | PA      | $590908.87    | 0.02%             | 2039-08-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 599498                                                       | CUSIP: 36200E7K1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5239 | PA      | $5375.27      | 0.00%             | 2035-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                            | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024-1 AHART 2024-1A A3                  | CUSIP: 026944AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    230000 | PA      | $232115.54    | 0.01%             | 2029-09-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                      | CITIGROUP INC 8.125000% 07/15/2039                                                | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    625000 | PA      | $801258.93    | 0.02%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                            | STATE STREET CORP 4.729000% 02/28/2030                                            | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1422309.76   | 0.04%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 2.875000% 03/25/2031                                                  | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $954965.91    | 0.03%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS GROUP AG MTN 4.151000% 12/23/2029                                             | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   1178000 | PA      | $1175209.59   | 0.03%             | 2029-12-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC.                                              | ACCENTURE CAPITAL INC 4.500000% 10/04/2034                                        | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    573000 | PA      | $565106.40    | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                           | INVITATION HOMES OPERATING PARTNERSHIP LP 4.875000% 02/01/2035                    | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    393000 | PA      | $388089.12    | 0.01%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2021-1 TALNT 2021-1A A                       | CUSIP: 89237MAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2920000 | PA      | $2883226.69   | 0.08%             | 2034-02-27      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                        | FORD CREDIT AUTO OWNER TRUST/FORD CREDIT FORDR 2025-1 A                           | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2029000 | PA      | $2081626.17   | 0.06%             | 2037-08-15      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA8801                                                      | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1544830 | PA      | $1565826.29   | 0.04%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 785192                                                      | CUSIP: 3622AAUR3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    144571 | PA      | $135641.90    | 0.00%             | 2050-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AD0761                                                         | CUSIP: 31418MZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    677257 | PA      | $700204.04    | 0.02%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB4818                                                         | CUSIP: 3140QQK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5281248 | PA      | $4989766.51   | 0.14%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA5746                                                         | CUSIP: 3140QDL44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    498694 | PA      | $460035.35    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                               | ALTICE FINANCING SA 144A 5.750000% 08/15/2029                                     | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | NUSS              | LU        |    195000 | PA      | $146737.50    | 0.00%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                     | STATE OF ISRAEL 5.750000% 03/12/2054                                              | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    505000 | PA      | $477701.42    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 616540                                                       | CUSIP: 36290S4Z1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     21384 | PA      | $22059.70     | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM7676                                                         | CUSIP: 3140XBQ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69680 | PA      | $59848.21     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                            | TOTALENERGIES CAPITAL SA 5.638000% 04/05/2064                                     | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | NUSS              | FR        |    129000 | PA      | $128523.18    | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC.                                                  | JAPAN TOBACCO INC 144A 5.250000% 06/15/2030                                       | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | NUSS              | JP        |   1695000 | PA      | $1754937.15   | 0.05%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                          | VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1                               | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    156417 | PA      | $149071.93    | 0.00%             | 2064-04-25      | Floating      | 1.02%                 | Yes           |                  2 | On Loan: No      |
| Pepsico, Inc.                                                       | PEPSICO INC 4.100000% 01/15/2029                                                  | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    855000 | PA      | $858020.94    | 0.02%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION INSURANCE, INC.                                       | CONSTELLATION INSURANCE INC 144A 6.800000% 01/24/2030                             | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |    625000 | PA      | $629767.22    | 0.02%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G01228                                                   | CUSIP: 31283HLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |        57 | PA      | $59.67        | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-22 FA                                                  | CUSIP: 3136ARF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    414928 | PA      | $410790.37    | 0.01%             | 2046-04-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                        | GUARDIAN LIFE GLOBAL FUNDING MTN 4.179000% 09/26/2029                             | CUSIP: 40139LBJ1<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1444294.78   | 0.04%             | 2029-09-26      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BR2641                                                         | CUSIP: 3140L05B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     62364 | PA      | $50680.26     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                       | BROADCOM INC 5.200000% 07/15/2035                                                 | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    360000 | PA      | $371016.40    | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                      | ENTERPRISE FLEET FINANCING 2025-1 LLC EFF 2025-1 A3                               | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1375000 | PA      | $1396836.38   | 0.04%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                       | BROADCOM INC 4.150000% 11/15/2030                                                 | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    289000 | PA      | $287863.05    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD2756                                                        | CUSIP: 3132DQBZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    319899 | PA      | $325433.05    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QC6551                                                        | CUSIP: 3133ARH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    266891 | PA      | $229721.60    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD7182                                                        | CUSIP: 3132DU6T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    310851 | PA      | $310461.34    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Bank, National Association (Delaware)                           | PNC BANK NA 4.429000% 07/21/2028                                                  | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1381960.62   | 0.04%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                              | SLM STUDENT LOAN TRUST 2006-8 SLMA 2006-8 A6                                      | CUSIP: 78443HAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1260484 | PA      | $1214630.02   | 0.03%             | 2041-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                            | DUKE ENERGY FLORIDA LLC 2.400000% 12/15/2031                                      | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    341000 | PA      | $306521.77    | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                        | JBS USA HOLDING LUX SARL / JBS USA FOODS GROUP HOL 6.375000% 04/15/2066           | CUSIP: 472140AJ1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | US        |    178000 | PA      | $182991.12    | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 5.294000% 07/22/2035                                          | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $774656.30    | 0.02%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 616528                                                       | CUSIP: 36290S4M0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     17703 | PA      | $18232.18     | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR ZT2476                                                        | CUSIP: 3132AEXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    769512 | PA      | $667814.71    | 0.02%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BO6798                                                         | CUSIP: 3140K2RU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    205521 | PA      | $182804.41    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8266                                                        | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6552615 | PA      | $6384574.82   | 0.18%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                            | SYNCHRONY CARD ISSUANCE TRUST SYNIT 2025-A1 A                                     | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1170000 | PA      | $1190427.73   | 0.03%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                              | NSTAR ELECTRIC CO 5.200000% 03/01/2035                                            | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     98000 | PA      | $99864.95     | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD2892                                                        | CUSIP: 3132DQF92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     74253 | PA      | $75481.27     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08843                                                   | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    517169 | PA      | $510835.78    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                                 | CNH EQUIPMENT TRUST 2022-C CNH 2022-C A3                                          | CUSIP: 12664JAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    732158 | PA      | $736799.86    | 0.02%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                               | SABRA HEALTH CARE LP 3.900000% 10/15/2029                                         | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1443594.98   | 0.04%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL II                                         | FARMERS EXCHANGE CAPITAL II 144A 6.151000% 11/01/2053                             | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1616880.71   | 0.05%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781912                                                       | CUSIP: 36241KDR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5946 | PA      | $6172.17      | 0.00%             | 2034-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                                          | ALLIANT ENERGY CORP 5.750000% 04/01/2056                                          | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    935000 | PA      | $936169.69    | 0.03%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 841081                                               | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    402751 | PA      | $405991.69    | 0.01%             | 2050-02-01      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                          | GCAT 2025-INV2 TRUST GCAT 2025-INV2 A1                                            | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4301093 | PA      | $4359897.31   | 0.12%             | 2055-05-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1940                                                         | CUSIP: 3140XHEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1409498 | PA      | $1260029.28   | 0.04%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                               | FOUNDRY JV HOLDCO LLC 144A 6.100000% 01/25/2036                                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1933572.82   | 0.05%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                           | NELNET STUDENT LOAN TRUST 2025-C NSLT 2025-CA A1A                                 | CUSIP: 64035UAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2075000 | PA      | $2066861.64   | 0.06%             | 2065-06-22      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORPORATION                                                   | INTEL CORP 3.050000% 08/12/2051                                                   | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $697928.87    | 0.02%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR ZA2489                                                        | CUSIP: 31329KXS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     34472 | PA      | $33209.39     | 0.00%             | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QK1354                                                        | CUSIP: 3133D4QF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    302521 | PA      | $261458.67    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: USD/EUR SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-1717.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                         | BBCMS MORTGAGE TRUST 2025-C35 BBCMS 2025-C35 A5                                   | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    244000 | PA      | $257414.56    | 0.01%             | 2058-07-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 631671                                                       | CUSIP: 36291LW84<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       746 | PA      | $767.99       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 5.000000% 05/15/2045                                              | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10415000 | PA      | $10815326.56  | 0.31%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QB8602                                                        | CUSIP: 3133AFRX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     57662 | PA      | $47035.86     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                           | INVITATION HOMES OPERATING PARTNERSHIP LP 4.150000% 04/15/2032                    | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    440000 | PA      | $425362.44    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                    | HESS CORP 6.000000% 01/15/2040                                                    | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $3135975.81   | 0.09%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM6623                                                         | CUSIP: 3140JBLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     83648 | PA      | $68747.15     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                | SIEMENS FUNDING BV 144A 5.200000% 05/28/2035                                      | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | DE        |    903000 | PA      | $936293.25    | 0.03%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RE0031                                                        | CUSIP: 3133LWA85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    314881 | PA      | $257397.95    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2012-118 VZ                                                 | CUSIP: 3136A92R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    322426 | PA      | $297219.19    | 0.01%             | 2042-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                            | ANGEL OAK MORTGAGE TRUST 2021-6 AOMT 2021-6 A1                                    | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    394553 | PA      | $335645.48    | 0.01%             | 2066-09-25      | Floating      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                       | GOLDMAN SACHS GROUP INC/THE 5.049000% 07/23/2030                                  | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    545000 | PA      | $558659.54    | 0.02%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                              | LOWE'S COS INC 4.250000% 04/01/2052                                               | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    557000 | PA      | $449757.77    | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AS0038                                                         | CUSIP: 3138W9BG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    131330 | PA      | $120305.67    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                        | FORD CREDIT AUTO OWNER TRUST 2024-D FORDO 2024-D A3                               | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    380000 | PA      | $384444.18    | 0.01%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA6930                                                      | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3851821 | PA      | $3185687.15   | 0.09%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                 | ONCOR ELECTRIC DELIVERY CO LLC 144A 5.800000% 04/01/2055                          | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385686.65    | 0.01%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                      | SYNOPSYS INC 4.850000% 04/01/2030                                                 | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    756000 | PA      | $770039.57    | 0.02%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5202 BH                                                    | CUSIP: 3137H5ZK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    277295 | PA      | $255682.90    | 0.01%             | 2047-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KEDRION S.P.A.                                                      | KEDRION SPA 144A 6.500000% 09/01/2029                                             | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | NUSS              | IT        |    330000 | PA      | $325651.00    | 0.01%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0331                                                         | CUSIP: 3140XFLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    293071 | PA      | $259831.06    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                  | BMO 2025-5C10 MORTGAGE TRUST BMO 2025-5C10 A3                                     | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    492000 | PA      | $512945.67    | 0.01%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                        | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.500000% 12/01/2052           | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   1130000 | PA      | $1190726.20   | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QB9961                                                        | CUSIP: 3133AHB63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    140437 | PA      | $115085.09    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                      | ARIZONA PUBLIC SERVICE CO 5.900000% 08/15/2055                                    | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    586000 | PA      | $600062.73    | 0.02%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AQ4573                                                         | CUSIP: 3138MLCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     22033 | PA      | $21415.10     | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: EUR/USD SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |         1 | NC      | $1955.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-154 X1                  | CUSIP: 3137H9UF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  13690468 | PA      | $342067.29    | 0.01%             | 2033-01-25      | Floating      | 0.53%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                              | CVS HEALTH CORP 5.125000% 07/20/2045                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    405000 | PA      | $367644.66    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM3123                                                         | CUSIP: 3140X6PH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    405917 | PA      | $377245.05    | 0.01%             | 2038-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BR7745                                                         | CUSIP: 3140L6TB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    124766 | PA      | $102211.93    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST                                                         | GSAMP TRUST 2006-HE3 GSAMP 2006-HE3 A2D                                           | CUSIP: 36244KAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2821339 | PA      | $2719375.98   | 0.08%             | 2046-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2012-133 JF                                                 | CUSIP: 3136AAZN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.03         | 0.00%             | 2042-12-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                   | EVERSOURCE ENERGY 5.950000% 02/01/2029                                            | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    745000 | PA      | $780041.12    | 0.02%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 4.452000% 12/05/2029                                          | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302482.57    | 0.01%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                          | CATERPILLAR FINANCIAL SERVICES CORP 4.375000% 08/16/2029                          | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    219000 | PA      | $222017.38    | 0.01%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                                | ECHOSTAR CORP 10.750000% 11/30/2029                                               | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     56400 | PA      | $62049.59     | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                  | BOEING CO/THE 2.196000% 02/04/2026                                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1111517.51   | 0.03%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                    | SMB PRIVATE EDUCATION LOAN TRUST 2021-B SMB 2021-B A                              | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1468978 | PA      | $1380397.13   | 0.04%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)                                      | CUSIP: 01F0526A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7100000 | PA      | $7158489.59   | 0.20%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                            | DIAMONDBACK ENERGY INC 5.150000% 01/30/2030                                       | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    485000 | PA      | $499487.09    | 0.01%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                  | BOEING CO/THE 5.805000% 05/01/2050                                                | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    612000 | PA      | $611427.03    | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0551                                                         | CUSIP: 3140XFTH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    149461 | PA      | $128383.25    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 538255                                                       | CUSIP: 36212M5Q8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4427 | PA      | $4560.45      | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV3089                                                         | CUSIP: 3140MGNF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    140031 | PA      | $120058.90    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA2806                                                         | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    950986 | PA      | $859413.15    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                          | CSMC 2021-RPL3 TRUST CSMC 2021-RPL3 A1                                            | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    925158 | PA      | $820966.36    | 0.02%             | 2060-01-25      | Floating      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS8749                                                         | CUSIP: 3140XQWK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1539168 | PA      | $1565745.35   | 0.04%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                                | BANK 2022-BNK44 BANK 2022-BNK44 A5                                                | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    387000 | PA      | $409639.31    | 0.01%             | 2055-11-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AS6562                                                         | CUSIP: 3138WGJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    141796 | PA      | $132193.17    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA2833                                                         | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2234254 | PA      | $2019109.42   | 0.06%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                       | BROADCOM INC 5.050000% 07/12/2029                                                 | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    937000 | PA      | $965190.44    | 0.03%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                  | INTERSTATE POWER AND LIGHT CO 5.700000% 10/15/2033                                | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1840279.36   | 0.05%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                | SIEMENS FUNDING BV 144A 5.800000% 05/28/2055                                      | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | DE        |    457000 | PA      | $490357.31    | 0.01%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BALL CORPORATION                                                    | BALL CORP 3.125000% 09/15/2031                                                    | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    370000 | PA      | $335883.72    | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4091 EX                                                    | CUSIP: 3137ATDK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    232680 | PA      | $219810.01    | 0.01%             | 2042-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2017-9 DF                                                   | CUSIP: 3136AVWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    223598 | PA      | $221658.86    | 0.01%             | 2047-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RJ2634                                                        | CUSIP: 3142GS4U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    477837 | PA      | $498359.90    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA7531                                                         | CUSIP: 3140QFLM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    319650 | PA      | $284558.40    | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                               | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A3                      | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    720000 | PA      | $722699.21    | 0.02%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4628 KF                                                    | CUSIP: 3137BSVH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    353218 | PA      | $343491.85    | 0.01%             | 2055-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2017-82 FE                                                  | CUSIP: 3136AYPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    228703 | PA      | $226754.08    | 0.01%             | 2047-10-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                             | HF SINCLAIR CORP 5.000000% 02/01/2028                                             | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1598399.46   | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.125000% 02/15/2027                                              | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3015000 | PA      | $3032430.47   | 0.09%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                 | VIRGINIA ELECTRIC AND POWER CO 4.650000% 08/15/2043                               | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    585000 | PA      | $530030.08    | 0.02%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                         | OCCU AUTO RECEIVABLES TRUST 2023-1 OCCU 2023-1A A3                                | CUSIP: 674921AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    529843 | PA      | $533795.50    | 0.02%             | 2028-06-15      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1553                                                         | CUSIP: 3140XGWP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     72805 | PA      | $62406.98     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                            | DIAMONDBACK ENERGY INC 5.900000% 04/18/2064                                       | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    385000 | PA      | $370632.78    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 3958 AF                                                    | CUSIP: 3137AJB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    157145 | PA      | $155676.28    | 0.00%             | 2041-11-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                    | DEUTSCHE BANK AG/NEW YORK NY 4.950000% 08/04/2031                                 | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    597000 | PA      | $602645.71    | 0.02%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                        | FORD CREDIT AUTO OWNER TRUST 2022-REV1 FORDR 2022-1 A                             | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1296000 | PA      | $1293370.93   | 0.04%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                          | NAVIENT STUDENT LOAN TRUST 2021-3 NAVSL 2021-3A A1A                               | CUSIP: 63942WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    631511 | PA      | $556362.32    | 0.02%             | 2070-08-25      | Fixed         | 1.77%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AE8778                                                         | CUSIP: 31419KXG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1283 | PA      | $1284.58      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                         | VERIZON COMMUNICATIONS INC 4.400000% 11/01/2034                                   | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    172000 | PA      | $165919.82    | 0.00%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: EUR/USD SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |         1 | NC      | $-2089.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                             | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 5.125000% 03/15/2053                       | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    545000 | PA      | $518763.12    | 0.01%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD2591                                                        | CUSIP: 3132DP2Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    399158 | PA      | $399661.64    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                 | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.450000% 01/23/2039                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    645000 | PA      | $666424.57    | 0.02%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AR7399                                                         | CUSIP: 3138W5GH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     60350 | PA      | $55278.18     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG A72670                                                   | CUSIP: 3128L56F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     30210 | PA      | $31860.57     | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA7257                                                         | CUSIP: 3140QFB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    188789 | PA      | $162240.11    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4160 HP                                                    | CUSIP: 3137AXUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    209856 | PA      | $202084.91    | 0.01%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS3819                                                         | CUSIP: 3140XKG53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1241062 | PA      | $1055370.30   | 0.03%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2015-72 GL                                                  | CUSIP: 3136AQAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    234000 | PA      | $205403.84    | 0.01%             | 2045-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                       | BROADCOM INC 144A 3.419000% 04/15/2033                                            | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    529000 | PA      | $489575.97    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                    | WORLD OMNI AUTO RECEIVABLES TRUST 2025-C WOART 2025-C A4                          | CUSIP: 981936AD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    570000 | PA      | $573273.05    | 0.02%             | 2031-11-17      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                           | OBX 2024-NQM1 TRUST OBX 2024-NQM1 A1                                              | CUSIP: 67448LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1313981 | PA      | $1324672.58   | 0.04%             | 2063-11-25      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| ACCREDITED MORTGAGE LOAN TRUST                                      | ACCREDITED MORTGAGE LOAN TRUST 2007-1 ACCR 2007-1 M2                              | CUSIP: 00438QAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4765238.50   | 0.14%             | 2037-02-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                           | SAUDI ARABIAN OIL CO 144A 6.375000% 06/02/2055                                    | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |   1470000 | PA      | $1566982.10   | 0.04%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781046                                                       | CUSIP: 36225BET1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        94 | PA      | $96.08        | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG Z40209                                                   | CUSIP: 3132FCGS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    917225 | PA      | $906927.76    | 0.03%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                            | DIAMONDBACK ENERGY INC 5.750000% 04/18/2054                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    580000 | PA      | $558302.92    | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UB31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $475323.23    | 0.01%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                        | KEYSPAN GAS EAST CORP 144A 2.742000% 08/15/2026                                   | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1011691.38   | 0.03%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                           | TOWD POINT MORTGAGE TRUST 2020-3 TPMT 2020-3 A1                                   | CUSIP: 89178UAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    436922 | PA      | $424215.63    | 0.01%             | 2063-02-25      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LENDING CORPORATION                               | OAKTREE SPECIALTY LENDING CORP 6.340000% 02/27/2030                               | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    599000 | PA      | $601657.43    | 0.02%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| SNAP INC.                                                           | SNAP INC 144A 6.875000% 03/01/2033                                                | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260635.15    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                      | JOHN DEERE CAPITAL CORP MTN 4.150000% 09/15/2027                                  | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    512000 | PA      | $514411.44    | 0.01%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 637348                                                       | CUSIP: 36291TBR8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7160 | PA      | $7419.70      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM8648                                                         | CUSIP: 3140XCTE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    260960 | PA      | $232345.42    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA1510                                                         | CUSIP: 31418AVC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15020 | PA      | $14626.73     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                               | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.800000% 01/15/2036            | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1483424 | PA      | $1534114.58   | 0.04%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cleanova 5/22/2032                                                  | Cleanova 5/22/2032 5/22/2032                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     72289 | PA      | $71927.32     | 0.00%             | 2032-05-22      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-135 A                           | CUSIP: 38382XAA3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    313741 | PA      | $261751.89    | 0.01%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS, LLC                                                | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB 6.750000% 08/15/2032            | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    420000 | PA      | $434234.22    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                        | NEW YORK ST DORM AUTH ST PERSO NEW YORK STATE DORMITORY AUTHORITY                 | CUSIP: 64990KHB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $573875.38    | 0.02%             | 2054-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 786764                                                      | CUSIP: 3622ACMM9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    978694 | PA      | $908992.19    | 0.03%             | 2038-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING                                  | GRACIE POINT INTERNATIONAL FUNDING 2025-1 LLC GPIF 2025-1A B                      | CUSIP: 38411WAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2440000 | PA      | $2446605.57   | 0.07%             | 2028-08-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS3249                                                         | CUSIP: 3140XJTF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    401664 | PA      | $400945.69    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CC0437                                                         | CUSIP: 3140Y6PX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3496282 | PA      | $3591985.41   | 0.10%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS S8FX A2                   | CUSIP: 3137BXRT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    320000 | PA      | $316720.48    | 0.01%             | 2027-03-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                               | ALABAMA POWER CO 5.100000% 04/02/2035                                             | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    490000 | PA      | $500738.21    | 0.01%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                   | STORE CAPITAL LLC 2.750000% 11/18/2030                                            | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    391000 | PA      | $355427.97    | 0.01%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                         | YORKSHIRE WATER FINANCE PLC MTN 6.375000% 11/18/2034                              | CUSIP: G98590AT2<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | NUSS              | GB        |    700000 | PA      | $960113.83    | 0.03%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FA2633                                                         | CUSIP: 3140W24T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    461653 | PA      | $417364.15    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 841548                                               | CUSIP: 31288QWH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1112689 | PA      | $1106901.97   | 0.03%             | 2053-03-01      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                             | GSR MORTGAGE LOAN TRUST 2004-8F GSR 2004-8F 2A3                                   | CUSIP: 36242DCH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4142 | PA      | $4256.52      | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                       | NYC COMMERCIAL MORTGAGE TRUST 2025-1155 NYC 2025-1155 A                           | CUSIP: 67122BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2036000 | PA      | $2046514.72   | 0.06%             | 2042-06-10      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| FWDP 2Y RTP 4.05 1/30/26                                            | FWDP 2Y RTP 4.05 1/30/26 EXPIRATION: 1/30/26                                      | CUSIP: SWP641X51<br>LEI: N/A                  | N/A              | DIR              |  | US        |  54293000 | NC      | $4849.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G67700                                                   | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1228595 | PA      | $1151164.50   | 0.03%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                        | BX COMMERCIAL MORTGAGE TRUST 2023-XL3 BX 2023-XL3 A                               | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    608607 | PA      | $609367.88    | 0.02%             | 2040-12-09      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV1767                                                         | CUSIP: 3140ME6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1653012 | PA      | $1695704.37   | 0.05%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG Q17792                                                   | CUSIP: 3132J9C63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    345035 | PA      | $325885.28    | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.875000% 07/31/2027                                              | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  19735000 | PA      | $19815944.29  | 0.56%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FWDP 2Y RTP 4.03 2/27/26                                            | FWDP 2Y RTP 4.03 2/27/26 EXPIRATION: 2/27/2026                                    | CUSIP: SWP6419J6<br>LEI: N/A                  | N/A              | DIR              |  | US        |  54293000 | NC      | $9871.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA6599                                                      | CUSIP: 36179VKL3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    996679 | PA      | $891653.81    | 0.03%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA3058                                                         | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    346740 | PA      | $330361.59    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4778                                                      | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    140171 | PA      | $130117.88    | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                    | PHILIP MORRIS INTERNATIONAL INC 4.375000% 04/30/2030                              | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1287703.76   | 0.04%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA7185                                                        | CUSIP: 3133KN6W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    444936 | PA      | $423388.80    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AS7844                                                         | CUSIP: 3138WHWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     48049 | PA      | $43462.54     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 787804                                                      | CUSIP: 3622ADRZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1571749 | PA      | $1480837.33   | 0.04%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                   | INTEL CORP 5.625000% 02/10/2043                                                   | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    147000 | PA      | $144155.23    | 0.00%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.750000% 06/30/2030                                              | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3707000 | PA      | $3708592.86   | 0.11%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G04386                                                   | CUSIP: 3128M6F37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     12910 | PA      | $13312.51     | 0.00%             | 2038-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO LTD                                                    | TRESTLES CLO IV LTD TREST 2021-4A B1                                              | CUSIP: 89532WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3445000 | PA      | $3454356.62   | 0.10%             | 2034-07-21      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 626166                                                       | CUSIP: 36291ETX9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7482 | PA      | $7704.96      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS2709                                                         | CUSIP: 3140XJAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.03         | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781963                                                       | CUSIP: 36241KFC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     20065 | PA      | $20817.34     | 0.00%             | 2035-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 785432                                                      | CUSIP: 3622AA4R2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    963735 | PA      | $828009.07    | 0.02%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                                     | CARLISLE COS INC 5.550000% 09/15/2040                                             | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    176000 | PA      | $178157.33    | 0.01%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                         | ABBVIE INC 5.500000% 03/15/2064                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224881.38    | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4435                                                         | CUSIP: 31418D4V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    682263 | PA      | $646360.65    | 0.02%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-84 FB                                                  | CUSIP: 3136AUKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    250150 | PA      | $247666.10    | 0.01%             | 2046-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-11 IX                           | CUSIP: 38380RRQ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3002631 | PA      | $248271.05    | 0.01%             | 2062-12-16      | Floating      | 1.16%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                 | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 6.750000% 01/15/2036                      | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    283000 | PA      | $300596.09    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1450                                                         | CUSIP: 3140XGTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    585621 | PA      | $522329.24    | 0.01%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FA2234                                                         | CUSIP: 3140W2PU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4422362 | PA      | $4539930.94   | 0.13%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5118 CA                                                    | CUSIP: 3137H0T73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    459455 | PA      | $427046.81    | 0.01%             | 2033-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                        | CADENCE DESIGN SYSTEMS INC 4.200000% 09/10/2027                                   | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    485000 | PA      | $487016.34    | 0.01%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                    | PACIFIC GAS AND ELECTRIC CO 3.950000% 12/01/2047                                  | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    790000 | PA      | $590405.77    | 0.02%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                               | ESSEX PORTFOLIO LP 5.500000% 04/01/2034                                           | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    269000 | PA      | $279374.46    | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4837                                                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2547931 | PA      | $2365183.97   | 0.07%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                       | PAYCHEX INC 5.350000% 04/15/2032                                                  | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2350261.62   | 0.07%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SC0313                                                        | CUSIP: 3132D9K29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1114427 | PA      | $963157.39    | 0.03%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 604714                                                       | CUSIP: 36200MYK3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4679 | PA      | $4857.82      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                               | ELI LILLY & CO 4.200000% 08/14/2029                                               | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    816000 | PA      | $821776.31    | 0.02%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                           | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 4.300000% 01/15/2029                    | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $403586.57    | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781530                                                       | CUSIP: 36225BVX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11408 | PA      | $11812.91     | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BK2620                                                         | CUSIP: 3140HF4E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     50542 | PA      | $43194.77     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BR8478                                                         | CUSIP: 3140L7M41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69817 | PA      | $57319.33     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RJ4190                                                        | CUSIP: 3142GUUQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3940834 | PA      | $4038370.05   | 0.11%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-11 FG                                                  | CUSIP: 3136ARQU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    214008 | PA      | $211518.15    | 0.01%             | 2046-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA8722                                                      | CUSIP: 36179XVP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1490214 | PA      | $1368360.60   | 0.04%             | 2053-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                           | REALTY INCOME CORP 2.850000% 12/15/2032                                           | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    320000 | PA      | $285555.00    | 0.01%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 2.000000% 02/15/2050                                              | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9665000 | PA      | $5779745.48   | 0.16%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN DD8211                                                         | CUSIP: 3140B9DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    810463 | PA      | $817448.57    | 0.02%             | 2055-05-01      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                        | BARCLAYS PLC 5.785000% 02/25/2036                                                 | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    821000 | PA      | $856807.78    | 0.02%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                                      | SWCH COMMERCIAL MORTGAGE TRUST 2025-DATA SWCH 2025-DATA A                         | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    832000 | PA      | $827580.00    | 0.02%             | 2042-02-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781330                                                       | CUSIP: 36225BPP7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3940 | PA      | $4021.57      | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                           | REALTY INCOME CORP 2.100000% 03/15/2028                                           | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    248000 | PA      | $236608.35    | 0.01%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 711731                                                       | CUSIP: 36297GVY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    133014 | PA      | $121683.98    | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                             | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 1.900000% 08/15/2031                       | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    589000 | PA      | $516563.10    | 0.01%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4176                                                         | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2510536 | PA      | $2185512.87   | 0.06%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FP0028                                                         | CUSIP: 3140XTA68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    244120 | PA      | $212089.21    | 0.01%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                   | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2019-20D 1                       | CUSIP: 83162CB51<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    119287 | PA      | $112494.49    | 0.00%             | 2039-04-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                  | ROYALTY PHARMA PLC 5.200000% 09/25/2035                                           | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |   2380000 | PA      | $2377979.33   | 0.07%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA7409                                                      | CUSIP: 36179WGS1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1847198 | PA      | $1481354.66   | 0.04%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                            | AMERICAN EXPRESS CO 4.731000% 04/25/2029                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1146792.46   | 0.03%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS3589                                                         | CUSIP: 3140XJ7B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     79040 | PA      | $78906.13     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG C01429                                                   | CUSIP: 31292HSS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     57228 | PA      | $58814.20     | 0.00%             | 2032-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-138 PT                          | CUSIP: 38383YCC4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2706840 | PA      | $2268196.60   | 0.06%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 841703                                               | CUSIP: 31288Q3L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    407492 | PA      | $387042.98    | 0.01%             | 2050-12-01      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QC1164                                                        | CUSIP: 3133AKJH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    121372 | PA      | $99431.25     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-97 QK                           | CUSIP: 38382VCK3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1814391 | PA      | $1513001.56   | 0.04%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0037                                                         | CUSIP: 3140XFBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    176172 | PA      | $157951.61    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III Designated Activity Company | VIRGIN MEDIA VENDOR FINANCING NOTES III DAC 4.875000% 07/15/2028                  | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | NUSS              | GB        |    235000 | PA      | $308146.04    | 0.01%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                       | EQUINIX INC 3.900000% 04/15/2032                                                  | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $963991.02    | 0.03%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 605428                                                       | CUSIP: 36200NSR3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       632 | PA      | $642.54       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BR2643                                                         | CUSIP: 3140L05D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    126045 | PA      | $103109.91    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                       | ALPHABET INC 5.300000% 05/15/2065                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    492000 | PA      | $489555.92    | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BW0048                                                         | CUSIP: 3140MRBS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    202033 | PA      | $201837.84    | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 580873                                                       | CUSIP: 36201EJS0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5961 | PA      | $6140.91      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                             | UBER TECHNOLOGIES INC 4.800000% 09/15/2034                                        | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    661000 | PA      | $662240.70    | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                     | SANTANDER UK GROUP HOLDINGS PLC 2.469000% 01/11/2028                              | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |    355000 | PA      | $346734.55    | 0.01%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-45 BD                           | CUSIP: 38384KGP0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    329843 | PA      | $304229.78    | 0.01%             | 2054-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP MTN 2.884000% 10/22/2030                                     | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    265000 | PA      | $251518.25    | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                         | UNITED PARCEL SERVICE INC 6.050000% 05/14/2065                                    | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    685000 | PA      | $717056.76    | 0.02%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BQ8435                                                         | CUSIP: 3140KULR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     96930 | PA      | $82884.46     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM1263                                                         | CUSIP: 3140X4MM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     94419 | PA      | $92499.33     | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                             | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A HALST 2025-A A3                    | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1620000 | PA      | $1638256.59   | 0.05%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                   | CAPITAL ONE FINANCIAL CORP 6.051000% 02/01/2035                                   | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1426679.29   | 0.04%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                              | CVS HEALTH CORP 5.125000% 07/20/2045                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    670000 | PA      | $608202.28    | 0.02%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                           | BAT CAPITAL CORP 4.540000% 08/15/2047                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    734000 | PA      | $615487.93    | 0.02%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance/JFIN Co-Issuer 9/24 TL                            | Jefferies Finance/JFIN Co-Issuer 9/24 TL 31-Dec-49                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     54451 | PA      | $54383.25     | 0.00%             | 2049-12-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4126                                                      | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1251225 | PA      | $1132171.90   | 0.03%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                          | CATERPILLAR FINANCIAL SERVICES CORP MTN 5.000000% 05/14/2027                      | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    781000 | PA      | $794552.25    | 0.02%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0523                                                         | CUSIP: 3140XFSM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    231509 | PA      | $198003.54    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY 1.593000% 05/04/2027                                               | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    770000 | PA      | $757845.26    | 0.02%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4917                                                         | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2772343 | PA      | $2700958.47   | 0.08%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 3919 FA                                                    | CUSIP: 3137AFPQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    167642 | PA      | $166326.69    | 0.00%             | 2041-09-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                            | UNITED MEXICAN STATES 5.375000% 03/22/2033                                        | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1997000 | PA      | $1991009.00   | 0.06%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA7136                                                      | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1882013 | PA      | $1621639.92   | 0.05%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV3208                                                         | CUSIP: 3140MGR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    389156 | PA      | $322555.80    | 0.01%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                          | CSMC 2018-J1 TRUST CSMC 2018-J1 A2                                                | CUSIP: 12653TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1437176 | PA      | $1293353.93   | 0.04%             | 2048-02-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C NAVSL 2021-CA A                  | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    641012 | PA      | $584450.31    | 0.02%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                      | AUTOZONE INC 5.125000% 06/15/2030                                                 | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    570000 | PA      | $588261.95    | 0.02%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.000000% 02/15/2049                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    643000 | PA      | $481446.25    | 0.01%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                          | JP MORGAN MORTGAGE TRUST 2020-1 JPMMT 2020-1 A3A                                  | CUSIP: 46651XAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    112183 | PA      | $97605.06     | 0.00%             | 2050-06-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                            | AMERICAN EXPRESS CO 5.085000% 01/30/2031                                          | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    481000 | PA      | $495904.16    | 0.01%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-46 LY                           | CUSIP: 38383PXJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    256000 | PA      | $213547.19    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 605268                                                       | CUSIP: 36200NMR9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7736 | PA      | $7904.01      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                              | SLM STUDENT LOAN TRUST 2008-4 SLMA 2008-4 A4                                      | CUSIP: 78445AAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    190827 | PA      | $191259.97    | 0.01%             | 2022-07-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES               | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-S9 A8                | CUSIP: 92922FEV6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     32936 | PA      | $32699.16     | 0.00%             | 2033-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                  | PIEDMONT NATURAL GAS CO INC 3.500000% 06/01/2029                                  | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    736000 | PA      | $717926.05    | 0.02%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2013-9 BC                                                   | CUSIP: 3136ABQF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     90142 | PA      | $95654.18     | 0.00%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FWDP 2Y RTP 4.00 03/31/26                                           | FWDP 2Y RTP 4.00 03/31/26 EXPIRATION: 3/31/2026                                   | CUSIP: SWP641RV1<br>LEI: N/A                  | N/A              | DIR              |  | US        |  54293000 | NC      | $18235.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OHIO EDISON COMPANY                                                 | OHIO EDISON CO 144A 4.950000% 12/15/2029                                          | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $454733.53    | 0.01%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                                     | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A2A                                           | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    255437 | PA      | $255647.49    | 0.01%             | 2027-11-22      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 783050                                                      | CUSIP: 36241LL79<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    102220 | PA      | $103733.33    | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                   | CSC HOLDINGS LLC 144A 3.375000% 02/15/2031                                        | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128989.04    | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM5783                                                         | CUSIP: 3140X9M93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    221909 | PA      | $210334.88    | 0.01%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: EUR/USD SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |         1 | NC      | $580.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781976                                                       | CUSIP: 36241KFR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3819 | PA      | $3954.53      | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                    | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A B                              | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    567769 | PA      | $555536.08    | 0.02%             | 2053-01-15      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS3098                                                         | CUSIP: 3140XJNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.05         | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8220                                                        | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  10656594 | PA      | $9371234.97   | 0.27%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)                                      | CUSIP: 01F0306A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6675000 | PA      | $5861992.81   | 0.17%             | 2055-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 2.875000% 05/15/2052                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8545000 | PA      | $6097658.59   | 0.17%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                               | ALTICE FINANCING SA 144A 9.625000% 07/15/2027                                     | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | NUSS              | LU        |    130000 | PA      | $117000.00    | 0.00%             | 2027-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco B.V.                                            | DIGITAL DUTCH FINCO BV 1.000000% 01/15/2032                                       | CUSIP: N2639BAE5<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | NUSS              | US        |    315000 | PA      | $318251.66    | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES               | CHASE FUNDING TRUST SERIES 2003-6 CFAB 2003-6 1A5                                 | CUSIP: 161546HA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16638 | PA      | $16488.61     | 0.00%             | 2034-11-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                               | GEORGIA POWER CO 4.850000% 03/15/2031                                             | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    321000 | PA      | $329598.04    | 0.01%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUST                                                | CHASE ISSUANCE TRUST CHAIT 2023-A1 A                                              | CUSIP: 161571HT4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2005000 | PA      | $2029167.87   | 0.06%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES               | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR10 A7              | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     11569 | PA      | $11168.57     | 0.00%             | 2033-10-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Quidelortho TL-B  8/13/2032                                         | Quidelortho TL-B  8/13/2032 8/13/2032                                             | CUSIP: 74840YAH7<br>LEI: N/A                  | Long             | LON              |  | US        |    178313 | PA      | $177273.68    | 0.01%             | 2032-08-13      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                  | PUBLIC SERVICE CO OF OKLAHOMA 5.450000% 01/15/2036                                | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1767141.91   | 0.05%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO SE                                                    | DELIVERY HERO SE 12/12/2029                                                       | CUSIP: D2007ZAE7<br>LEI: N/A                  | Long             | LON              |  | US        |    233924 | PA      | $236262.84    | 0.01%             | 2029-12-12      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4840                                                         | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6887006 | PA      | $6724546.45   | 0.19%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                              | HILTON DOMESTIC OPERATING CO INC 144A 6.125000% 04/01/2032                        | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277568.37    | 0.01%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                         | BBCMS MORTGAGE TRUST 2025-5C33 BBCMS 2025-5C33 A4                                 | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    982000 | PA      | $1034894.06   | 0.03%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                  | MARS INC 144A 5.200000% 03/01/2035                                                | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1497430.02   | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                             | MF1 2025-FL17 LLC MF1 2025-FL17 A                                                 | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1820000 | PA      | $1817639.46   | 0.05%             | 2040-02-18      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC.                                                         | ABBVIE INC 3.200000% 11/21/2029                                                   | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1231020.74   | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4995 IC                                                    | CUSIP: 3137FUWQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    560421 | PA      | $84758.25     | 0.00%             | 2050-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST                                             | BMW VEHICLE OWNER TRUST 2023-A BMWOT 2023-A A3                                    | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    185251 | PA      | $186559.72    | 0.01%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BQ6913                                                         | CUSIP: 3140KSVF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5290022 | PA      | $4288519.22   | 0.12%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781538                                                       | CUSIP: 36225BV70<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3890 | PA      | $4028.89      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SL1660                                                        | CUSIP: 31427NZ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2204824 | PA      | $2148737.14   | 0.06%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 6.000000% 08/03/2055                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1044062.86   | 0.03%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                  | UNITED UTILITIES WATER FINANCE PLC MTN 3.750000% 05/23/2034                       | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | NUSS              | GB        |    530000 | PA      | $624289.17    | 0.02%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB4418                                                         | CUSIP: 3140QP4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68155 | PA      | $68917.24     | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BR6496                                                         | CUSIP: 3140L5GE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    116058 | PA      | $99876.09     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                         | ABBVIE INC 5.600000% 03/15/2055                                                   | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82878.11     | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS6640                                                         | CUSIP: 3140XNLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1026504 | PA      | $1000518.26   | 0.03%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO 5.244000% 01/24/2031                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    630000 | PA      | $651802.91    | 0.02%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA6562                                                        | CUSIP: 3133KNJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    283261 | PA      | $244137.95    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Global Switch Finance B.V.                                          | GLOBAL SWITCH FINANCE BV MTN 1.375000% 10/07/2030                                 | CUSIP: N/A<br>LEI: 635400GVJAKOJNEUMF33       | Long             | DBT              | NUSS              | GB        |    580000 | PA      | $643698.73    | 0.02%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KINGS PARK CLO                                                      | KINGS PARK CLO LTD KINGP 2021-1A A                                                | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401057.20    | 0.01%             | 2035-01-21      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4599                                                         | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    814698 | PA      | $717214.07    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                            | AMERICAN EXPRESS CO 4.351000% 07/20/2029                                          | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1371000 | PA      | $1379088.78   | 0.04%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                | GALAXY PIPELINE ASSETS BIDCO LTD 144A 1.750000% 09/30/2027                        | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |    359530 | PA      | $350404.96    | 0.01%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                       | NISOURCE INC 5.350000% 04/01/2034                                                 | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $3006338.21   | 0.09%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BK8309                                                         | CUSIP: 3140HNGT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     34239 | PA      | $33690.75     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                          | AMGEN INC 4.400000% 05/01/2045                                                    | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    375000 | PA      | $325622.67    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS3009                                                         | CUSIP: 3140XJKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     78093 | PA      | $67687.89     | 0.00%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA2672                                                         | CUSIP: 31418B6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    467491 | PA      | $444010.66    | 0.01%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                 | COMCAST CORP 2.937000% 11/01/2056                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    590000 | PA      | $350111.65    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                        | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.750000% 03/15/2034           | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   1337000 | PA      | $1478058.25   | 0.04%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                               | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C36 WFCM 2016-C36 XA                   | CUSIP: 95000MBS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4233051 | PA      | $27383.18     | 0.00%             | 2059-11-15      | Floating      | 1.29%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                    | PHILIP MORRIS INTERNATIONAL INC 5.375000% 02/15/2033                              | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    810000 | PA      | $845895.38    | 0.02%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                | GLENCORE FUNDING LLC 144A 5.634000% 04/04/2034                                    | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    260000 | PA      | $270595.78    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD2723                                                        | CUSIP: 3132DQAY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    344318 | PA      | $349623.89    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM1 NRZT 2024-NQM1 A1                   | CUSIP: 64828DAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1065192 | PA      | $1075615.05   | 0.03%             | 2064-03-25      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-71 PT                           | CUSIP: 38381WDY1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    135450 | PA      | $123514.21    | 0.00%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERNET BRANDS                                                     | INTERNET BRANDS 5/3/2028                                                          | CUSIP: 45567YAN5<br>LEI: N/A                  | Long             | LON              |  | US        |    126232 | PA      | $121235.63    | 0.00%             | 2028-05-03      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                           | OBX 2021-NQM2 TRUST OBX 2021-NQM2 A1                                              | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    406382 | PA      | $337312.68    | 0.01%             | 2061-05-25      | Floating      | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN 545646                                                         | CUSIP: 31385JET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1021 | PA      | $1066.05      | 0.00%             | 2026-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.                         | FRESENIUS MEDICAL CARE US FINANCE III INC 144A 1.875000% 12/01/2026               | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | DE        |   1345000 | PA      | $1302817.36   | 0.04%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                    | EMBRAER NETHERLANDS FINANCE BV 5.980000% 02/11/2035                               | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | NUSS              | BR        |    914000 | PA      | $969644.32    | 0.03%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA2472                                                         | CUSIP: 3140Q9XA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    238870 | PA      | $228489.89    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN 310088                                                         | CUSIP: 31374CND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21264 | PA      | $21802.25     | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP 3.419000% 12/20/2028                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206796.06    | 0.01%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BR4722                                                         | CUSIP: 3140L3G88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    124057 | PA      | $101397.38    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                           | INVITATION HOMES OPERATING PARTNERSHIP LP 2.000000% 08/15/2031                    | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    804000 | PA      | $694708.85    | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5182 M                                                     | CUSIP: 3137H5CE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    396571 | PA      | $355550.47    | 0.01%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN 725162                                                         | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     87239 | PA      | $90841.82     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                     | STATE OF ISRAEL 2.750000% 07/03/2030                                              | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    470000 | PA      | $433075.34    | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4869                                                         | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    457828 | PA      | $463801.08    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                            | CONSUMERS ENERGY CO 5.050000% 05/15/2035                                          | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    661000 | PA      | $672464.04    | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RE0016                                                        | CUSIP: 3133LWAR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    669220 | PA      | $585135.04    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AL7667                                                         | CUSIP: 3138EQQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    620589 | PA      | $615955.10    | 0.02%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                | USB AUTO OWNER TRUST 2025-1 USCAR 2025-1A A4                                      | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    231000 | PA      | $235047.28    | 0.01%             | 2030-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG C62771                                                   | CUSIP: 31287NCG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     10250 | PA      | $10541.53     | 0.00%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                | BAYER US FINANCE LLC 144A 6.875000% 11/21/2053                                    | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $544351.55    | 0.02%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM5313                                                         | CUSIP: 3140X83X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    136038 | PA      | $116143.47    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                        | WALMART INC 4.900000% 04/28/2035                                                  | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1639686.10   | 0.05%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 604663                                                       | CUSIP: 36200MWY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3724 | PA      | $3745.31      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BF0301                                                         | CUSIP: 3140FXKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     59284 | PA      | $57521.03     | 0.00%             | 2058-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                 | SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10B 1                                 | CUSIP: 831641FU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    379452 | PA      | $376380.78    | 0.01%             | 2032-09-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                            | GENERAL ELECTRIC CO MTN VARIABLE RATE 08/15/2036                                  | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2278162.82   | 0.06%             | 2036-08-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                 | RCKT MORTGAGE TRUST 2025-CES8 RCKT 2025-CES8 A1A                                  | CUSIP: 74939WAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    889510 | PA      | $894549.53    | 0.03%             | 2055-08-25      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                               | SWITCH ABS ISSUER LLC SWTCH 2025-1A A2                                            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2880000 | PA      | $2853263.52   | 0.08%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                              | SLM STUDENT LOAN TRUST 2003-7 SLMA 2003-7A A5A                                    | CUSIP: 78442GHH2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    955232 | PA      | $938006.56    | 0.03%             | 2033-12-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD7523                                                        | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    685025 | PA      | $590332.56    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BR3256                                                         | CUSIP: 3140L1TN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     56205 | PA      | $46551.24     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS2836                                                         | CUSIP: 3140XJEJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     89087 | PA      | $88786.46     | 0.00%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781547                                                       | CUSIP: 36225BWG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6486 | PA      | $6774.29      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                      | ENTERPRISE FLEET FINANCING 2023-2 LLC EFF 2023-2 A2                               | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    512206 | PA      | $515569.02    | 0.01%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                              | JACKSON FINANCIAL INC 3.125000% 11/23/2031                                        | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1268603.22   | 0.04%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RB5154                                                        | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    241584 | PA      | $214633.20    | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                | NAVIENT PRIVATE EDUCATION LOAN TRUST 2018-B NAVSL 2018-BA A2A                     | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     35378 | PA      | $35288.16     | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY MTN 2.699000% 01/22/2031                                           | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1495095.06   | 0.04%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA3088                                                         | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    809825 | PA      | $778582.87    | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                     | UNITEDHEALTH GROUP INC 5.625000% 07/15/2054                                       | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1101008.05   | 0.03%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                              | CVS HEALTH CORP 3.625000% 04/01/2027                                              | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138802.57    | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 621808                                                       | CUSIP: 36290YYD4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3317 | PA      | $3415.86      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                             | BAYER US FINANCE II LLC 144A 4.875000% 06/25/2048                                 | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |   1040000 | PA      | $877921.60    | 0.02%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G02444                                                   | CUSIP: 3128M4BM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     18887 | PA      | $19363.80     | 0.00%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.125000% 05/15/2048                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23730000 | PA      | $18298054.69  | 0.52%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2006-112 ST                                                 | CUSIP: 31396LQG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    177742 | PA      | $9646.98      | 0.00%             | 2036-11-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                | LXP INDUSTRIAL TRUST 6.750000% 11/15/2028                                         | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    295000 | PA      | $313577.52    | 0.01%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                             | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 2.050000% 08/01/2050                       | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     95000 | PA      | $51516.89     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-64 BC                                                  | CUSIP: 3136ATUD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    374884 | PA      | $350725.07    | 0.01%             | 2046-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023-1 TALNT 2023-1A A                       | CUSIP: 89231WAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2880000 | PA      | $2947444.99   | 0.08%             | 2036-06-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 787097                                                      | CUSIP: 3622ACX21<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    218380 | PA      | $218690.88    | 0.01%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                            | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 6.050000% 01/11/2040                     | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1210000 | PA      | $1215203.00   | 0.03%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08711                                                   | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    619007 | PA      | $579576.48    | 0.02%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2017-12 FD                                                  | CUSIP: 3136AVTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    255886 | PA      | $253766.29    | 0.01%             | 2047-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-155 X1                  | CUSIP: 3137H9ZX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8972606 | PA      | $178854.55    | 0.01%             | 2033-04-25      | Floating      | 0.42%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                            | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2025-1 GMREV 2025-1 A                    | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2867000 | PA      | $2917706.34   | 0.08%             | 2037-12-11      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL 30YR TBA (OCTOBER)                                             | CUSIP: 21H0406A6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  11950000 | PA      | $11234182.09  | 0.32%             | 2055-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QI2723                                                        | CUSIP: 3133W9AY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    558357 | PA      | $582467.41    | 0.02%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES               | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR15 A1A1            | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2655904 | PA      | $2567604.87   | 0.07%             | 2045-11-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                         | ABBVIE INC 4.950000% 03/15/2031                                                   | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    526000 | PA      | $543687.39    | 0.02%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QB9290                                                        | CUSIP: 3133AGKB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    277483 | PA      | $227621.70    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP MTN 2.972000% 02/04/2033                                     | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    550000 | PA      | $500850.14    | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD0846                                                        | CUSIP: 3132DM5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     36033 | PA      | $30854.93     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                       | GOLDMAN SACHS GROUP INC/THE 5.536000% 01/28/2036                                  | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187891.94    | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                        | WALMART INC 4.350000% 04/28/2030                                                  | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1239008.08   | 0.04%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 8B0451                                               | CUSIP: 3142AWQC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    844358 | PA      | $853068.06    | 0.02%             | 2055-07-01      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                         | ASURION LLC 1/20/2029                                                             | CUSIP: 04649VBA7<br>LEI: N/A                  | Long             | LON              |  | US        |     93211 | PA      | $89029.97     | 0.00%             | 2029-01-20      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AL0149                                                         | CUSIP: 3138EGEX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    509188 | PA      | $496386.87    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QB9482                                                        | CUSIP: 3133AGRB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    122018 | PA      | $99758.92     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                   | XEROX CORP 144A 10.250000% 10/15/2030                                             | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    445000 | PA      | $452047.02    | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 5.875000% 09/26/2045                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    695000 | PA      | $696886.92    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                | VERIZON MASTER TRUST SERIES 2025-2 VZMT 2025-2 A                                  | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1978000 | PA      | $2035543.78   | 0.06%             | 2033-01-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                  | ENERGY TRANSFER LP 4.000000% 10/01/2027                                           | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597863.57    | 0.02%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST                                        | NAVIENT REFINANCE LOAN TRUST 2025-B NAVRL 2025-B A                                | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    875000 | PA      | $873050.68    | 0.02%             | 2055-09-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 8B6045                                               | CUSIP: 3142B3WE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    552039 | PA      | $557369.82    | 0.02%             | 2055-06-01      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                    | VOLKSWAGEN FINANCIAL SERVICES AG 3.875000% 11/19/2031                             | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | NUSS              | DE        |   1500000 | PA      | $1783786.96   | 0.05%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY 5.449000% 07/20/2029                                               | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    508000 | PA      | $524921.30    | 0.01%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4091 FN                                                    | CUSIP: 3137ATDS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    206461 | PA      | $203459.96    | 0.01%             | 2042-08-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTATE LINE COMPANY                             | TRANS-ALLEGHENY INTERSTATE LINE CO 144A 5.000000% 01/15/2031                      | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1640481.70   | 0.05%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SL0845                                                        | CUSIP: 31427M5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    605049 | PA      | $546750.28    | 0.02%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORPORATION                                       | CASTLE US HOLDING CORPORATION 4/29/2030                                           | CUSIP: 14852DAG6<br>LEI: N/A                  | Long             | LON              |  | US        |     10584 | PA      | $10671.20     | 0.00%             | 2030-04-29      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                              | SEMPRA 6.550000% 04/01/2055                                                       | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    101000 | PA      | $103208.26    | 0.00%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                    | SMB PRIVATE EDUCATION LOAN TRUST 2021-E SMB 2021-E A1A                            | CUSIP: 78450MAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1334430 | PA      | $1263104.36   | 0.04%             | 2051-02-15      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1626                                                         | CUSIP: 3140XGYY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    461668 | PA      | $393756.21    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                              | ENTERGY LOUISIANA LLC 5.800000% 03/15/2055                                        | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $1025907.28   | 0.03%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                           | BAT CAPITAL CORP 4.625000% 03/22/2033                                             | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   1860000 | PA      | $1840602.66   | 0.05%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM7102                                                         | CUSIP: 3140JB3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1585308 | PA      | $1585826.41   | 0.04%             | 2052-10-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                              | BEAR STEARNS ARM TRUST 2004-2 BSARM 2004-2 14A                                    | CUSIP: 07384MM66<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3651 | PA      | $3396.08      | 0.00%             | 2034-05-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2020-47 GZ                                                  | CUSIP: 3136BAS21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    444245 | PA      | $272136.83    | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM9365                                                         | CUSIP: 3140XDMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    200441 | PA      | $179157.37    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                        | CADENCE DESIGN SYSTEMS INC 4.300000% 09/10/2029                                   | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1356489.77   | 0.04%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 2.500000% 05/15/2046                                              | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2463000 | PA      | $1731893.08   | 0.05%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                      | JOHN DEERE CAPITAL CORP 4.650000% 01/07/2028                                      | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    611000 | PA      | $620984.72    | 0.02%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                        | TENET HEALTHCARE CORP 4.375000% 01/15/2030                                        | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179920.95    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: USD/EUR SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-921.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AQ0225                                                         | CUSIP: 3138MFHB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    499673 | PA      | $459621.06    | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4988 KF                                                    | CUSIP: 3137FUQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    323005 | PA      | $319291.01    | 0.01%             | 2050-07-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1556                                                         | CUSIP: 3140XGWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1140060 | PA      | $1057349.81   | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                  | T-MOBILE USA INC 5.300000% 05/15/2035                                             | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    711000 | PA      | $728193.57    | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0774                                                         | CUSIP: 3140XF2G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5464180 | PA      | $4469799.81   | 0.13%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS4963                                                         | CUSIP: 3140XLQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1114454 | PA      | $1007074.01   | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV8546                                                         | CUSIP: 3140MNP83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    281692 | PA      | $261123.23    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)                                      | CUSIP: 01F0406A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13725000 | PA      | $12933924.76  | 0.37%             | 2055-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8182                                                        | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    905679 | PA      | $734030.97    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 592243                                                       | CUSIP: 36201S5C9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       610 | PA      | $639.75       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 2.947000% 02/24/2028                                          | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $639798.63    | 0.02%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR ZS8673                                                        | CUSIP: 3132A9T64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     39022 | PA      | $38003.41     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                                      | DTI HOLDCO INC 4/26/2029                                                          | CUSIP: 23358EAK5<br>LEI: N/A                  | Long             | LON              |  | US        |     74037 | PA      | $65661.91     | 0.00%             | 2029-04-26      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                  | BERRY GLOBAL INC 1.650000% 01/15/2027                                             | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2891556.34   | 0.08%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                        | CADENCE DESIGN SYSTEMS INC 4.700000% 09/10/2034                                   | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1617383.07   | 0.05%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS, INCORPORATED                         | AMERICAN TRANSMISSION SYSTEMS INC 144A 2.650000% 01/15/2032                       | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $193787.13    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QD4146                                                        | CUSIP: 3133B1TB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     69131 | PA      | $59323.71     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SL2020                                                        | CUSIP: 31427PG65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1018543 | PA      | $920396.27    | 0.03%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QD3644                                                        | CUSIP: 3133B1BM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    324855 | PA      | $268421.13    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 622506                                                       | CUSIP: 36291AR35<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       464 | PA      | $471.86       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2023-38 FC                                                  | CUSIP: 3136BQHF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    593983 | PA      | $592030.24    | 0.02%             | 2040-06-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                                  | AMERICAN INTERNATIONAL GROUP INC 5.450000% 05/07/2035                             | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $203132.92    | 0.01%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SC0319                                                        | CUSIP: 3132D9K86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    233236 | PA      | $201366.09    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0366                                                         | CUSIP: 3140XFMQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    142088 | PA      | $123255.23    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-30 DF                           | CUSIP: 38384JJZ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    639195 | PA      | $641957.11    | 0.02%             | 2054-02-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                             | PUBLIC SERVICE ELECTRIC AND GAS CO 4.900000% 08/15/2035                           | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    590000 | PA      | $594577.69    | 0.02%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                       | BROADCOM INC 4.900000% 07/15/2032                                                 | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    692000 | PA      | $707907.50    | 0.02%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BW9916                                                         | CUSIP: 3140N3AS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    364005 | PA      | $362776.69    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                             | STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRU SASC 2007-WF1 A1               | CUSIP: 86358BAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1370935 | PA      | $1352854.28   | 0.04%             | 2037-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 2.250000% 08/15/2046                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14765000 | PA      | $9851023.44   | 0.28%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                       | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.700000% 02/01/2036           | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   1540000 | PA      | $1520445.83   | 0.04%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A NAVSL 2019-A A2A                 | CUSIP: 63941BAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    111013 | PA      | $110566.53    | 0.00%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                  | DTE ENERGY CO 5.050000% 10/01/2035                                                | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2696998.30   | 0.08%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                              | PNC FINANCIAL SERVICES GROUP INC/THE 6.875000% 10/20/2034                         | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $396533.47    | 0.01%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                           | DLLAA 2025-1 LLC DLLAA 2025-1A A3                                                 | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1110000 | PA      | $1130843.69   | 0.03%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CLO LTD                                                    | OWL ROCK CLO III LTD OR 2020-3A AR                                                | CUSIP: 69120DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1180000 | PA      | $1186753.14   | 0.03%             | 2036-04-20      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER, LLC                               | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINAN 5.750000% 04/15/2026           | CUSIP: 74166MAC0<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70286.65     | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITICORP RESIDENTIAL MORTGAGE TRUST                                 | CITICORP RESIDENTIAL MORTGAGE TRUST SERIES 2007-1 CRMSI 2007-1 A5                 | CUSIP: 173109AE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     52137 | PA      | $51889.43     | 0.00%             | 2037-03-25      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST                           | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV BVINV 2021-5 A5                | CUSIP: 07336JAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2543728 | PA      | $2280674.89   | 0.06%             | 2051-11-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                       | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1                        | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    152728 | PA      | $146639.88    | 0.00%             | 2060-11-25      | Floating      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                  | BERRY GLOBAL INC 5.650000% 01/15/2034                                             | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    450000 | PA      | $468874.86    | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                             | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THR SASC 2003-24A 3A2              | CUSIP: 86359AG98<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12003 | PA      | $11803.06     | 0.00%             | 2033-07-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS4609                                                         | CUSIP: 3140XLDP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    771709 | PA      | $709431.92    | 0.02%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA5077                                                        | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1707983 | PA      | $1470121.43   | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                              | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SDART 2024-3 A3                     | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    514958 | PA      | $517582.95    | 0.01%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                | HOME DEPOT INC/THE 4.850000% 06/25/2031                                           | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71202.00     | 0.00%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G67713                                                   | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1172216 | PA      | $1128182.53   | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP 2.572000% 10/20/2032                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224065.48    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                         | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR  | CUSIP: 64971XQZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $789498.70    | 0.02%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                            | BX COMMERCIAL MORTGAGE TRUST 2020-VIV4 BX 2020-VIV4 A                             | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1847249.40   | 0.05%             | 2044-03-09      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                                         | ONEOK INC 5.700000% 11/01/2054                                                    | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    759000 | PA      | $716549.37    | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB0983                                                         | CUSIP: 3140QLCV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1656703 | PA      | $1431856.09   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4837                                                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1367958 | PA      | $1269842.73   | 0.04%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4980 KI                                                    | CUSIP: 3137FTLA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1495316 | PA      | $336820.63    | 0.01%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-76 2A                     | CUSIP: 31397KYA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     52608 | PA      | $48076.36     | 0.00%             | 2037-10-25      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO LTD                                                       | AIMCO CLO 22 LTD AIMCO 2024-22A A                                                 | CUSIP: 00901UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1330000 | PA      | $1335592.65   | 0.04%             | 2037-04-19      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.250000% 01/15/2028                                              | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  14120000 | PA      | $14312495.28  | 0.41%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-171 IO                          | CUSIP: 38380JGF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5175749 | PA      | $193405.85    | 0.01%             | 2059-09-16      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                                     | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A3                                            | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    220000 | PA      | $221406.13    | 0.01%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                        | US BANCORP 5.836000% 06/12/2034                                                   | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1395920.25   | 0.04%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS MORTGAGE FUNDING TRUST                                 | BEAR STEARNS MORTGAGE FUNDING TRUST 2007-AR3 BSMF 2007-AR3 1A1                    | CUSIP: 07401VAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2004353 | PA      | $1888513.33   | 0.05%             | 2037-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                      | SYNOPSYS INC 5.700000% 04/01/2055                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    419000 | PA      | $422867.71    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 BL4126                                                      | CUSIP: 3617JGSP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1450 | PA      | $1428.11      | 0.00%             | 2069-01-20      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD                               | GOLDENTREE LOAN MANAGEMENT US CLO 7 LTD GLM 2020-7A ARR                           | CUSIP: 38138LAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $4090209.20   | 0.12%             | 2034-04-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781688                                                       | CUSIP: 36225B2V9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     14140 | PA      | $14664.60     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8194                                                        | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5082367 | PA      | $4297495.47   | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                         | BBCMS MORTGAGE TRUST 2022-C17 BBCMS 2022-C17 A5                                   | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    790000 | PA      | $778320.17    | 0.02%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q032 A                    | CUSIP: 3137HKQ23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    285432 | PA      | $289118.44    | 0.01%             | 2054-11-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                         | HUDSON YARDS 2019-30HY MORTGAGE TRUST HY 2019-30HY A                              | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1225000 | PA      | $1164583.12   | 0.03%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AP9766                                                         | CUSIP: 3138MDZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    126497 | PA      | $123184.56    | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SI2090                                                        | CUSIP: 3133USKB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1412844 | PA      | $1270704.34   | 0.04%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST                                       | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP ELP 2021-ELP C                             | CUSIP: 26863LAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2479341 | PA      | $2476242.25   | 0.07%             | 2038-11-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                          | VERUS SECURITIZATION TRUST 2021-4 VERUS 2021-4 A1                                 | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    442728 | PA      | $376353.08    | 0.01%             | 2066-07-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST                                 | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 VALET 2024-1 A3                        | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    497000 | PA      | $502741.84    | 0.01%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 2.545000% 11/08/2032                                          | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $336345.10    | 0.01%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                 | COMCAST CORP 5.350000% 05/15/2053                                                 | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    286000 | PA      | $268180.38    | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                      | CITIGROUP INC 6.020000% 01/24/2036                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1123011.03   | 0.03%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1289                                                         | CUSIP: 3140XGNF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    361885 | PA      | $324691.08    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM6754                                                         | CUSIP: 3140XAQG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    286744 | PA      | $281286.79    | 0.01%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                       | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   1357000 | PA      | $1271278.12   | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                   | HSBC HOLDINGS PLC 2.357000% 08/18/2031                                            | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    250000 | PA      | $226271.61    | 0.01%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| FWDP 5Y RTP 4.22 1/30/26                                            | FWDP 5Y RTP 4.22 1/30/26 EXPIRATION: 1/30/26                                      | CUSIP: SWP641PL3<br>LEI: N/A                  | N/A              | DIR              |  | US        |  22688000 | NC      | $8061.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                  | HEWLETT PACKARD ENTERPRISE CO 5.600000% 10/15/2054                                | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    376000 | PA      | $359592.77    | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 562555                                                       | CUSIP: 36213R5Q6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4252 | PA      | $4300.79      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5178 TP                                                    | CUSIP: 3137H56A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    670362 | PA      | $599499.72    | 0.02%             | 2049-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AQ4080                                                         | CUSIP: 3138MKRA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     50309 | PA      | $48929.66     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                          | EURO-BOBL FUTURE  DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -10 | NC      | $-1384273.73  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                                    | PARAMOUNT GLOBAL 5.900000% 10/15/2040                                             | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    455000 | PA      | $417921.59    | 0.01%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 CN9873                                                      | CUSIP: 3617F96J6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    170821 | PA      | $153466.95    | 0.00%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco B.V.                                            | DIGITAL DUTCH FINCO BV 3.875000% 03/15/2035                                       | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | NUSS              | US        |    120000 | PA      | $139952.19    | 0.00%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA7051                                                      | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3730648 | PA      | $3084304.83   | 0.09%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                  | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A2 CHASE 2007-A2 1A1                     | CUSIP: 16163LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1115 | PA      | $1126.44      | 0.00%             | 2035-06-25      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                      | TRANSDIGM INC. 2/28/2031                                                          | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              |  | US        |    251322 | PA      | $251158.56    | 0.01%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                           | AT&T INC 4.550000% 11/01/2032                                                     | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    594000 | PA      | $591364.72    | 0.02%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5012 BI                                                    | CUSIP: 3137FW5T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2158393 | PA      | $449013.69    | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 787362                                                      | CUSIP: 3622ADB72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    619724 | PA      | $533803.25    | 0.02%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAST & CREW LLC                                                     | CAST & CREW LLC 29-Dec-28                                                         | CUSIP: 14835JAQ3<br>LEI: N/A                  | Long             | LON              |  | US        |     56427 | PA      | $50793.26     | 0.00%             | 2028-12-29      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G02188                                                   | CUSIP: 3128LXND8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     69786 | PA      | $71562.74     | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                              | GENERAL MOTORS FINANCIAL CO INC 5.450000% 07/15/2030                              | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2750599.98   | 0.08%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                           | DELL INTERNATIONAL LLC / EMC CORP 5.000000% 04/01/2030                            | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1167703.78   | 0.03%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | US 10YR ULTRA FUT DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -302 | NC      | $-34753593.75 | -0.99%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA6565                                                        | CUSIP: 3133KNJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  10421854 | PA      | $8952141.39   | 0.25%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 464591                                                       | CUSIP: 36208YC49<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5888 | PA      | $5997.22      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC TERM LOAN                                      | KELSO INDUSTRIES LLC TERM LOAN 26-Dec-29                                          | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              |  | US        |    124864 | PA      | $124864.16    | 0.00%             | 2029-12-26      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Worldpay/Boost Newco 1/25 (USD) TLB                                 | Worldpay/Boost Newco 1/25 (USD) TLB 1/31/2031                                     | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              |  | US        |    138798 | PA      | $138856.04    | 0.00%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| DK CROWN HOLDINGS INC TL B 1L 6.07471% 03/04/2032                   | DK CROWN HOLDINGS INC TL B 1L 6.07471% 03/04/2032 4-Mar-32                        | CUSIP: 23326SAB3<br>LEI: N/A                  | Long             | LON              |  | US        |    107486 | PA      | $107284.71    | 0.00%             | 2032-03-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                 | SYNCHRONY FINANCIAL 6.000000% 07/29/2036                                          | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    516000 | PA      | $527786.09    | 0.01%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                           | TOWD POINT MORTGAGE TRUST 2021-1 TPMT 2021-1 A1                                   | CUSIP: 89179YAR4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    309883 | PA      | $292064.10    | 0.01%             | 2061-11-25      | Floating      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                           | BPR TRUST 2022-STAR BPR 2022-STAR A                                               | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1785000 | PA      | $1784784.37   | 0.05%             | 2039-08-15      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                                           | DLLAD 2024-1 LLC DLLAD 2024-1A A3                                                 | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1810000 | PA      | $1848281.14   | 0.05%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                        | NORTHROP GRUMMAN CORP 4.650000% 07/15/2030                                        | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    492000 | PA      | $500418.55    | 0.01%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO 6.303000% 10/23/2029                                             | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    261000 | PA      | $276441.41    | 0.01%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 8C1089                                               | CUSIP: 3142BBF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    718463 | PA      | $724693.70    | 0.02%             | 2055-08-01      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| SALOMON BROTHERS MORTGAGE SECURITIES VII INCORPORATED               | CITIGROUP GLOBAL MARKETS MORTGAGE SECURITIES VII I SBM7 2003-HYB1 A               | CUSIP: 79549AYG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2292 | PA      | $2297.33      | 0.00%             | 2033-09-25      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 786709                                                      | CUSIP: 3622ACKW9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    236477 | PA      | $237073.37    | 0.01%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                          | VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 A1                                 | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    382664 | PA      | $342061.43    | 0.01%             | 2066-02-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                  | ALTRIA GROUP INC 3.875000% 09/16/2046                                             | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    468000 | PA      | $358731.87    | 0.01%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0034                                                         | CUSIP: 3140XFBC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    277647 | PA      | $247455.56    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                        | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2025-2 A                       | CUSIP: 02582JKP4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1940000 | PA      | $1958532.82   | 0.06%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                | JERSEY CENTRAL POWER & LIGHT CO 144A 4.150000% 01/15/2029                         | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    479000 | PA      | $478390.86    | 0.01%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS, INC.                                                 | ENTERGY TEXAS INC 5.250000% 04/15/2035                                            | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    775000 | PA      | $794272.16    | 0.02%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRIME MORTGAGE TRUST                                                | PRIME MORTGAGE TRUST 2004-CL1 PRIME 2004-CL1 1PO                                  | CUSIP: 74160MDQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       744 | PA      | $646.01       | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5228 TN                                                    | CUSIP: 3137H7W33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    295919 | PA      | $285775.79    | 0.01%             | 2039-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                | VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.125000% 08/15/2030                   | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37690.97     | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 611990                                                       | CUSIP: 36202W2X6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1747 | PA      | $1772.82      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RB5064                                                        | CUSIP: 3133KYTV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1028276 | PA      | $905866.75    | 0.03%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                         | ABBVIE INC 4.250000% 11/21/2049                                                   | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1060683.44   | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA2047                                                         | CUSIP: 3140Q9HZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    201217 | PA      | $198718.98    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-93 AB                           | CUSIP: 38379XX47<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    595322 | PA      | $502131.25    | 0.01%             | 2044-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                   | BERKSHIRE HATHAWAY ENERGY CO 2.850000% 05/15/2051                                 | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $844122.01    | 0.02%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                       | AEP TRANSMISSION CO LLC 5.375000% 06/15/2035                                      | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    565000 | PA      | $584563.94    | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 604842                                                       | CUSIP: 36200M5B5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11863 | PA      | $12002.98     | 0.00%             | 2033-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charter Comm Operating 11/24 B5 TLB                                 | Charter Comm Operating 11/24 B5 TLB 21-Nov-31                                     | CUSIP: 16117LCE7<br>LEI: N/A                  | Long             | LON              |  | US        |    252121 | PA      | $251994.92    | 0.01%             | 2031-11-21      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                    | STACK INFRASTRUCTURE ISSUER LLC SIDC 2021-1A A2                                   | CUSIP: 85236KAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2775000 | PA      | $2736096.72   | 0.08%             | 2046-03-26      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV4119                                                         | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8746914 | PA      | $7380365.08   | 0.21%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA5077                                                      | CUSIP: 36179TUA1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1566716 | PA      | $1454351.50   | 0.04%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4454                                                      | CUSIP: 36179S5P8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    428850 | PA      | $436795.77    | 0.01%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                      | AUTOZONE INC 6.250000% 11/01/2028                                                 | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $349922.36    | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                               | NOMURA HOLDINGS INC 4.904000% 07/01/2030                                          | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | NUSS              | JP        |   1120000 | PA      | $1135914.92   | 0.03%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                           | AT&T INC 3.800000% 12/01/2057                                                     | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    453000 | PA      | $323010.53    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM6448                                                         | CUSIP: 3140XAEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    510304 | PA      | $416927.78    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                         | AMERICAN HOMES 4 RENT LP 5.500000% 07/15/2034                                     | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    241000 | PA      | $248341.93    | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                             | BROOKFIELD FINANCE INC 5.330000% 01/15/2036                                       | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | NUSS              | CA        |    733000 | PA      | $736869.46    | 0.02%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD2138                                                        | CUSIP: 3132DPLT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     80944 | PA      | $82500.00     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                          | AMERICAN TOWER CORP 2.700000% 04/15/2031                                          | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    575000 | PA      | $524595.80    | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                     | UNITEDHEALTH GROUP INC 5.500000% 07/15/2044                                       | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    424000 | PA      | $424800.63    | 0.01%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1074                                                         | CUSIP: 3140XGFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2173351 | PA      | $1947110.12   | 0.06%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA1591                                                         | CUSIP: 31418AXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    149968 | PA      | $149218.57    | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BC9077                                                         | CUSIP: 3140F5CP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    157824 | PA      | $147525.29    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 2.375000% 05/15/2027                                              | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  11250000 | PA      | $11024121.15  | 0.31%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA3663                                                      | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8525 | PA      | $7936.39      | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08747                                                   | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1242049 | PA      | $1123807.86   | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                              | REYNOLDS AMERICAN INC 8.125000% 05/01/2040                                        | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $680025.12    | 0.02%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                          | CSMC 2017-RPL1 TRUST CSMC 2017-RPL1 M2                                            | CUSIP: 22945AAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1760000 | PA      | $1371666.74   | 0.04%             | 2057-07-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                               | VOLKSWAGEN INTERNATIONAL FINANCE NV 7.875000% MATURITY: PERPETUAL                 | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | NUSS              | DE        |    400000 | PA      | $542281.33    | 0.02%             | 2174-09-06      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD5660                                                        | CUSIP: 3132DTJD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1200867 | PA      | $1229001.00   | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 564637                                                       | CUSIP: 36213UHN3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9996 | PA      | $10477.98     | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                           | DLLAD 2025-1 LLC DLLAD 2025-1A A3                                                 | CUSIP: 23347BAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    635000 | PA      | $640476.81    | 0.02%             | 2030-09-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                          | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2024-3 A1                        | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   1577000 | PA      | $1584030.74   | 0.04%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM8786                                                         | CUSIP: 3140XCXQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    147251 | PA      | $126392.50    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA5341                                                         | CUSIP: 31418E5B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    245426 | PA      | $231384.54    | 0.01%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entain/GVC Holdings 7/25 (2029) B6                                  | Entain/GVC Holdings 7/25 (2029) B6 10/31/2029                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     79246 | PA      | $79151.92     | 0.00%             | 2029-10-31      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 579166                                                       | CUSIP: 36201CMP6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13909 | PA      | $14324.80     | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA5107                                                         | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7950866 | PA      | $8029185.98   | 0.23%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-69 BF                                                  | CUSIP: 3136ATA53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    333647 | PA      | $330652.68    | 0.01%             | 2046-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8257                                                        | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2567305 | PA      | $2501730.08   | 0.07%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                          | APPLE INC 4.200000% 05/12/2030                                                    | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    894000 | PA      | $903639.82    | 0.03%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                           | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 5.200000% 04/01/2028                    | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $269964.81    | 0.01%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                                         | ELMWOOD CLO 29 LTD ELM29 2024-5A AR1                                              | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    760000 | PA      | $762837.84    | 0.02%             | 2037-04-20      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD5321                                                        | CUSIP: 3132DS4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5011133 | PA      | $4735326.84   | 0.13%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG U92272                                                   | CUSIP: 3132HCMV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     40855 | PA      | $40700.26     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                  | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.950000% 09/10/2034           | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1600000 | PA      | $1592652.11   | 0.05%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.875000% 08/15/2045                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10802000 | PA      | $11043357.19  | 0.31%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BQ1528                                                         | CUSIP: 3140KLVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     53119 | PA      | $43487.69     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 780958                                                       | CUSIP: 36225BB31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1164 | PA      | $1185.52      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EOC BORROWER TL                                                     | EOC BORROWER TL 3/24/2028                                                         | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              |  | US        |    215000 | PA      | $214731.25    | 0.01%             | 2028-03-24      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 555704                                                       | CUSIP: 36213JKR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       568 | PA      | $579.31       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD1751                                                        | CUSIP: 3132DN5L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    155033 | PA      | $133113.57    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 BD                           | CUSIP: 38382NFU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    426385 | PA      | $425251.84    | 0.01%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1539                                                         | CUSIP: 3140XGV97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    141230 | PA      | $129354.84    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA7043                                                      | CUSIP: 36179VZG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1773229 | PA      | $1496621.68   | 0.04%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 520234                                                       | CUSIP: 36211Q4T5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       596 | PA      | $610.98       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4718                                                      | CUSIP: 36179TG33<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     60773 | PA      | $55030.72     | 0.00%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G07848                                                   | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    806126 | PA      | $761372.22    | 0.02%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                               | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.850000% 12/01/2035           | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1413373.21   | 0.04%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-181 L                           | CUSIP: 38379HMV4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    306245 | PA      | $278784.61    | 0.01%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QI8824                                                        | CUSIP: 3133WFYV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    591598 | PA      | $599345.74    | 0.02%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: USD/AUD SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-1701.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD2715                                                        | CUSIP: 3132DQAQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     74554 | PA      | $73227.53     | 0.00%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                     | CIGNA GROUP/THE 4.375000% 10/15/2028                                              | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    810000 | PA      | $814260.74    | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD6421                                                        | CUSIP: 3132DUD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2905023 | PA      | $3029792.80   | 0.09%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                             | CORP NACIONAL DEL COBRE DE CHILE 144A 6.330000% 01/13/2035                        | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    467000 | PA      | $497938.75    | 0.01%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST                                   | BUNKER HILL LOAN DEPOSITARY TRUST 2019-2 BHLD 2019-2 A1                           | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    127241 | PA      | $124744.87    | 0.00%             | 2049-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                 | NELNET STUDENT LOAN TRUST 2021-D NSLT 2021-DA AFX                                 | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    228623 | PA      | $217204.54    | 0.01%             | 2062-04-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.625000% 08/31/2030                                              | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9601000 | PA      | $9551494.84   | 0.27%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.125000% 02/28/2027                                              | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8205000 | PA      | $8254037.67   | 0.23%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG U99045                                                   | CUSIP: 3132H7BP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    379558 | PA      | $358690.61    | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 2.739000% 10/15/2030                                          | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    855000 | PA      | $807461.94    | 0.02%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5092 AP                                                    | CUSIP: 3137FYAR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    328486 | PA      | $288878.09    | 0.01%             | 2041-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 8B0454                                               | CUSIP: 3142AWQF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    543546 | PA      | $547750.41    | 0.02%             | 2055-08-01      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BF0191                                                         | CUSIP: 3140FXF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    298098 | PA      | $281605.00    | 0.01%             | 2057-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                  | T-MOBILE USA INC 3.875000% 04/15/2030                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    285000 | PA      | $279467.73    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA5552                                                         | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4408118 | PA      | $4373888.52   | 0.12%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 783094                                                       | CUSIP: 36241LNK8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     24893 | PA      | $25841.08     | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                   | MORGAN STANLEY PRIVATE BANK NA 4.734000% 07/18/2031                               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3133000 | PA      | $3179785.93   | 0.09%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0697                                                         | CUSIP: 3140XFX30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    416081 | PA      | $372222.08    | 0.01%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08631                                                   | CUSIP: 3128MJVZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    202994 | PA      | $185348.89    | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTH COMMERCIAL MORTGAGE TRUST                                     | NRTH COMMERCIAL MORTGAGE TRUST 2025-PARK NRTH 2025-PARK A                         | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    830000 | PA      | $827867.81    | 0.02%             | 2040-10-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                              | MCDONALD'S CORP MTN 6.300000% 03/01/2038                                          | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    393000 | PA      | $434052.63    | 0.01%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES, LLC                                                | ARTERA SERVICES, LLC 2/15/2031                                                    | CUSIP: 73937UAL2<br>LEI: N/A                  | Long             | LON              |  | US        |    147959 | PA      | $131798.97    | 0.00%             | 2031-02-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB0610                                                         | CUSIP: 3140QKVC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5090154 | PA      | $4360648.62   | 0.12%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTATE LINE COMPANY                             | TRANS-ALLEGHENY INTERSTATE LINE CO 144A 5.000000% 01/15/2031                      | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    652000 | PA      | $668496.29    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                              | PNC FINANCIAL SERVICES GROUP INC/THE 5.373000% 07/21/2036                         | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    440000 | PA      | $452789.97    | 0.01%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG A34552                                                   | CUSIP: 31297QBV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       762 | PA      | $768.10       | 0.00%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY TEX UNIV REVS                                            | UNIV OF TEXAS TX UNIV REVENUES BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM | CUSIP: 91514AKD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $184567.64    | 0.01%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                               | DELTA AIR LINES INC 5.250000% 07/10/2030                                          | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2734115.15   | 0.08%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 786726                                                      | CUSIP: 3622ACLF5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1157377 | PA      | $941797.99    | 0.03%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                 | NELNET STUDENT LOAN TRUST 2021-C NSLT 2021-CA AFX                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1158174 | PA      | $1084968.06   | 0.03%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                      | MORGAN STANLEY CAPITAL I TRUST 2022-L8 MSC 2022-L8 AS                             | CUSIP: 61774LBN8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    580000 | PA      | $533746.28    | 0.02%             | 2055-04-15      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB0470                                                         | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1051936 | PA      | $945636.84    | 0.03%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP.                                                  | CI FINANCIAL CORP 3.200000% 12/17/2030                                            | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | NUSS              | CA        |   3075000 | PA      | $2759556.78   | 0.08%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AL9468                                                         | CUSIP: 3138ERQW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    682633 | PA      | $665357.31    | 0.02%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 841976                                               | CUSIP: 31288RFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2577744 | PA      | $2599007.78   | 0.07%             | 2055-06-01      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                         | UNITED PARCEL SERVICE INC 5.200000% 04/01/2040                                    | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239921.94    | 0.01%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 544472                                                       | CUSIP: 36212U2D2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2713 | PA      | $2778.14      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                              | GENERAL MOTORS CO 5.350000% 04/15/2028                                            | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1560314.64   | 0.04%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Aspen Dntl TL 12/23/2027                                            | Aspen Dntl TL 12/23/2027 23-Dec-27                                                | CUSIP: 00709LAH0<br>LEI: N/A                  | Long             | LON              |  | US        |    109462 | PA      | $102985.15    | 0.00%             | 2027-12-23      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA3521                                                      | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    284639 | PA      | $264381.42    | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                           | AT&T INC 5.550000% 11/01/2045                                                     | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    476000 | PA      | $471267.93    | 0.01%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM6400                                                         | CUSIP: 3140JBDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    301296 | PA      | $290702.22    | 0.01%             | 2050-06-01      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                 | VIRGINIA ELECTRIC AND POWER CO 2.950000% 11/15/2051                               | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    343000 | PA      | $219354.21    | 0.01%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2019-41 FG                                                  | CUSIP: 3136B5D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    493215 | PA      | $479382.02    | 0.01%             | 2059-08-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                 | PETROLEOS MEXICANOS 2.460000% 12/15/2025                                          | CUSIP: 71654QBY7<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     92250 | PA      | $91391.54     | 0.00%             | 2025-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA2670                                                         | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    343416 | PA      | $310561.39    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST                                                   | T-MOBILE US TRUST 2024-2 TMUST 2024-2A A                                          | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2291000 | PA      | $2299808.44   | 0.07%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL 30YR TBA (OCTOBER)                                             | CUSIP: 21H0326A3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1545000 | PA      | $1408446.80   | 0.04%             | 2055-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                           | AT&T INC 4.900000% 11/01/2035                                                     | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    594000 | PA      | $589362.47    | 0.02%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                         | ALLY AUTO RECEIVABLES TRUST 2022-3 ALLYA 2022-3 A4                                | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    336000 | PA      | $337833.75    | 0.01%             | 2028-10-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA1530                                                         | CUSIP: 3140Q8VY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    151468 | PA      | $142442.63    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QE2241                                                        | CUSIP: 3133BBP29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    225661 | PA      | $222244.33    | 0.01%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION                                 | HSBC BANK USA NA 7.000000% 01/15/2039                                             | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    275000 | PA      | $324274.54    | 0.01%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                                 | TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST TAOT 2025-B A3                         | CUSIP: 89231HAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    178000 | PA      | $179450.47    | 0.01%             | 2029-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0024                                                         | CUSIP: 3140XFA27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    189672 | PA      | $163736.29    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES               | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR9 1A6              | CUSIP: 92922FBV9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     13330 | PA      | $13233.85     | 0.00%             | 2033-09-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-64 PE                                                  | CUSIP: 3136ATTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    363000 | PA      | $280204.46    | 0.01%             | 2046-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                   | MORGAN STANLEY PRIVATE BANK NA 4.734000% 07/18/2031                               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    750000 | PA      | $761199.95    | 0.02%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5335 FB                                                    | CUSIP: 3137HAL87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    778018 | PA      | $780145.40    | 0.02%             | 2039-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM6650                                                         | CUSIP: 3140XAL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.04         | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                 | KINDER MORGAN INC 5.200000% 03/01/2048                                            | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    205000 | PA      | $187835.93    | 0.01%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA5467                                                      | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    274655 | PA      | $271534.94    | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG Q41209                                                   | CUSIP: 3132WEKX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     35688 | PA      | $33518.02     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA5712                                                      | CUSIP: 36179UKZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    130453 | PA      | $132431.21    | 0.00%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US LONG BOND(CBT) DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        48 | NC      | $5596500.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2024-64 KY                                                  | CUSIP: 3136BSN43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    284000 | PA      | $244875.02    | 0.01%             | 2043-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA1710                                                         | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    934079 | PA      | $920452.16    | 0.03%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                           | REALTY INCOME CORP 3.400000% 01/15/2030                                           | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    265000 | PA      | $256546.24    | 0.01%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QC0160                                                        | CUSIP: 3133AJE90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    105524 | PA      | $86310.49     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA1404                                                         | CUSIP: 31418AR26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    221737 | PA      | $209291.26    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BT8269                                                         | CUSIP: 3140LXFK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    193051 | PA      | $189013.63    | 0.01%             | 2052-08-01      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM7401                                                         | CUSIP: 3140XBGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    646865 | PA      | $553294.17    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB9065                                                         | CUSIP: 3140QVCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1160563 | PA      | $1176618.65   | 0.03%             | 2054-08-01      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                          | VERUS SECURITIZATION TRUST 2021-5 VERUS 2021-5 A1                                 | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1062485 | PA      | $925224.73    | 0.03%             | 2066-09-25      | Floating      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BT1205                                                         | CUSIP: 3140LPKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    260585 | PA      | $231261.50    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AB6672                                                         | CUSIP: 31417DMW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6286532 | PA      | $5785981.24   | 0.16%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                         | AKER BP ASA 144A 5.800000% 10/01/2054                                             | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | NUSS              | NO        |    160000 | PA      | $148337.73    | 0.00%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                              | SEQUOIA MORTGAGE TRUST 2018-CH4 SEMT 2018-CH4 B1B                                 | CUSIP: 81747LCE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    830146 | PA      | $831304.54    | 0.02%             | 2048-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                   | INTEL CORP 3.734000% 12/08/2047                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1133773.60   | 0.03%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                    | HEALTHCARE REALTY HOLDINGS LP 3.100000% 02/15/2030                                | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    880000 | PA      | $827963.14    | 0.02%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM6343                                                         | CUSIP: 3140XABM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70878 | PA      | $58236.50     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                          | MIDAMERICAN ENERGY CO 2.700000% 08/01/2052                                        | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    297000 | PA      | $186707.69    | 0.01%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QC5265                                                        | CUSIP: 3133APZ69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    268306 | PA      | $228161.43    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4954 LB                                                    | CUSIP: 3137FR2N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    267950 | PA      | $237384.69    | 0.01%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                          | CSMC 2022-ATH2 CSMC 2022-ATH2 A1                                                  | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2188684 | PA      | $2180915.18   | 0.06%             | 2067-05-25      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| JGWPT LLC                                                           | JGWPT XXX LLC HENDR 2013-3A A                                                     | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    536544 | PA      | $509303.70    | 0.01%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08741                                                   | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    662463 | PA      | $599402.58    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD6603                                                        | CUSIP: 3132DUKQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2730698 | PA      | $2726707.76   | 0.08%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4562                                                         | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8699308 | PA      | $7049252.55   | 0.20%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                               | FOUNDRY JV HOLDCO LLC 144A 6.300000% 01/25/2039                                   | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    226000 | PA      | $243035.90    | 0.01%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                 | STAR 2021-1 TRUST STAR 2021-1 A1                                                  | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    131195 | PA      | $123224.51    | 0.00%             | 2065-05-25      | Floating      | 1.22%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                            | HCA INC 5.250000% 06/15/2049                                                      | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    398000 | PA      | $364563.73    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM8968                                                         | CUSIP: 3140XC6E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2245522 | PA      | $2064071.40   | 0.06%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                           | REALTY INCOME CORP 4.875000% 07/06/2030                                           | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | NUSS              | US        |    300000 | PA      | $377889.06    | 0.01%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                | META PLATFORMS INC 5.550000% 08/15/2064                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1796701.22   | 0.05%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                          | DUKE ENERGY CAROLINAS LLC 4.250000% 12/15/2041                                    | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    878000 | PA      | $775518.39    | 0.02%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 3316 JO                                                    | CUSIP: 31397HKD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       698 | PA      | $580.48       | 0.00%             | 2037-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 505636                                                       | CUSIP: 36210XV53<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       280 | PA      | $284.35       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA3210                                                         | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    835214 | PA      | $777769.20    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM7727                                                         | CUSIP: 3140XBSR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     61506 | PA      | $53352.91     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 605279                                                       | CUSIP: 36200NM40<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9741 | PA      | $10216.37     | 0.00%             | 2034-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781990                                                       | CUSIP: 36241KF78<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6587 | PA      | $6862.20      | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 629077                                                       | CUSIP: 36291H2J2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     19444 | PA      | $20072.60     | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORPORATION                                      | RFC PRINCIPAL  STRIP ZERO COUPON 04/15/2030                                       | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4270000 | PA      | $3572810.63   | 0.10%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB9499                                                         | CUSIP: 3140QVRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    790172 | PA      | $824109.59    | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                              | CVS HEALTH CORP 5.000000% 02/20/2026                                              | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1296851.79   | 0.04%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AT3874                                                         | CUSIP: 3138WRJU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13864 | PA      | $13610.13     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FWDP 5Y RTP 4.22 2/27/26                                            | FWDP 5Y RTP 4.22 2/27/26 EXPIRATION: 2/27/2026                                    | CUSIP: SWP641FH3<br>LEI: N/A                  | N/A              | DIR              |  | US        |  22688000 | NC      | $13888.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM8864                                                         | CUSIP: 3140XCZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    408416 | PA      | $350937.50    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN 253777                                                         | CUSIP: 31371J2J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16329 | PA      | $16351.78     | 0.00%             | 2031-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                               | GEORGIA POWER CO 5.200000% 03/15/2035                                             | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    181000 | PA      | $185477.18    | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CC0430                                                         | CUSIP: 3140Y6PQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4444743 | PA      | $4506719.51   | 0.13%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEGIS ASSET BACKED SECURITIES TRUST                                 | AEGIS ASSET BACKED SEC CORP MORT PASS THR CERTS SE AABST 2003-3 M1                | CUSIP: 00764MAV9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    266046 | PA      | $268457.97    | 0.01%             | 2034-01-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.625000% 09/30/2030                                              | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6996000 | PA      | $7272014.03   | 0.21%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SI2049                                                        | CUSIP: 3133USH20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    761894 | PA      | $691165.91    | 0.02%             | 2043-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                              | CVS HEALTH CORP 1.875000% 02/28/2031                                              | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1442733.32   | 0.04%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BF0685                                                         | CUSIP: 3140FXXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    347791 | PA      | $309869.31    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QC0165                                                        | CUSIP: 3133AJFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    122054 | PA      | $105033.63    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                           | AT&T INC 3.500000% 06/01/2041                                                     | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    246000 | PA      | $196646.75    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                              | LOWE'S COS INC 4.250000% 03/15/2031                                               | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    796000 | PA      | $790848.52    | 0.02%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST                                       | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD MAD 2025-11MD C                           | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1520000 | PA      | $1525669.30   | 0.04%             | 2042-10-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST              | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A2               | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    824457 | PA      | $828054.71    | 0.02%             | 2027-07-20      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                                             | MVW 2023-2 LLC MVWOT 2023-2A A                                                    | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    441449 | PA      | $453033.93    | 0.01%             | 2040-11-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.375000% 09/15/2028                                              | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3477000 | PA      | $3453367.25   | 0.10%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG A46280                                                   | CUSIP: 3128K66R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      5496 | PA      | $5631.25      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Calpine 1/24 B5 TL                                                  | Calpine 1/24 B5 TL 2/15/2032                                                      | CUSIP: 13134MBX0<br>LEI: N/A                  | Long             | LON              |  | US        |    215445 | PA      | $215188.42    | 0.01%             | 2032-02-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA9437                                                        | CUSIP: 3133KRPW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    241249 | PA      | $244644.33    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-92 IA                           | CUSIP: 38381H8D6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1976560 | PA      | $106173.68    | 0.00%             | 2064-06-16      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                 | SUMITOMO MITSUI TRUST BANK LTD MTN 4.350000% 09/11/2030                           | CUSIP: 86563VCF4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | NUSS              | JP        |    661000 | PA      | $662629.06    | 0.02%             | 2030-09-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 2.375000% 03/31/2029                                              | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  33015000 | PA      | $31635076.01  | 0.90%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM5754                                                         | CUSIP: 3140X9MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     34323 | PA      | $33318.75     | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AL4741                                                         | CUSIP: 3138EMHT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65435 | PA      | $65108.61     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN 995504                                                         | CUSIP: 31416B3M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19371 | PA      | $20373.07     | 0.00%             | 2038-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS, INC.                                              | VERISK ANALYTICS INC 4.500000% 08/15/2030                                         | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    590000 | PA      | $591771.24    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL 30YR TBA (OCTOBER)                                             | CUSIP: 21H0426A2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7000000 | PA      | $6787211.69   | 0.19%             | 2055-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB9357                                                         | CUSIP: 3140QVMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    140919 | PA      | $149150.49    | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                           | AT&T INC 3.500000% 09/15/2053                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    516000 | PA      | $356918.73    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                              | CVS HEALTH CORP 5.700000% 06/01/2034                                              | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    707000 | PA      | $737786.81    | 0.02%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-153 KA                          | CUSIP: 38383YJQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    421620 | PA      | $415905.89    | 0.01%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD2567                                                        | CUSIP: 3132DPZ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    385409 | PA      | $375652.15    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 6.100000% 09/26/2065                                                  | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    695000 | PA      | $693720.07    | 0.02%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL 30YR TBA (OCTOBER)                                             | CUSIP: 21H0506A5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  15175000 | PA      | $15093346.06  | 0.43%             | 2055-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 621723                                                       | CUSIP: 36290YVQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8780 | PA      | $8987.30      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                           | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 3.250000% 03/15/2028                    | CUSIP: 708696BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334000 | PA      | $325943.80    | 0.01%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS6158                                                         | CUSIP: 3140XMZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    244485 | PA      | $231104.67    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR ZS4511                                                        | CUSIP: 3132A5AL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    275270 | PA      | $253123.22    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QC0041                                                        | CUSIP: 3133AJBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    128274 | PA      | $104830.97    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                  | FIRST FRANKLIN MORTGAGE LOAN TRUST 2004-FF5 FFML 2004-FF5 A3C                     | CUSIP: 32027NKU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    187627 | PA      | $176916.92    | 0.01%             | 2034-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                       | UBS COMMERCIAL MORTGAGE TRUST 2017-C4 UBSCM 2017-C4 A3                            | CUSIP: 90276RBD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400852 | PA      | $394620.49    | 0.01%             | 2050-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QC0161                                                        | CUSIP: 3133AJFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    133835 | PA      | $109369.44    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WBHT COMMERCIAL MORTGAGE TRUST                                      | WBHT COMMERCIAL MORTGAGE TRUST 2025-WBM WBHT 2025-WBM A                           | CUSIP: 92943QAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1685000 | PA      | $1684999.33   | 0.05%             | 2042-06-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4492                                                         | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5579649 | PA      | $4523249.17   | 0.13%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                       | CITIBANK NA 5.570000% 04/30/2034                                                  | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1033295.77   | 0.03%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS4270                                                         | CUSIP: 3140XKW89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1006564 | PA      | $822164.66    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA2773                                                         | CUSIP: 31418CCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    960739 | PA      | $910826.40    | 0.03%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                           | REALTY INCOME CORP 3.950000% 02/01/2029                                           | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    522000 | PA      | $519412.61    | 0.01%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CLARK CNTY NEV ARPT REV                                             | CLARK CNTY NV ARPT REVENUE COUNTY OF CLARK DEPARTMENT OF AVIATION                 | CUSIP: 18085PMT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    413000 | PA      | $463676.09    | 0.01%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG B70787                                                   | CUSIP: 3129882U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     26896 | PA      | $26879.75     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AL5760                                                         | CUSIP: 3138ENMJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    132432 | PA      | $128801.23    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                               | ALTICE FINANCING SA 144A 5.000000% 01/15/2028                                     | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | NUSS              | LU        |     89000 | PA      | $69197.50     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4957 MY                                                    | CUSIP: 3137FRRE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    312000 | PA      | $262474.09    | 0.01%             | 2050-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST                          | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2016-JP2 A4              | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    980000 | PA      | $968205.90    | 0.03%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                          | AMGEN INC 6.375000% 06/01/2037                                                    | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    910000 | PA      | $1014527.16   | 0.03%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2018-45 TM                                                  | CUSIP: 3136B2EV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    382053 | PA      | $346497.11    | 0.01%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.500000% 09/30/2027                                              | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3304000 | PA      | $3296901.55   | 0.09%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                         | ONEOK INC 5.850000% 11/01/2064                                                    | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100224.18    | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RR LTD                                                              | RR 8 LTD RRAM 2020-8A A2R                                                         | CUSIP: 74980FAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2810000 | PA      | $2813759.78   | 0.08%             | 2037-07-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                        | GS MORTGAGE SECURITIES TRUST 2020-GSA2 GSMS 2020-GSA2 A4                          | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1055000 | PA      | $943339.86    | 0.03%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                    | PACIFIC GAS AND ELECTRIC CO 2.100000% 08/01/2027                                  | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1638918.05   | 0.05%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2011-142 EF                                                 | CUSIP: 3136A3NR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    172729 | PA      | $171395.25    | 0.00%             | 2042-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                     | ENEL FINANCE INTERNATIONAL NV MTN 4.500000% 02/20/2043                            | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | NUSS              | IT        |    290000 | PA      | $345497.02    | 0.01%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-197 LF                          | CUSIP: 38383LFS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1688124 | PA      | $1679738.49   | 0.05%             | 2052-11-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SC0188                                                        | CUSIP: 3132D9F58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    202498 | PA      | $176147.14    | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QC4818                                                        | CUSIP: 3133APK73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     77055 | PA      | $66078.37     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA6030                                                      | CUSIP: 36179UVX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     68736 | PA      | $61907.58     | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AX5505                                                         | CUSIP: 3138Y7DK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     18988 | PA      | $18809.61     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                  | BMO 2025-C12 MORTGAGE TRUST BMO 2025-C12 A5                                       | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    328000 | PA      | $352120.00    | 0.01%             | 2058-06-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY MTN 2.511000% 10/20/2032                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    650000 | PA      | $579902.43    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AS9830                                                         | CUSIP: 3138WK4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    272776 | PA      | $262280.58    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 785559                                                      | CUSIP: 3622ABB43<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    526083 | PA      | $467809.91    | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0584                                                         | CUSIP: 3140XFUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     73484 | PA      | $60150.82     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LES VETEMENTS DE SPORT GILDAN INC.                                  | GILDAN ACTIVEWEAR INC 144A 5.400000% 10/07/2035                                   | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | NUSS              | CA        |    174000 | PA      | $174024.17    | 0.00%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BT3270                                                         | CUSIP: 3140LRT40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68454 | PA      | $58799.51     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RC2401                                                        | CUSIP: 3133L8U29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3100786 | PA      | $2872501.23   | 0.08%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA6943                                                         | CUSIP: 3140QEWD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1857246 | PA      | $1512544.26   | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                    | DEUTSCHE BANK AG/NEW YORK NY 4.999000% 09/11/2030                                 | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    790000 | PA      | $801313.13    | 0.02%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD2688                                                        | CUSIP: 3132DP6Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    160278 | PA      | $163041.58    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                              | TIME WARNER CABLE LLC 7.300000% 07/01/2038                                        | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2698947.09   | 0.08%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                | DTE ELECTRIC CO 3.650000% 03/01/2052                                              | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    183000 | PA      | $136847.85    | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5473 BF                                                    | CUSIP: 3137HHFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    695249 | PA      | $698594.19    | 0.02%             | 2054-11-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                        | BX COMMERCIAL MORTGAGE TRUST 2024-VLT5 BX 2024-VLT5 A                             | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    790000 | PA      | $804723.15    | 0.02%             | 2046-11-13      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                            | BX TRUST 2019-OC11 BX 2019-OC11 A                                                 | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1133985.48   | 0.03%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD7509                                                        | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    229827 | PA      | $206153.21    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 552885                                                       | CUSIP: 36213FF24<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7371 | PA      | $7671.70      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)                                      | CUSIP: 01F0506A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1530000 | PA      | $1517235.45   | 0.04%             | 2055-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COTIVITI 2/25 INCREMENTAL COV-LITE TL                               | COTIVITI 2/25 INCREMENTAL COV-LITE TL 3/26/2032                                   | CUSIP: 22164MAF4<br>LEI: N/A                  | Long             | LON              |  | US        |     77911 | PA      | $76417.16     | 0.00%             | 2032-03-26      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                 | SOUTHWESTERN ELECTRIC POWER CO 1.650000% 03/15/2026                               | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    375000 | PA      | $370588.66    | 0.01%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                     | PALMER SQUARE LOAN FUNDING 2022-3 LTD PSTAT 2022-3A A1BR                          | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2270000 | PA      | $2269625.45   | 0.06%             | 2031-04-15      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST                                                           | MFA 2021-NQM2 TRUST MFRA 2021-NQM2 A1                                             | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    193732 | PA      | $171388.72    | 0.00%             | 2064-11-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD7521                                                        | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    658979 | PA      | $566566.43    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG A40879                                                   | CUSIP: 3128K06Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     12232 | PA      | $12530.98     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                               | NEXTERA ENERGY CAPITAL HOLDINGS INC 5.450000% 03/15/2035                          | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4395746.27   | 0.12%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                     | CIGNA GROUP/THE 3.400000% 03/01/2027                                              | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    380000 | PA      | $376384.92    | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-82 FE                                                  | CUSIP: 3136AUBK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    563856 | PA      | $559356.95    | 0.02%             | 2046-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.625000% 08/31/2027                                              | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6597000 | PA      | $6596742.32   | 0.19%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO 4.970000% 04/23/2029                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1791000 | PA      | $1825103.43   | 0.05%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4631                                                         | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    698090 | PA      | $622336.92    | 0.02%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN OWNER TRUST                                       | FREMONT HOME LOAN TRUST 2005-E FHLT 2005-E 2A4                                    | CUSIP: 35729PNC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2380710 | PA      | $2303854.52   | 0.07%             | 2036-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC.                                     | GE HEALTHCARE TECHNOLOGIES INC 5.500000% 06/15/2035                               | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    425000 | PA      | $440548.88    | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 4.000000% 07/15/2046                                                  | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    446000 | PA      | $347422.24    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AL7500                                                         | CUSIP: 3138EQKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     96138 | PA      | $93570.00     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                            | UNITED MEXICAN STATES 5.625000% 09/22/2035                                        | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    475000 | PA      | $472653.50    | 0.01%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 2.250000% 08/15/2049                                              | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5845000 | PA      | $3730753.91   | 0.11%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS2296                                                         | CUSIP: 3140XHRS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    831164 | PA      | $765067.24    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corporation                                           | BAUSCH + LOMB CORP 144A 8.375000% 10/01/2028                                      | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | NUSS              | US        |    350000 | PA      | $364765.63    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.875000% 09/30/2032                                              | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6965000 | PA      | $6942146.09   | 0.20%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IQVIA INC TL B 1L 0% 01/02/2031                                     | IQVIA INC TL B 1L 0% 01/02/2031 2-Jan-31                                          | CUSIP: 44969CBP4<br>LEI: N/A                  | Long             | LON              |  | US        |    210007 | PA      | $210899.62    | 0.01%             | 2031-01-02      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                        | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2025-4 A                       | CUSIP: 02582JKV1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3372000 | PA      | $3408193.02   | 0.10%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 841077                                               | CUSIP: 31288QFS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    276474 | PA      | $282741.60    | 0.01%             | 2047-11-01      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AL9615                                                         | CUSIP: 3138ERVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    306424 | PA      | $281644.96    | 0.01%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: USD/EUR SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-761.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781014                                                       | CUSIP: 36225BDT2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7709 | PA      | $7866.66      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2018-38 MA                                                  | CUSIP: 3136B1Q49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    489763 | PA      | $469779.33    | 0.01%             | 2048-06-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC STRIPS FHS 280 F1                                                     | CUSIP: 3128HXZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.03         | 0.00%             | 2042-09-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4446 CP                                                    | CUSIP: 3137BHAJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    305754 | PA      | $275566.78    | 0.01%             | 2045-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0896                                                         | CUSIP: 3140XF7J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1411760 | PA      | $1254724.89   | 0.04%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 4.800000% 08/03/2028                                                  | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    870000 | PA      | $884642.05    | 0.03%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BF0234                                                         | CUSIP: 3140FXHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    323820 | PA      | $308874.34    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781257                                                       | CUSIP: 36225BME5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       338 | PA      | $347.83       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                            | BX TRUST 2025-VLT7 BX 2025-VLT7 B                                                 | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1675000 | PA      | $1681281.25   | 0.05%             | 2044-07-15      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                       | BROADCOM INC 4.550000% 02/15/2032                                                 | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    653000 | PA      | $657536.87    | 0.02%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                   | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2024-25C 1                       | CUSIP: 83162CW58<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    454202 | PA      | $459185.50    | 0.01%             | 2049-03-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                 | PENFED AUTO RECEIVABLES OWNER TRUST 2022-A PNFED 2022-A A4                        | CUSIP: 706874AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     69970 | PA      | $69947.97     | 0.00%             | 2028-12-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2019-79 FA                                                  | CUSIP: 3136B72K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1072396 | PA      | $1047121.85   | 0.03%             | 2050-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                    | NRG ENERGY INC 144A 5.407000% 10/15/2035                                          | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    348000 | PA      | $349183.55    | 0.01%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| PLANO HOLDCO, INC.                                                  | PLANO HOLDCO, INC. 10/2/2031                                                      | CUSIP: 72712EAB3<br>LEI: N/A                  | Long             | LON              |  | US        |     41895 | PA      | $40847.63     | 0.00%             | 2031-10-02      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA5019                                                      | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    191208 | PA      | $177494.11    | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2011-127 FC                                                 | CUSIP: 3136A2SV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    154012 | PA      | $152417.09    | 0.00%             | 2041-12-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                            | COLT 2021-4 MORTGAGE LOAN TRUST COLT 2021-4 A1                                    | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    552894 | PA      | $473864.96    | 0.01%             | 2066-10-25      | Floating      | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08721                                                   | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    781388 | PA      | $707009.02    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP 4.571000% 04/27/2033                                         | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1179756.11   | 0.03%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                            | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.650000% 03/25/2032                 | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    115000 | PA      | $118725.86    | 0.00%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | TREASURY BILL 0.000000% 10/21/2025                                                | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12350000 | PA      | $12322253.63  | 0.35%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BF0513                                                         | CUSIP: 3140FXSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    306939 | PA      | $277162.20    | 0.01%             | 2055-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA STUDENT LOAN CORPORATION                             | SOUTH CAROLINA STUDENT LOAN CORP 2015-A SCSLC 2015-A A                            | CUSIP: 83715RAH5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    128551 | PA      | $128609.46    | 0.00%             | 2036-01-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM5598                                                         | CUSIP: 3140JAGG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2788840 | PA      | $2548210.61   | 0.07%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G07924                                                   | CUSIP: 3128MAD55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    269012 | PA      | $253490.02    | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET 12/24 TLB                                               | JANE STREET 12/24 TLB 15-Dec-31                                                   | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              |  | US        |    171251 | PA      | $169824.24    | 0.00%             | 2031-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST                   | DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST 2.000000% 06/10/2028           | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2804121 | PA      | $2685748.30   | 0.08%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                      | CITIGROUP INC 4.542000% 09/19/2030                                                | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    559000 | PA      | $561601.22    | 0.02%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                         | ABBVIE INC 4.500000% 05/14/2035                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1084336.33   | 0.03%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0751                                                         | CUSIP: 3140XFZR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    661405 | PA      | $586366.89    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QD7594                                                        | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    164971 | PA      | $140866.32    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                          | DUKE ENERGY CAROLINAS LLC 2.550000% 04/15/2031                                    | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    156000 | PA      | $142809.71    | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-205 A                           | CUSIP: 38383HAG4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    667861 | PA      | $544626.60    | 0.02%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM5175                                                         | CUSIP: 3140J9XD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    277866 | PA      | $269208.57    | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO VARIABLE RATE 01/15/2027                                         | CUSIP: 949746TG6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1194111.18   | 0.03%             | 2027-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD2474                                                        | CUSIP: 3132DPXB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    141245 | PA      | $143744.19    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BT2371                                                         | CUSIP: 3140LQT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2074643 | PA      | $1697148.13   | 0.05%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA9963                                                      | CUSIP: 36180AB85<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4628494 | PA      | $4491383.05   | 0.13%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO MTN 3.526000% 03/24/2028                                         | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2056481.29   | 0.06%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                      | ECOPETROL SA 4.625000% 11/02/2031                                                 | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    160000 | PA      | $143508.24    | 0.00%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS5313                                                         | CUSIP: 3140XL3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    245680 | PA      | $228932.81    | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                            | STATE STREET CORP 5.146000% 02/28/2036                                            | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    815000 | PA      | $833521.37    | 0.02%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-144 CA                          | CUSIP: 38379QD93<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    463990 | PA      | $412191.38    | 0.01%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                                | KIMCO REALTY OP LLC 4.850000% 03/01/2035                                          | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    355000 | PA      | $352777.92    | 0.01%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 3294 CB                                                    | CUSIP: 31397FRW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     76081 | PA      | $78910.44     | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCURY GENERAL CORPORATION                                         | MERCURY GENERAL CORP 4.400000% 03/15/2027                                         | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    930000 | PA      | $925512.63    | 0.03%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 5.766000% 04/22/2035                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1592753.65   | 0.05%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                  | ALTRIA GROUP INC 4.875000% 02/04/2028                                             | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    455000 | PA      | $462369.40    | 0.01%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REV                                              | CALIFORNIA ST UNIV REVENUE CALIFORNIA STATE UNIVERSITY                            | CUSIP: 13077DQP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $522720.19    | 0.01%             | 2035-11-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM6134                                                         | CUSIP: 3140X9Y82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    226383 | PA      | $213211.32    | 0.01%             | 2040-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                               | REPUBLIC OF COLOMBIA 3.250000% 04/22/2032                                         | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    970000 | PA      | $820135.00    | 0.02%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MB0556                                                      | CUSIP: 3618N5TN9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7517899 | PA      | $7585584.91   | 0.22%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                         | BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020-C6 A2                                     | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    471985 | PA      | $444402.16    | 0.01%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                             | UBER TECHNOLOGIES INC 5.350000% 09/15/2054                                        | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    310000 | PA      | $300770.96    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS3906                                                         | CUSIP: 3140XKKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1272872 | PA      | $1240000.51   | 0.04%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                              | PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 5.400000% 03/30/2050                  | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1191000 | PA      | $1093004.52   | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG U99076                                                   | CUSIP: 3132H7CN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    249344 | PA      | $250307.52    | 0.01%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                   | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25F 1                       | CUSIP: 83162CP72<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    639021 | PA      | $613149.68    | 0.02%             | 2047-06-01      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FA0373                                                         | CUSIP: 3140W0MX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5034306 | PA      | $5105280.06   | 0.14%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0583                                                         | CUSIP: 3140XFUH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    157402 | PA      | $134977.58    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                       | GOLDMAN SACHS GROUP INC/THE 1.542000% 09/10/2027                                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $4008564.62   | 0.11%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB4630                                                         | CUSIP: 3140QQEC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1903207 | PA      | $1943895.95   | 0.06%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                | CROSS 2024-H2 MORTGAGE TRUST CROSS 2024-H2 A1                                     | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1268678 | PA      | $1282165.93   | 0.04%             | 2069-04-25      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                    | DEUTSCHE BANK AG/NEW YORK NY 6.819000% 11/20/2029                                 | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    730000 | PA      | $780850.80    | 0.02%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4719 LM                                                    | CUSIP: 3137FAY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    259744 | PA      | $236577.82    | 0.01%             | 2047-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM7661                                                         | CUSIP: 3140XBQP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1010515 | PA      | $865939.39    | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AB7059                                                         | CUSIP: 31417DZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    439481 | PA      | $396097.84    | 0.01%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB9350                                                         | CUSIP: 3140QVL85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    406837 | PA      | $429952.32    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                | MITSUBISHI UFJ FINANCIAL GROUP INC 5.188000% 09/12/2036                           | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |    978000 | PA      | $993757.17    | 0.03%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB3044                                                         | CUSIP: 3140QNL26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    304721 | PA      | $261360.01    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                         | BBCMS TRUST 2015-SRCH BBCMS 2015-SRCH A1                                          | CUSIP: 05547HAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    215067 | PA      | $211787.59    | 0.01%             | 2035-08-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS2041                                                         | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1463291 | PA      | $1187881.35   | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                            | AMERICAN EXPRESS CO 5.667000% 04/25/2036                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    454000 | PA      | $479652.70    | 0.01%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 1.650000% 03/25/2026                                                  | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    890000 | PA      | $879481.74    | 0.02%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                        | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.500000% 12/01/2052           | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    479000 | PA      | $504741.46    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SL0535                                                        | CUSIP: 31427MSZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    612137 | PA      | $553154.66    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2018-33 A                                                   | CUSIP: 3136B1YW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5435835 | PA      | $4908610.17   | 0.14%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                | BA CREDIT CARD TRUST BACCT 2023-A2 A2                                             | CUSIP: 05522RDH8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2230000 | PA      | $2257363.88   | 0.06%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                      | CITIGROUP INC 6.174000% 05/25/2034                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    410000 | PA      | $436245.54    | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FA1923                                                         | CUSIP: 3140W2D57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1929172 | PA      | $1886201.10   | 0.05%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                  | BOEING CO/THE 6.858000% 05/01/2054                                                | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    361000 | PA      | $411793.82    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 619017                                                       | CUSIP: 36290VVJ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1300 | PA      | $1360.36      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY 5.466000% 01/18/2035                                               | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1156114.13   | 0.03%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                       | VISTRA OPERATIONS CO LLC 144A 5.700000% 12/30/2034                                | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1878201.93   | 0.05%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD4705                                                        | CUSIP: 3132DSGN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4258529 | PA      | $4321834.75   | 0.12%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM7900                                                         | CUSIP: 3140XBX62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    133743 | PA      | $114871.45    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4719                                                      | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    580026 | PA      | $536513.63    | 0.02%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS AND ELECTRIC COMPANY                                 | LOUISVILLE GAS AND ELECTRIC CO 5.450000% 04/15/2033                               | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2333907.92   | 0.07%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                              | ENTERGY LOUISIANA LLC 5.150000% 09/15/2034                                        | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224635.30    | 0.01%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC.                                              | ACCENTURE CAPITAL INC 4.250000% 10/04/2031                                        | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1041442.94   | 0.03%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                         | VERIZON COMMUNICATIONS INC 4.272000% 01/15/2036                                   | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    605000 | PA      | $567454.04    | 0.02%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 1.040000% 02/04/2027                                          | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103840.59    | 0.00%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSURANCE COMPANY                                     | SUMITOMO LIFE INSURANCE CO 144A 5.875000% 09/10/2055                              | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | NUSS              | JP        |   1155000 | PA      | $1175912.43   | 0.03%             | 2055-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM5919                                                         | CUSIP: 3140JASH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    471602 | PA      | $443974.97    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB9161                                                         | CUSIP: 3140QVFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    613288 | PA      | $647788.76    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Peer Hldg  TL                                                       | Peer Hldg  TL 9/27/2032                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | NL        |    207603 | PA      | $207602.81    | 0.01%             | 2032-09-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS7252                                                         | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6232238 | PA      | $6204706.24   | 0.18%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV7895                                                         | CUSIP: 3140MMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    804181 | PA      | $803194.84    | 0.02%             | 2052-07-01      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: EUR/USD SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |         1 | NC      | $2137.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                  | SOUTHERN CALIFORNIA EDISON CO 4.125000% 03/01/2048                                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    348000 | PA      | $265892.17    | 0.01%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM4899                                                         | CUSIP: 3140X8NR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    446566 | PA      | $381109.92    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB6471                                                         | CUSIP: 3140QSFM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    345369 | PA      | $335900.22    | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD2901                                                        | CUSIP: 3132DQGJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    757604 | PA      | $758151.25    | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FA1012                                                         | CUSIP: 3140W1DS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1116096 | PA      | $1091109.15   | 0.03%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.875000% 07/31/2030                                              | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  14915000 | PA      | $15004722.97  | 0.43%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD7525                                                        | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    405236 | PA      | $349365.02    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                               | REGENCY CENTERS LP 2.950000% 09/15/2029                                           | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    606000 | PA      | $578609.92    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1403                                                         | CUSIP: 3140XGRZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    137416 | PA      | $125962.11    | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                     | NELNET STUDENT LOAN TRUST 2005-3 NSLT 2005-3 A5                                   | CUSIP: 64031QCD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    673783 | PA      | $669639.60    | 0.02%             | 2035-12-24      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA, INC.                                             | AON NORTH AMERICA INC 5.450000% 03/01/2034                                        | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2286540.83   | 0.06%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BD5046                                                         | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    297369 | PA      | $277931.92    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                     | UNITEDHEALTH GROUP INC 5.875000% 02/15/2053                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1223421.34   | 0.03%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)                                      | CUSIP: 01F0506A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9350000 | PA      | $9271994.45   | 0.26%             | 2055-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2015-48 FB                                                  | CUSIP: 3136APKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    394512 | PA      | $384784.67    | 0.01%             | 2045-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL 30YR TBA (OCTOBER)                                             | CUSIP: 21H0226A4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  16700000 | PA      | $14374977.57  | 0.41%             | 2055-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                         | HUMANA INC 3.700000% 03/23/2029                                                   | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3205000 | PA      | $3132032.85   | 0.09%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                            | DISH NETWORK CORP 144A 11.750000% 11/15/2027                                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    104000 | PA      | $110058.73    | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4080                                                         | CUSIP: 31418DRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1596480 | PA      | $1474149.36   | 0.04%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4900                                                      | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1593305 | PA      | $1485269.52   | 0.04%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG U91254                                                   | CUSIP: 3132HBH73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    167110 | PA      | $162722.32    | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                              | LOWE'S COS INC 3.500000% 04/01/2051                                               | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    420000 | PA      | $298313.63    | 0.01%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                   | CSC HOLDINGS LLC 144A 4.125000% 12/01/2030                                        | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    590000 | PA      | $386364.45    | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QD7414                                                        | CUSIP: 3133B5GX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5881600 | PA      | $4758317.44   | 0.13%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM7100                                                         | CUSIP: 3140XA3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    626366 | PA      | $582590.34    | 0.02%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BU3608                                                         | CUSIP: 3140M5AJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     61019 | PA      | $54120.68     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-110 JC                          | CUSIP: 38384QH76<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2458606 | PA      | $2342512.38   | 0.07%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                | FREMF 2019-KF58 MORTGAGE TRUST FREMF 2019-KF58 B                                  | CUSIP: 302986AC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    709204 | PA      | $705305.18    | 0.02%             | 2026-01-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 3.800000% 11/15/2037                                                  | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3021524.52   | 0.09%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.500000% 05/15/2027                                              | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  29890000 | PA      | $30279971.24  | 0.86%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)                                      | CUSIP: 01F0426A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6575000 | PA      | $6376815.36   | 0.18%             | 2055-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV7995                                                         | CUSIP: 3140MM3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    440759 | PA      | $442900.86    | 0.01%             | 2052-08-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2009-86 BO                                                  | CUSIP: 31398FRR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    190054 | PA      | $170472.59    | 0.00%             | 2037-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS, LLC                                               | ENTERGY ARKANSAS LLC 2.650000% 06/15/2051                                         | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    308000 | PA      | $186248.15    | 0.01%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS, L.P.                                             | AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP 144A 9.375000% 06/01/2028            | CUSIP: 030981AM6<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287658.00    | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                | VERIZON MASTER TRUST VZMT 2024-7 A                                                | CUSIP: 92348KDJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1781000 | PA      | $1797407.46   | 0.05%             | 2032-08-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST                                         | LEGACY MORTGAGE ASSET TRUST 2021-GS2 LMAT 2021-GS2 A1                             | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    357606 | PA      | $357327.55    | 0.01%             | 2061-04-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2014-74 FC                                                  | CUSIP: 3136ALXB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    168773 | PA      | $166315.45    | 0.00%             | 2044-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 1.125000% 08/15/2040                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5688000 | PA      | $3586995.00   | 0.10%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                          | VERUS SECURITIZATION TRUST 2021-7 VERUS 2021-7 A1                                 | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    517575 | PA      | $472922.35    | 0.01%             | 2066-10-25      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QJ3725                                                        | CUSIP: 3133CUD60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    736874 | PA      | $753653.20    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2012-47 JF                                                  | CUSIP: 3136A6EJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    204982 | PA      | $203310.46    | 0.01%             | 2042-05-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA8202                                                      | CUSIP: 36179XDF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3163758 | PA      | $3166195.34   | 0.09%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 510706                                                       | CUSIP: 36211EKT4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3197 | PA      | $3323.25      | 0.00%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| The Northwestern Mutual Life Insurance Co                           | NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 3.850000% 09/30/2047               | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    984000 | PA      | $763980.98    | 0.02%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BU8750                                                         | CUSIP: 3140MAWL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     76020 | PA      | $76252.65     | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 555398                                                       | CUSIP: 36213H7K9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9340 | PA      | $9644.27      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0067                                                         | CUSIP: 3140XFCD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    174332 | PA      | $170977.22    | 0.00%             | 2051-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                          | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PA BAMLL 2018-PARK A              | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1790000 | PA      | $1744884.12   | 0.05%             | 2038-08-10      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST                                                 | RATE MORTGAGE TRUST 2024-J4 RATE 2024-J4 A4                                       | CUSIP: 75408TAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2341015 | PA      | $2380602.91   | 0.07%             | 2054-12-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA7257                                                      | CUSIP: 36179WB23<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    826578 | PA      | $760791.34    | 0.02%             | 2051-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SL1254                                                        | CUSIP: 31427NMC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2451809 | PA      | $2524018.96   | 0.07%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BS2363                                                         | CUSIP: 3140LCTV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    472114 | PA      | $417191.40    | 0.01%             | 2035-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD4166                                                        | CUSIP: 3132E0TX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    479193 | PA      | $433020.94    | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8810000 | PA      | $6186960.11   | 0.18%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AT7101                                                         | CUSIP: 3138WU3K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     39669 | PA      | $37393.45     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB0101                                                         | CUSIP: 3140QKDF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    129743 | PA      | $116861.29    | 0.00%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 631145                                                       | CUSIP: 36291LES0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     24540 | PA      | $26045.93     | 0.00%             | 2034-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO 5.389000% 04/24/2034                                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1132576.15   | 0.03%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                | HOME DEPOT INC/THE 3.625000% 04/15/2052                                           | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    251000 | PA      | $188045.99    | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2025-4A A                          | CUSIP: 05377RLA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    775000 | PA      | $770431.84    | 0.02%             | 2032-02-20      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SL0816                                                        | CUSIP: 31427M4A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    637268 | PA      | $656382.07    | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0357                                                         | CUSIP: 3140XFMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     62424 | PA      | $56314.65     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                         | CAESARS ENTERTAINMENT INC 144A 7.000000% 02/15/2030                               | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    460000 | PA      | $473159.41    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                      | CITIGROUP INC 4.503000% 09/11/2031                                                | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1279691.40   | 0.04%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA3882                                                        | CUSIP: 3133KKJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    397462 | PA      | $325625.07    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 567448                                                       | CUSIP: 36213XL51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       392 | PA      | $393.07       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KC05 X1                   | CUSIP: 3137FPJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1332393 | PA      | $14813.55     | 0.00%             | 2027-06-25      | Floating      | 1.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 590074                                                       | CUSIP: 36201QQ30<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     40299 | PA      | $40654.13     | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4513                                                      | CUSIP: 36179TAN5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     62207 | PA      | $63359.09     | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CC0712                                                         | CUSIP: 3140Y6YJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6571236 | PA      | $6646133.81   | 0.19%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD3627                                                        | CUSIP: 3132E0A44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2655937 | PA      | $2400022.40   | 0.07%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                          | ANGLO AMERICAN CAPITAL PLC 144A 5.750000% 04/05/2034                              | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |   1715000 | PA      | $1799964.68   | 0.05%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                  | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1580000 | PA      | $1522634.13   | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                     | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 WFRBS 2014-C22 B                         | CUSIP: 92890KBF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    245000 | PA      | $222950.00    | 0.01%             | 2057-09-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                  | BMO 2022-C1 MORTGAGE TRUST BMO 2022-C1 A1                                         | CUSIP: 05609MBY0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    197605 | PA      | $195295.40    | 0.01%             | 2055-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                               | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.100000% 06/01/2029           | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1196308.31   | 0.03%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                        | DELL EQUIPMENT FINANCE TRUST 2025-1 DEFT 2025-1 A3                                | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1835000 | PA      | $1853602.68   | 0.05%             | 2031-02-24      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | US 5YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       449 | NC      | $49028695.31  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                     | VERIDIAN AUTO RECEIVABLES TRUST 2023-1 VCU 2023-1A A3                             | CUSIP: 92347BAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    620781 | PA      | $622975.19    | 0.02%             | 2028-03-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-152 X1                  | CUSIP: 3137H9MA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  15279054 | PA      | $193393.10    | 0.01%             | 2032-11-25      | Floating      | 0.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08844                                                   | CUSIP: 3128MJ5E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    192948 | PA      | $194783.13    | 0.01%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST                             | AMERICAN HOME MORTGAGE INVESTMENT TRUST 2005-1 AHM 2005-1 6A                      | CUSIP: 02660TDH3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     37692 | PA      | $37535.29     | 0.00%             | 2045-06-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 626164                                                       | CUSIP: 36291ETV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4750 | PA      | $4897.04      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                                    | BROOKFIELD ASSET MANAGEMENT LTD 6.077000% 09/15/2055                              | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | NUSS              | CA        |    348000 | PA      | $361100.04    | 0.01%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                    | PHILIP MORRIS INTERNATIONAL INC 2.750000% 06/06/2029                              | CUSIP: 718172DV8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | NUSS              | US        |    225000 | PA      | $263077.71    | 0.01%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD1807                                                        | CUSIP: 3132DPAG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    375997 | PA      | $367655.41    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                        | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.500000% 12/01/2052           | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   1010000 | PA      | $1064277.40   | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION 9/24 COV-LITE TLB                                  | ALPHA GENERATION 9/24 COV-LITE TLB 9/30/2031                                      | CUSIP: 02072UAC6<br>LEI: N/A                  | Long             | LON              |  | US        |    245131 | PA      | $244640.57    | 0.01%             | 2031-09-30      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                | VERIZON MASTER TRUST VZMT 2023-4 A1A                                              | CUSIP: 92348KBS1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    430000 | PA      | $433270.71    | 0.01%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                            | UNITED MEXICAN STATES 4.400000% 02/12/2052                                        | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    477000 | PA      | $355627.35    | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM9263                                                         | CUSIP: 3140XDJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1050000 | PA      | $914447.46    | 0.03%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS3324                                                         | CUSIP: 3140XJVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1007774 | PA      | $907401.13    | 0.03%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: EUR/USD SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |         1 | NC      | $-88.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of Israel                                                     | STATE OF ISRAEL 3.875000% 07/03/2050                                              | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    282000 | PA      | $202550.34    | 0.01%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                          | SPRINT CAPITAL CORP 8.750000% 03/15/2032                                          | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $2308647.82   | 0.07%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2012-151 NX                                                 | CUSIP: 3136AA5N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    232123 | PA      | $202543.40    | 0.01%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA5876                                                      | CUSIP: 36179UQ54<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    511485 | PA      | $491402.63    | 0.01%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 NT                           | CUSIP: 38382NJU2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    440218 | PA      | $434444.80    | 0.01%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SL1480                                                        | CUSIP: 31427NUE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2710047 | PA      | $2775221.92   | 0.08%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                 | SBA SMALL BUSINESS INVESTMENT COS SBIC 2018-10B 1                                 | CUSIP: 831641FL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    346303 | PA      | $342403.85    | 0.01%             | 2028-09-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.625000% 09/30/2030                                              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9420000 | PA      | $9372164.11   | 0.27%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AT4961                                                         | CUSIP: 3138WSQP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     51149 | PA      | $48531.65     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST                                            | OCEANVIEW MORTGAGE TRUST 2025-INV1 BVINV 2025-1 AF1                               | CUSIP: 67551WAU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1624486 | PA      | $1625833.37   | 0.05%             | 2054-11-25      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA3666                                                      | CUSIP: 36179SCB1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     27304 | PA      | $27910.65     | 0.00%             | 2046-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS5903                                                         | CUSIP: 3140XMRZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.01         | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRST EAGLE HOLDINGS, INC.                                          | FIRST EAGLE UNFUNDED 6-Jun-32                                                     | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              |  | US        |     12020 | PA      | $-128.73      | -0.00%            | 2032-06-06      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BR3286                                                         | CUSIP: 3140L1UL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65836 | PA      | $53935.46     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 633625                                                       | CUSIP: 36291N4J7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2834 | PA      | $2967.13      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G67707                                                   | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2135375 | PA      | $1997403.70   | 0.06%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                     | NAKED JUICE LLC 1/24/2029                                                         | CUSIP: 62984CAK9<br>LEI: N/A                  | Long             | LON              |  | US        |    618405 | PA      | $621497.29    | 0.02%             | 2029-01-24      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                          | CSMC 2021-NQM3 CSMC 2021-NQM3 A1                                                  | CUSIP: 12660LAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3584675 | PA      | $3101025.21   | 0.09%             | 2066-04-25      | Floating      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                     | UNITEDHEALTH GROUP INC 4.250000% 04/15/2047                                       | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $374270.95    | 0.01%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08757                                                   | CUSIP: 3128MJZX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     82692 | PA      | $77355.37     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                         | ABBVIE INC 4.050000% 11/21/2039                                                   | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    272000 | PA      | $243422.42    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4184 FN                                                    | CUSIP: 3137B0BG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    119066 | PA      | $117183.29    | 0.00%             | 2043-03-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS4805                                                         | CUSIP: 3140XLKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    240996 | PA      | $244274.00    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-19 FD                                                  | CUSIP: 3136ARD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    996762 | PA      | $989331.25    | 0.03%             | 2046-04-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SL1512                                                        | CUSIP: 31427NVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4960186 | PA      | $5075174.95   | 0.14%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                  | PIEDMONT NATURAL GAS CO INC 3.350000% 06/01/2050                                  | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $964458.15    | 0.03%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BU8028                                                         | CUSIP: 3140M94N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    801786 | PA      | $740272.13    | 0.02%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO MTN 2.393000% 06/02/2028                                         | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72907.90     | 0.00%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BN8087                                                         | CUSIP: 3140JQ6Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     31300 | PA      | $29828.62     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781265                                                       | CUSIP: 36225BMN5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6367 | PA      | $6547.35      | 0.00%             | 2029-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4031                                                         | CUSIP: 31418DPR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    187860 | PA      | $184211.58    | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2021-91 AB                                                  | CUSIP: 3136BK2Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    481988 | PA      | $429960.40    | 0.01%             | 2049-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA3937                                                      | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    727951 | PA      | $677110.82    | 0.02%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                   | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.750000% 02/01/2032            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $277428.54    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA8418                                                        | CUSIP: 3133KQK70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2160560 | PA      | $2237127.73   | 0.06%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AB5617                                                         | CUSIP: 31417CG33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     38241 | PA      | $37286.66     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS, LLC                                               | ENTERGY ARKANSAS LLC 5.150000% 01/15/2033                                         | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    514000 | PA      | $531500.09    | 0.02%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| C&S Wholesale TL 8/6/2030                                           | C&S Wholesale TL 8/6/2030 8/6/2030                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    254900 | PA      | $248527.40    | 0.01%             | 2030-08-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                             | BAYER US FINANCE II LLC 144A 4.625000% 06/25/2038                                 | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    420000 | PA      | $380248.01    | 0.01%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: USD/EUR SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $1373.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                            | CINTAS CORP NO 2 4.000000% 05/01/2032                                             | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    415000 | PA      | $405753.72    | 0.01%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RJ2635                                                        | CUSIP: 3142GS4V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    259355 | PA      | $273945.46    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)                                      | CUSIP: 01F0306A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2255000 | PA      | $1980343.64   | 0.06%             | 2055-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QG7311                                                        | CUSIP: 3133C8DQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    158485 | PA      | $161010.85    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY 9/25 TLB                                         | SOUTH FIELD ENERGY 9/25 TLB 8/29/2031                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     72862 | PA      | $72922.37     | 0.00%             | 2031-08-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                  | T-MOBILE USA INC 3.400000% 10/15/2052                                             | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $832517.42    | 0.02%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AT3870                                                         | CUSIP: 3138WRJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23941 | PA      | $23269.59     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-112 IO                          | CUSIP: 38378BF61<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    305443 | PA      | $941.83       | 0.00%             | 2053-02-16      | Floating      | 0.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-79 FH                                                  | CUSIP: 3136AUGJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    256852 | PA      | $254676.95    | 0.01%             | 2046-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP MTN 2.496000% 02/13/2031                                     | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    681000 | PA      | $630267.87    | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                            | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 AMCAR 2023-1 A3                   | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    150292 | PA      | $150748.55    | 0.00%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA6818                                                      | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     52911 | PA      | $43809.69     | 0.00%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2015-8 AP                                                   | CUSIP: 3136AMUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    598602 | PA      | $539204.92    | 0.02%             | 2045-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 634337                                                       | CUSIP: 36291PV60<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8293 | PA      | $8501.60      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 521323                                                       | CUSIP: 36211SD46<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12697 | PA      | $12958.99     | 0.00%             | 2035-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 786474                                                      | CUSIP: 3622ACCK4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    383844 | PA      | $384812.59    | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA4175                                                        | CUSIP: 3133KKT82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1231069 | PA      | $1054037.62   | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA4613                                                         | CUSIP: 3140QCDT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    854208 | PA      | $772394.91    | 0.02%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                          | EURO-BUND FUTURE  DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -73 | NC      | $-11028141.38 | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Gerdau Trade Inc.                                                   | GERDAU TRADE INC 5.750000% 06/09/2035                                             | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | NUSS              | BR        |    546000 | PA      | $565656.00    | 0.02%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRTH MORTGAGE TRUST                                                 | NRTH 2024-PARK MORTGAGE TRUST NRTH 2024-PARK A                                    | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2210000 | PA      | $2205155.02   | 0.06%             | 2039-03-15      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 579702                                                       | CUSIP: 36201DAB8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1285 | PA      | $1305.42      | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08091                                                   | CUSIP: 3128MJC57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      4153 | PA      | $4187.96      | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                           | AT&T INC 3.500000% 09/15/2053                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1681000 | PA      | $1162752.68   | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BR6515                                                         | CUSIP: 3140L5GZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     66925 | PA      | $54748.44     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                     | CIGNA GROUP/THE 3.400000% 03/15/2051                                              | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    588000 | PA      | $409134.26    | 0.01%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08710                                                   | CUSIP: 3128MJYG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    572090 | PA      | $517990.57    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4778                                                      | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    425730 | PA      | $395195.12    | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                   | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2019-25G 1                       | CUSIP: 83162CC68<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    229157 | PA      | $205258.82    | 0.01%             | 2044-07-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                        | BRISTOL-MYERS SQUIBB CO 5.750000% 02/01/2031                                      | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $374346.20    | 0.01%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                               | REGENCY CENTERS LP 5.250000% 01/15/2034                                           | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    519000 | PA      | $533404.35    | 0.02%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                         | AMERICAN HOMES 4 RENT LP 3.625000% 04/15/2032                                     | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    442000 | PA      | $413623.37    | 0.01%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AL5890                                                         | CUSIP: 3138ENRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    395946 | PA      | $396249.25    | 0.01%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                             | MF1 2020-FL4 LTD MF1 2020-FL4 A                                                   | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    142757 | PA      | $142850.59    | 0.00%             | 2035-12-15      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 STAR 2021-4 A1                         | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    445058 | PA      | $396249.59    | 0.01%             | 2056-08-25      | Floating      | 1.16%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-60 IO                           | CUSIP: 38380R4L1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2253349 | PA      | $138292.07    | 0.00%             | 2063-05-16      | Floating      | 0.83%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G NAVSL 2020-GA A                  | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    513667 | PA      | $482227.74    | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781564                                                       | CUSIP: 36225BWZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3105 | PA      | $3246.53      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                      | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2025-1 MBART 2025-1 A3                       | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    758000 | PA      | $768093.83    | 0.02%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-89 IA                           | CUSIP: 38380PTL8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2958881 | PA      | $240227.43    | 0.01%             | 2062-04-16      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8212                                                        | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6776302 | PA      | $5718096.67   | 0.16%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BQ9453                                                         | CUSIP: 3140KVQF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    277499 | PA      | $227489.91    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-91 AF                                                  | CUSIP: 3136AURK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    229743 | PA      | $228192.77    | 0.01%             | 2046-12-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIALS 4/22 (USD) TL                                     | ELEMENT MATERIALS 4/22 (USD) TL 6/25/2029                                         | CUSIP: 284375LE0<br>LEI: N/A                  | Long             | LON              |  | US        |     82105 | PA      | $82540.66     | 0.00%             | 2029-06-25      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BF0555                                                         | CUSIP: 3140FXTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1350723 | PA      | $1199261.60   | 0.03%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                 | RCKT MORTGAGE TRUST 2025-CES2 RCKT 2025-CES2 A1A                                  | CUSIP: 74942BAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1650955 | PA      | $1665819.12   | 0.05%             | 2055-02-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG A47404                                                   | CUSIP: 3128K8GM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     15176 | PA      | $15556.56     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMP COMMERCIAL MORTGAGE TRUST                                       | BMP 2024-MF23 BMP 2024-MF23 D                                                     | CUSIP: 05593JAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    780000 | PA      | $781706.25    | 0.02%             | 2041-06-15      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP MTN 1.922000% 10/24/2031                                     | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444085.07    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD6157                                                        | CUSIP: 3132DTZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    874550 | PA      | $790264.95    | 0.02%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.000000% 08/15/2048                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15070000 | PA      | $11330756.25  | 0.32%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO MTN 5.557000% 07/25/2034                                         | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1607113.68   | 0.05%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                  | ENERGY TRANSFER LP 5.950000% 05/15/2054                                           | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1180515.15   | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-61 BF                                                  | CUSIP: 3136ATQJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.03         | 0.00%             | 2046-09-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                           | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A4                 | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    148000 | PA      | $150325.36    | 0.00%             | 2031-01-21      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                                         | PILGRIM'S PRIDE CORP 3.500000% 03/01/2032                                         | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    350000 | PA      | $320368.41    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                          | VERUS SECURITIZATION TRUST 2021-8 VERUS 2021-8 A1                                 | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    461051 | PA      | $426733.34    | 0.01%             | 2066-11-25      | Floating      | 1.82%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB6484                                                         | CUSIP: 3140QSF22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4103373 | PA      | $4161370.53   | 0.12%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4900                                                      | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    690879 | PA      | $644032.87    | 0.02%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER, LP                                                | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 144A 6.250000% 04/01/2029               | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    370000 | PA      | $379399.72    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-110 JL                          | CUSIP: 38384QXH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    689000 | PA      | $595808.62    | 0.02%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                           | OBX 2025-NQM3 TRUST OBX 2025-NQM3 A1                                              | CUSIP: 67448YAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1183041 | PA      | $1195152.90   | 0.03%             | 2064-12-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA2208                                                         | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    482311 | PA      | $473750.68    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORPORATION                                      | RESOLUTION FUNDING STRIP ZERO COUPON 01/15/2030                                   | CUSIP: 76116EGR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    905000 | PA      | $765390.97    | 0.02%             | 2030-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 1999-11 Z                                                   | CUSIP: 31359VHQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     29796 | PA      | $29264.19     | 0.00%             | 2029-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                              | SLM STUDENT LOAN TRUST 2007-7 SLMA 2007-7 B                                       | CUSIP: 78444EAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1050000 | PA      | $1058126.79   | 0.03%             | 2070-10-27      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PUBLIC LIMITED COMPANY                                    | AIB GROUP PLC MTN 5.871000% 03/28/2035                                            | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | NUSS              | IE        |   1035000 | PA      | $1088804.68   | 0.03%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                       | CONSOLIDATED EDISON CO OF NEW YORK INC 4.450000% 03/15/2044                       | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    805000 | PA      | $709469.33    | 0.02%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                 | CENTENE CORP 3.000000% 10/15/2030                                                 | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1908000 | PA      | $1704869.28   | 0.05%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM3773                                                         | CUSIP: 3140X7FP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1232557 | PA      | $1153677.66   | 0.03%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                            | TOYOTA LEASE OWNER TRUST 2024-B TLOT 2024-B A3                                    | CUSIP: 891943AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1095000 | PA      | $1097720.75   | 0.03%             | 2027-09-20      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2020-56 AQ                                                  | CUSIP: 3136BBME9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    900000 | PA      | $728294.40    | 0.02%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-5 BA                            | CUSIP: 38383FF57<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1540884 | PA      | $1346314.77   | 0.04%             | 2049-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB2344                                                         | CUSIP: 3140QMTA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2893739 | PA      | $2400533.35   | 0.07%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM8460                                                         | CUSIP: 3140XCMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    559733 | PA      | $502820.04    | 0.01%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A NAVSL 2022-A A                   | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    451224 | PA      | $411883.58    | 0.01%             | 2070-07-15      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| AMERIGAS PARTNERS, L.P.                                             | AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP 144A 9.500000% 06/01/2030            | CUSIP: 030981AP9<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    263000 | PA      | $275329.01    | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BU1842                                                         | CUSIP: 3140M3BL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    324293 | PA      | $262507.50    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                     | UNITEDHEALTH GROUP INC 5.150000% 07/15/2034                                       | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2052713.68   | 0.06%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                            | ANGEL OAK MORTGAGE TRUST 2020-5 AOMT 2020-5 A1                                    | CUSIP: 03464WAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     37392 | PA      | $35906.07     | 0.00%             | 2065-05-25      | Floating      | 1.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 486873                                                       | CUSIP: 36210A2E6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3595 | PA      | $3698.21      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                     | AVOLON HOLDINGS FUNDING LTD 144A 5.750000% 03/01/2029                             | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    680000 | PA      | $704010.91    | 0.02%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS2914                                                         | CUSIP: 3140XJGY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    391833 | PA      | $383988.67    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA7705                                                      | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2642425 | PA      | $2275977.52   | 0.06%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                | VICI PROPERTIES LP / VICI NOTE CO INC 144A 3.875000% 02/15/2029                   | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    305000 | PA      | $297783.32    | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                 | CISCO SYSTEMS INC 5.050000% 02/26/2034                                            | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    665000 | PA      | $687853.60    | 0.02%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I, INC.                                  | MORGAN STANLEY ABS CAPITAL I INC TRUST 2005-HE1 MSAC 2005-HE1 M1                  | CUSIP: 61744CKN5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     83069 | PA      | $81439.67     | 0.00%             | 2034-12-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS DRYROCK ISSUANCE TRUST                                     | BARCLAYS DRYROCK ISSUANCE TRUST DROCK 2025-1 A                                    | CUSIP: 06742LBF9<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-MBS          |  | US        |   1562000 | PA      | $1558863.49   | 0.04%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA6476                                                      | CUSIP: 36179VFR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1056148 | PA      | $1007424.80   | 0.03%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST                          | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2016-JP4 A3              | CUSIP: 46645UAS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    176000 | PA      | $174372.26    | 0.00%             | 2049-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM5423                                                         | CUSIP: 3140X9AZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    425598 | PA      | $364905.02    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV, LLC                                         | MAJORDRIVE HOLDINGS IV LLC 144A 6.375000% 06/01/2029                              | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    155000 | PA      | $127018.39    | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS2648                                                         | CUSIP: 3140XH5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6614713 | PA      | $6080902.76   | 0.17%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 2.522000% 04/22/2031                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $417388.56    | 0.01%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                       | COLLEGE AVE STUDENT LOANS 2021-C LLC CASL 2021-C A2                               | CUSIP: 19424WAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    511485 | PA      | $476260.68    | 0.01%             | 2055-07-26      | Fixed         | 2.32%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G15963                                                   | CUSIP: 3128MEZ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    354489 | PA      | $342658.99    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8267                                                        | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    160990 | PA      | $160602.13    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD0225                                                        | CUSIP: 3132DMHA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    471516 | PA      | $426127.26    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                    | PACIFIC GAS AND ELECTRIC CO 2.500000% 02/01/2031                                  | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1180445.28   | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QB9087                                                        | CUSIP: 3133AGCY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    360775 | PA      | $296146.24    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1454                                                         | CUSIP: 3140XGTL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    234682 | PA      | $215790.05    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC.                                                      | MODIVCARE INC. 7/1/2031                                                           | CUSIP: 60783LAC4<br>LEI: N/A                  | Long             | LON              |  | US        |    230113 | PA      | $103550.81    | 0.00%             | 2031-07-01      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2017-11 FA                                                  | CUSIP: 3136AVRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     99218 | PA      | $98395.86     | 0.00%             | 2047-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C NAVSL 2019-CA A2                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    133429 | PA      | $131798.02    | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB0288                                                         | CUSIP: 3140QKKA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1668960 | PA      | $1390297.13   | 0.04%             | 2046-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM4751                                                         | CUSIP: 3140J9H53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    286815 | PA      | $271631.58    | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 8B0455                                               | CUSIP: 3142AWQG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    558395 | PA      | $563973.18    | 0.02%             | 2055-08-01      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA5194                                                      | CUSIP: 36179TXX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     59892 | PA      | $60707.11     | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 538034                                                       | CUSIP: 36212MV30<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5455 | PA      | $5664.63      | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BU0500                                                         | CUSIP: 3140M1RW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    520615 | PA      | $461037.30    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                         | BBCMS MORTGAGE TRUST 2022-C18 BBCMS 2022-C18 A5                                   | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    675000 | PA      | $715411.71    | 0.02%             | 2055-12-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV8477                                                         | CUSIP: 3140MNM37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4668279 | PA      | $4135646.32   | 0.12%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM3330                                                         | CUSIP: 3140J7VY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    143374 | PA      | $133705.91    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                            | OCTANE RECEIVABLES TRUST 2023-1 OCTL 2023-1A A                                    | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     59933 | PA      | $60029.38     | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                               | ESSEX PORTFOLIO LP 2.550000% 06/15/2031                                           | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    228000 | PA      | $204154.17    | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                  | ENERGY TRANSFER LP 6.400000% 12/01/2030                                           | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1658238.43   | 0.05%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                          | AMGEN INC 2.000000% 01/15/2032                                                    | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1315059.60   | 0.04%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Wisconsin)                           | NORTHERN STATES POWER CO/WI 5.650000% 06/15/2054                                  | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    296000 | PA      | $305348.30    | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2013-11 AP                                                  | CUSIP: 3136ABZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    631042 | PA      | $580083.66    | 0.02%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4813 CJ                                                    | CUSIP: 3137FGSM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    163719 | PA      | $145417.97    | 0.00%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 3693 FC                                                    | CUSIP: 3137A0PE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    173560 | PA      | $172342.21    | 0.00%             | 2040-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4069                                                      | CUSIP: 36179SQW0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    108388 | PA      | $100773.76    | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5293 IO                                                    | CUSIP: 3137H9QG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2510777 | PA      | $315868.25    | 0.01%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD1381                                                        | CUSIP: 3132DNRA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    776434 | PA      | $772671.95    | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781561                                                       | CUSIP: 36225BWW4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     26815 | PA      | $27761.82     | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BN1623                                                         | CUSIP: 3140JHYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    163749 | PA      | $161648.60    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                            | SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC SRFC 2021-2A A                    | CUSIP: 82652RAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     92589 | PA      | $91501.60     | 0.00%             | 2038-09-20      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08762                                                   | CUSIP: 3128MJZ45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     76230 | PA      | $73378.47     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781607                                                       | CUSIP: 36225BYC6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7260 | PA      | $7580.32      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM7747                                                         | CUSIP: 3140JCTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    755326 | PA      | $762047.85    | 0.02%             | 2054-07-01      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                          | DUKE ENERGY CAROLINAS LLC 5.250000% 03/15/2035                                    | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    504000 | PA      | $521545.94    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                  | PUBLIC SERVICE CO OF OKLAHOMA 3.150000% 08/15/2051                                | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    232000 | PA      | $151370.10    | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                           | AGREE LP 2.600000% 06/15/2033                                                     | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    109000 | PA      | $93273.49     | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA2771                                                         | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.02         | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                              | EXTRA SPACE STORAGE LP 2.200000% 10/15/2030                                       | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    371000 | PA      | $332611.45    | 0.01%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QB8773                                                        | CUSIP: 3133AFXA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     57174 | PA      | $46921.57     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA9102                                                      | CUSIP: 36179YDF8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1250611 | PA      | $1145697.11   | 0.03%             | 2053-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 4.250000% 10/01/2027                                          | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    720000 | PA      | $724830.08    | 0.02%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                    | SMB PRIVATE EDUCATION LOAN TRUST 2025-A SMB 2025-A A1A                            | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    956142 | PA      | $973168.69    | 0.03%             | 2054-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                           | REALTY INCOME CORP 4.900000% 07/15/2033                                           | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    381000 | PA      | $386130.93    | 0.01%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS3978                                                         | CUSIP: 3140XKM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    245201 | PA      | $243687.71    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                     | CYRUSONE DATA CENTERS ISSUER I LLC CYRUS 2024-1A A2                               | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $2968292.70   | 0.08%             | 2049-03-22      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC.                                                          | AMGEN INC 5.650000% 03/02/2053                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1770459.96   | 0.05%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                             | NTT FINANCE CORP 144A 5.171000% 07/16/2032                                        | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | JP        |   4020000 | PA      | $4117153.55   | 0.12%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G61859                                                   | CUSIP: 31335CB45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    636161 | PA      | $577608.63    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM2465                                                         | CUSIP: 3140X5W33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    394591 | PA      | $356889.08    | 0.01%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1                   | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     78087 | PA      | $75032.20     | 0.00%             | 2059-09-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE GRANTOR TRUST 2017-T1 FNGT 2017-T1 A                                   | CUSIP: 3136AV6R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    197462 | PA      | $193426.67    | 0.01%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP 5.468000% 01/23/2035                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4485000 | PA      | $4683376.30   | 0.13%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                         | VERIZON COMMUNICATIONS INC 5.250000% 04/02/2035                                   | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    909000 | PA      | $924374.67    | 0.03%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                | DTE ELECTRIC CO 5.250000% 05/15/2035                                              | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    312000 | PA      | $321018.36    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 730365                                                      | CUSIP: 3620AHMN0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       220 | PA      | $219.07       | 0.00%             | 2060-07-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BF0307                                                         | CUSIP: 3140FXKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    468052 | PA      | $446249.31    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2018-55 GA                                                  | CUSIP: 3136B2TN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    366369 | PA      | $352448.92    | 0.01%             | 2048-08-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                         | BBCMS MORTGAGE TRUST 2025-5C37 BBCMS 2025-5C37 A3                                 | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    662000 | PA      | $676786.17    | 0.02%             | 2058-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QG1295                                                        | CUSIP: 3133C1NL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    207517 | PA      | $209986.91    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                           | AGREE LP 2.000000% 06/15/2028                                                     | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377392.81    | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AT9657                                                         | CUSIP: 3138WXWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    120429 | PA      | $117026.65    | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA3105                                                      | CUSIP: 36179RNW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    296042 | PA      | $275822.72    | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                       | BROADCOM INC 4.900000% 07/15/2032                                                 | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1733964.19   | 0.05%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BK5523                                                         | CUSIP: 3140HKD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    172086 | PA      | $147598.20    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUST                                                | CHASE ISSUANCE TRUST CHAIT 2025-A1 A                                              | CUSIP: 161571HZ0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    473000 | PA      | $476044.56    | 0.01%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                     | AVOLON HOLDINGS FUNDING LTD 144A 2.528000% 11/18/2027                             | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    342000 | PA      | $328816.81    | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR ZM1779                                                        | CUSIP: 3131XU6Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    871634 | PA      | $787700.95    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD1749                                                        | CUSIP: 3132DN5J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    796622 | PA      | $681719.75    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                        | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 7.250000% 11/15/2053           | CUSIP: 47214BAD0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    518000 | PA      | $593999.41    | 0.02%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                   | HSBC HOLDINGS PLC 5.887000% 08/14/2027                                            | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    485000 | PA      | $491530.30    | 0.01%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS7221                                                         | CUSIP: 3140XPAX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    693412 | PA      | $714972.39    | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                         | PRKCM 2022-AFC1 TRUST PRKCM 2022-AFC1 A1A                                         | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1220126 | PA      | $1213671.59   | 0.03%             | 2057-04-25      | Floating      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                             | UBER TECHNOLOGIES INC 4.150000% 01/15/2031                                        | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    891000 | PA      | $882862.68    | 0.03%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD7548                                                        | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4751115 | PA      | $4089425.88   | 0.12%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                          | VMED O2 UK FINANCING I PLC 144A 4.750000% 07/15/2031                              | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | NUSS              | GB        |    630000 | PA      | $592985.17    | 0.02%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                               | DOMINION ENERGY INC 6.200000% 02/15/2056                                          | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1258179.64   | 0.04%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                          | APPLE INC 4.000000% 05/12/2028                                                    | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    522000 | PA      | $525522.15    | 0.01%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM7172                                                         | CUSIP: 3140JB6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3380245 | PA      | $3415948.52   | 0.10%             | 2053-04-01      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                               | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.500000% 04/01/2063           | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    182000 | PA      | $152515.18    | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4607                                                         | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    810372 | PA      | $726950.07    | 0.02%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                       | GOLDMAN SACHS GROUP INC/THE 1.542000% 09/10/2027                                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    735000 | PA      | $716860.10    | 0.02%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 1.045000% 11/19/2026                                          | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328521.59    | 0.01%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-D NAVSL 2018-DA A2A                | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    237035 | PA      | $235446.07    | 0.01%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                            | BX TRUST 2025-VLT7 BX 2025-VLT7 A                                                 | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    618000 | PA      | $619545.00    | 0.02%             | 2044-07-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8178                                                        | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5232997 | PA      | $4434948.16   | 0.13%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING, INC.                                           | PPL CAPITAL FUNDING INC 5.250000% 09/01/2034                                      | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    321000 | PA      | $328303.72    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST               | WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT 2024-A A                   | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    267000 | PA      | $272802.79    | 0.01%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                   | INTEL CORP 3.250000% 11/15/2049                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    174000 | PA      | $115621.02    | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| X CORP.                                                             | X CORP. 10/26/2029                                                                | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              |  | US        |    117175 | PA      | $117451.89    | 0.00%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 633207                                                       | CUSIP: 36291NNY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3182 | PA      | $3299.46      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST                                      | HARBORVIEW MORTGAGE LOAN TRUST 2004-3 HVMLT 2004-3 1A                             | CUSIP: 41161PEC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    266117 | PA      | $254305.56    | 0.01%             | 2034-05-19      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                            | BX TRUST 2025-GW BX 2025-GW A                                                     | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1435000 | PA      | $1439035.94   | 0.04%             | 2042-07-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD7560                                                        | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    784058 | PA      | $751589.22    | 0.02%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS9298                                                         | CUSIP: 3140XRKL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1169299 | PA      | $1207561.53   | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                         | ONEOK INC 6.250000% 10/15/2055                                                    | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    443000 | PA      | $449875.51    | 0.01%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV8042                                                         | CUSIP: 3140MM5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    599793 | PA      | $599834.94    | 0.02%             | 2052-09-01      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB9157                                                         | CUSIP: 3140QVE75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    730768 | PA      | $763506.30    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM7741                                                         | CUSIP: 3140JCS70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    934345 | PA      | $944012.68    | 0.03%             | 2054-07-01      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST                                      | MSWF COMMERCIAL MORTGAGE TRUST 2023-2 MSWF 2023-2 XA                              | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5208142 | PA      | $298206.24    | 0.01%             | 2056-12-15      | Floating      | 1.14%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                            | DEVON ENERGY CORP 5.750000% 09/15/2054                                            | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    578000 | PA      | $536139.19    | 0.02%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 786835                                                      | CUSIP: 3622ACPU8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    500991 | PA      | $506344.61    | 0.01%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                      | TRANSDIGM INC 144A 6.625000% 03/01/2032                                           | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226499.90    | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US 10YR NOTE (CBT)DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       117 | NC      | $13162500.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                    | PHILIP MORRIS INTERNATIONAL INC 4.875000% 04/30/2035                              | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1359000 | PA      | $1359778.49   | 0.04%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                    | PACIFIC GAS AND ELECTRIC CO 4.950000% 07/01/2050                                  | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1118347.64   | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP 5.288000% 04/25/2034                                         | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1526063.98   | 0.04%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BF0560                                                         | CUSIP: 3140FXTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    148540 | PA      | $121134.86    | 0.00%             | 2061-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AQ7048                                                         | CUSIP: 3138MNZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23646 | PA      | $22953.45     | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                           | DUKE ENERGY PROGRESS LLC 5.050000% 03/15/2035                                     | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1864570.95   | 0.05%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 4.800000% 09/26/2032                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1867242.61   | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                | VERIZON MASTER TRUST VZMT 2025-4 A                                                | CUSIP: 92348KEC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1279000 | PA      | $1311133.72   | 0.04%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB3369                                                         | CUSIP: 3140QNW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    418249 | PA      | $382850.22    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD.                                                | WEC US HOLDINGS LTD. 1/27/2031                                                    | CUSIP: 92943LAC4<br>LEI: N/A                  | Long             | LON              |  | US        |    109724 | PA      | $109754.10    | 0.00%             | 2031-01-27      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                           | MISSISSIPPI POWER CO 4.250000% 03/15/2042                                         | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    174000 | PA      | $151533.78    | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS4233                                                         | CUSIP: 3140XKV31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4670966 | PA      | $4551175.76   | 0.13%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR ZT2040                                                        | CUSIP: 3132AEHR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    279541 | PA      | $263563.95    | 0.01%             | 2043-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2014-25 EL                                                  | CUSIP: 3136AJ3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    353859 | PA      | $325205.17    | 0.01%             | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                | BA CREDIT CARD TRUST BACCT 2023-A2 A2                                             | CUSIP: 05522RDH8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    790000 | PA      | $799693.93    | 0.02%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4548                                                         | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5105401 | PA      | $4314439.90   | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUEZ SA                                                             | SUEZ SACA MTN 2.875000% 05/24/2034                                                | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | NUSS              | FR        |    800000 | PA      | $879231.72    | 0.02%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                   | OCTAGON 53 LTD OCT53 2021-1A A                                                    | CUSIP: 67592RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3752846.25   | 0.11%             | 2034-04-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                              | MCDONALD'S CORP MTN 4.250000% 03/07/2035                                          | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | NUSS              | US        |    200000 | PA      | $247081.94    | 0.01%             | 2035-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                      | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2024-INV2 A1              | CUSIP: 617939AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1083101 | PA      | $1101376.50   | 0.03%             | 2054-02-25      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 1.953000% 02/04/2032                                          | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1202195.94   | 0.03%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 607179                                                       | CUSIP: 36201YQ82<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1551 | PA      | $1590.81      | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4333                                                         | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1170649 | PA      | $1019053.40   | 0.03%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 786963                                                      | CUSIP: 3622ACTU4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    751099 | PA      | $776017.33    | 0.02%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                       | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1                        | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    142695 | PA      | $137006.63    | 0.00%             | 2060-11-25      | Floating      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA8347                                                      | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5051087 | PA      | $4934323.77   | 0.14%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB7638                                                         | CUSIP: 3140QTPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    329420 | PA      | $341850.42    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                       | GOLDMAN SACHS GROUP INC/THE 5.330000% 07/23/2035                                  | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    803000 | PA      | $826643.64    | 0.02%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.000000% 02/15/2049                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21890000 | PA      | $16390137.50  | 0.46%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8199                                                        | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  14184320 | PA      | $11485617.61  | 0.33%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                            | UNITED MEXICAN STATES 3.500000% 02/12/2034                                        | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    663000 | PA      | $575815.50    | 0.02%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                       | BROADCOM INC 144A 4.926000% 05/15/2037                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    475000 | PA      | $473726.12    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                        | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2023-4 A                       | CUSIP: 02589BAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1532000 | PA      | $1584254.07   | 0.04%             | 2030-09-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| First Eagle 5/25 TL                                                 | First Eagle 5/25 TL 6/6/2032                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     70403 | PA      | $69648.73     | 0.00%             | 2032-06-06      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                            | SYNCHRONY CARD FUNDING LLC SYNIT 2025-A2 A                                        | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1391000 | PA      | $1407672.53   | 0.04%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD2511                                                        | CUSIP: 3132DPYG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    461632 | PA      | $467319.79    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: USD/EUR SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-955.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                        | NORTHROP GRUMMAN CORP 5.250000% 07/15/2035                                        | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    457000 | PA      | $473053.09    | 0.01%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP, LLC                                              | JANE STREET GROUP / JSG FINANCE INC 144A 7.125000% 04/30/2031                     | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    310000 | PA      | $325156.60    | 0.01%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                               | ARI FLEET LEASE TRUST 2023-A ARIFL 2023-A A3                                      | CUSIP: 00218GAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    805000 | PA      | $811794.44    | 0.02%             | 2032-02-17      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| THE KROGER CO.                                                      | KROGER CO/THE 5.500000% 09/15/2054                                                | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    780000 | PA      | $760234.98    | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2013-49 AP                                                  | CUSIP: 3136AD7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    184782 | PA      | $160665.86    | 0.00%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                    | SMB PRIVATE EDUCATION LOAN TRUST 2021-C SMB 2021-C APT1                           | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     88286 | PA      | $81348.40     | 0.00%             | 2053-01-15      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AS8623                                                         | CUSIP: 3138WJSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    189393 | PA      | $171215.44    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 623602                                                       | CUSIP: 36291BX77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     21056 | PA      | $21565.01     | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 622573                                                       | CUSIP: 36291AT66<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1834 | PA      | $1878.17      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                              | SLM STUDENT LOAN TRUST 2008-5 SLMA 2008-5 A4                                      | CUSIP: 78444YAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     28137 | PA      | $28251.30     | 0.00%             | 2023-07-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                         | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY        | CUSIP: 64972JPT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $595660.73    | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LIMITED                                            | HEATHROW FUNDING LTD MTN 1.125000% 10/08/2030                                     | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | NUSS              | GB        |    795000 | PA      | $845955.49    | 0.02%             | 2030-10-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                    | WORLD OMNI AUTO RECEIVABLES TRUST 2025-C WOART 2025-C A3                          | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    905000 | PA      | $907756.45    | 0.03%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD0615                                                        | CUSIP: 3132DMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    281140 | PA      | $275531.61    | 0.01%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                      | PMT LOAN TRUST 2024-INV1 PMTLT 2024-INV1 A3                                       | CUSIP: 73015BAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3294783 | PA      | $3316452.42   | 0.09%             | 2059-10-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 606943                                                       | CUSIP: 36201YHU3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       992 | PA      | $1024.04      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.750000% 04/15/2028                                              | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  19910000 | PA      | $19970663.38  | 0.57%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY 5.192000% 04/17/2031                                               | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    279000 | PA      | $288093.30    | 0.01%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                | VERIZON MASTER TRUST VZMT 2023-7 A1A                                              | CUSIP: 92348KCD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1130000 | PA      | $1151952.62   | 0.03%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BF0222                                                         | CUSIP: 3140FXG89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    540708 | PA      | $524623.41    | 0.01%             | 2057-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                              | CVS HEALTH CORP 3.250000% 08/15/2029                                              | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    635000 | PA      | $608741.10    | 0.02%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                                         | ELMWOOD CLO I LTD ELMW1 2019-1A A1RR                                              | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $551557.05    | 0.02%             | 2037-04-20      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                               | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C4 WFCM 2025-5C4 AS                   | CUSIP: 949931AF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    375000 | PA      | $393295.20    | 0.01%             | 2058-05-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 1.578000% 04/22/2027                                          | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2666126.01   | 0.08%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM6912                                                         | CUSIP: 3140JBVE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     82128 | PA      | $67394.26     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781001                                                       | CUSIP: 36225BDE5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6340 | PA      | $6446.57      | 0.00%             | 2029-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP MTN 2.087000% 06/14/2029                                     | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2770642.05   | 0.08%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN DC9067                                                         | CUSIP: 3140AXCD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    807753 | PA      | $819803.23    | 0.02%             | 2055-05-01      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BF0496                                                         | CUSIP: 3140FXRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3791099 | PA      | $3340750.56   | 0.09%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F NAVSL 2019-FA A2                 | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    304393 | PA      | $294464.61    | 0.01%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                            | UNITED MEXICAN STATES 4.600000% 02/10/2048                                        | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    422000 | PA      | $332409.40    | 0.01%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                                 | CNH EQUIPMENT TRUST 2022-B CNH 2022-B A3                                          | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    241791 | PA      | $241457.54    | 0.01%             | 2027-11-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                      | COMMONWEALTH BANK OF AUSTRALIA MTN 4.150000% 10/01/2030                           | CUSIP: 20271RAW0<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    660000 | PA      | $659785.74    | 0.02%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                               | ARI FLEET LEASE TRUST 2024-A ARIFL 2024-A A2                                      | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    454181 | PA      | $457127.62    | 0.01%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 8B0442                                               | CUSIP: 3142AWP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    299994 | PA      | $302604.04    | 0.01%             | 2055-07-01      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD2245                                                        | CUSIP: 3132DPP69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    161473 | PA      | $164400.68    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AL8076                                                         | CUSIP: 3138EQ6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    532305 | PA      | $517757.08    | 0.01%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 562385                                                       | CUSIP: 36213RXN2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     20662 | PA      | $21441.10     | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                     | UNITEDHEALTH GROUP INC 3.050000% 05/15/2041                                       | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    121000 | PA      | $92043.94     | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1442                                                         | CUSIP: 3140XGS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2264991 | PA      | $2043135.65   | 0.06%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS5155                                                         | CUSIP: 3140XLWR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    555561 | PA      | $560853.69    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4196                                                      | CUSIP: 36179SUV7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    548490 | PA      | $508849.31    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM3325                                                         | CUSIP: 3140J7VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1035839 | PA      | $951857.31    | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: USD/EUR SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $2605.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY 5.230000% 01/15/2031                                               | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1778394.02   | 0.05%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4128                                                         | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1172558 | PA      | $1030781.29   | 0.03%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                     | TOYOTA MOTOR CREDIT CORP MTN 4.650000% 09/03/2032                                 | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1045070.98   | 0.03%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-1 GC                            | CUSIP: 38385CKW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7971320 | PA      | $7679159.52   | 0.22%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SB0662                                                        | CUSIP: 3132CWWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    606784 | PA      | $575682.55    | 0.02%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)                                      | CUSIP: 01F0226A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6925000 | PA      | $5833201.73   | 0.17%             | 2055-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                         | HUDSON YARDS 2019-55HY MORTGAGE TRUST HY 2019-55HY A                              | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1240000 | PA      | $1161267.19   | 0.03%             | 2041-12-10      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO VARIABLE RATE 02/01/2027                                      | CUSIP: 31945HAB1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1572701.83   | 0.04%             | 2027-02-01      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-63 UD                           | CUSIP: 38382FFR0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    375581 | PA      | $311011.83    | 0.01%             | 2050-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                       | GOLDMAN SACHS GROUP INC/THE 1.431000% 03/09/2027                                  | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1135196.23   | 0.03%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                                            | VENTURE GLOBAL LNG INC 144A 8.125000% 06/01/2028                                  | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74525.04     | 0.00%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QC5830                                                        | CUSIP: 3133AQPP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    579574 | PA      | $496064.57    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA5597                                                      | CUSIP: 36179UGE6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    138910 | PA      | $140715.90    | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                   | ENTERPRISE PRODUCTS OPERATING LLC 4.950000% 02/15/2035                            | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    765000 | PA      | $771359.21    | 0.02%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G67714                                                   | CUSIP: 3132XCSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    601283 | PA      | $579345.92    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                              | SLM STUDENT LOAN TRUST 2008-7 SLMA 2008-7 B                                       | CUSIP: 78445FAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $679041.60    | 0.02%             | 2083-07-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST                                     | CFCRE COMMERCIAL MORTGAGE TRUST 2016-C4 CFCRE 2016-C4 AM                          | CUSIP: 12531YAU2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2502000 | PA      | $2484443.97   | 0.07%             | 2058-05-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                     | CIGNA GROUP/THE 4.875000% 09/15/2032                                              | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1262603.70   | 0.04%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA6209                                                      | CUSIP: 36179U3S9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    495328 | PA      | $436849.91    | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1112                                                         | CUSIP: 3140XGGW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    678256 | PA      | $558497.81    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 564798                                                       | CUSIP: 36213UNP1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10190 | PA      | $10284.00     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BR4753                                                         | CUSIP: 3140L3H79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70700 | PA      | $57936.61     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A                   | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    719987 | PA      | $658672.87    | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AS6541                                                         | CUSIP: 3138WGHT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    184023 | PA      | $172802.26    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                       | GOLDMAN SACHS GROUP INC/THE 2.383000% 07/21/2032                                  | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5970000 | PA      | $5328217.30   | 0.15%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                           | DUKE ENERGY PROGRESS LLC 2.500000% 08/15/2050                                     | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    346000 | PA      | $207392.70    | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS4480                                                         | CUSIP: 3140XK6S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    148772 | PA      | $148028.39    | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                              | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1819513.27   | 0.05%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RA7501                                                        | CUSIP: 3133KPKN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    358453 | PA      | $349380.03    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                            | BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 A5                               | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    485000 | PA      | $474817.33    | 0.01%             | 2055-05-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FA1106                                                         | CUSIP: 3140W1GQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2991331 | PA      | $2875719.04   | 0.08%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM2847                                                         | CUSIP: 3140X6EV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1835198 | PA      | $1686846.39   | 0.05%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2017-96 FB                                                  | CUSIP: 3136B0AG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    398152 | PA      | $392223.97    | 0.01%             | 2047-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K743 X1                   | CUSIP: 3137H14D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3919235 | PA      | $83638.03     | 0.00%             | 2054-06-25      | Floating      | 1.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BT3244                                                         | CUSIP: 3140LRTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    210245 | PA      | $180517.53    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                                 | CHEVRON USA INC 4.300000% 10/15/2030                                              | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    615000 | PA      | $618351.74    | 0.02%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                            | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.150000% 03/01/2034                      | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2253331.87   | 0.06%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BQ5876                                                         | CUSIP: 3140KRQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    127874 | PA      | $109890.50    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                          | VERUS SECURITIZATION TRUST 2021-R1 VERUS 2021-R1 A1                               | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     92197 | PA      | $88714.66     | 0.00%             | 2063-10-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                               | ELEVANCE HEALTH INC 5.200000% 02/15/2035                                          | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1029374.01   | 0.03%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD3368                                                        | CUSIP: 3132DQW51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2320739 | PA      | $2357759.40   | 0.07%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO LLC                                                      | CLOVER CLO 2018-1 LLC CLVR 2018-1A A1RR                                           | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007206.00   | 0.09%             | 2037-04-20      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD5438                                                        | CUSIP: 3132DTBF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1475768 | PA      | $1528177.67   | 0.04%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN 888707                                                         | CUSIP: 31410GKU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14514 | PA      | $15344.75     | 0.00%             | 2037-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QB9485                                                        | CUSIP: 3133AGRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     66017 | PA      | $54544.54     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                  | BOSTON GAS CO 144A 4.487000% 02/15/2042                                           | CUSIP: 100743AJ2<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30178.67     | 0.00%             | 2042-02-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QD9170                                                        | CUSIP: 3133B7FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    606874 | PA      | $517403.08    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM7869                                                         | CUSIP: 3140XBW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65174 | PA      | $55871.67     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 500269                                                       | CUSIP: 36210RW63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6402 | PA      | $6584.02      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AU6735                                                         | CUSIP: 3138X6PV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    122155 | PA      | $111875.35    | 0.00%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA6301                                                         | CUSIP: 3140QEAB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     89594 | PA      | $73271.09     | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                           | TOWD POINT MORTGAGE TRUST 2017-4 TPMT 2017-4 A1                                   | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    252761 | PA      | $247600.69    | 0.01%             | 2057-06-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                      | ENTERPRISE FLEET FINANCING 2024-1 LLC EFF 2024-1 A2                               | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1005073 | PA      | $1013648.18   | 0.03%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                          | LAD AUTO RECEIVABLES TRUST 2025-2 LADAR 2025-2A A3                                | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    925000 | PA      | $927109.28    | 0.03%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4427 CE                                                    | CUSIP: 3137BGAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     48519 | PA      | $48015.59     | 0.00%             | 2034-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA8200                                                      | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7414008 | PA      | $7041276.48   | 0.20%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                 | RCKT MORTGAGE TRUST 2021-3 RCKT 2021-3 A1                                         | CUSIP: 74938DAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    411315 | PA      | $340889.19    | 0.01%             | 2051-07-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781798                                                       | CUSIP: 36225B7K8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7349 | PA      | $7683.27      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0408                                                         | CUSIP: 3140XFN23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    141063 | PA      | $126249.98    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR ZT2378                                                        | CUSIP: 3132AEUB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    753276 | PA      | $692644.62    | 0.02%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                           | AT&T INC 5.700000% 11/01/2054                                                     | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    476000 | PA      | $470461.85    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                            | CONSUMERS ENERGY CO 5.050000% 05/15/2035                                          | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    705000 | PA      | $717227.15    | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB8149                                                         | CUSIP: 3140QUBT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1020676 | PA      | $1030416.10   | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2020-25 BI                                                  | CUSIP: 3136B9LQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    487840 | PA      | $81909.77     | 0.00%             | 2047-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                 | BMW US CAPITAL LLC 144A 5.050000% 03/21/2030                                      | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |    550000 | PA      | $564596.05    | 0.02%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-81 YJ                           | CUSIP: 38384BFM8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1920000 | PA      | $1681684.03   | 0.05%             | 2053-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                               | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 03/01/2042           | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    827000 | PA      | $595643.33    | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2007-78 SA                           | CUSIP: 38374DJA8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    225870 | PA      | $11373.82     | 0.00%             | 2037-12-16      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                     | DEERE & CO 5.700000% 01/19/2055                                                   | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    732000 | PA      | $769896.77    | 0.02%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8193                                                        | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5256824 | PA      | $4256746.66   | 0.12%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                               | CHILE ELECTRICITY LUX MPC II SARL 144A 5.672000% 10/20/2035                       | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1555000 | PA      | $1602579.42   | 0.05%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 540739                                                       | CUSIP: 36212QV80<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4699 | PA      | $4714.50      | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AB9597                                                         | CUSIP: 31417GUX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     17227 | PA      | $16754.95     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5092 HE                                                    | CUSIP: 3137FYCE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    462550 | PA      | $392225.15    | 0.01%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO 5.150000% 04/23/2031                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    575000 | PA      | $592998.05    | 0.02%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 5.950000% 09/26/2055                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    695000 | PA      | $692862.05    | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE INTEREST STRIP FNS 360 2                                               | CUSIP: 3136FCUU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    318155 | PA      | $48384.82     | 0.00%             | 2035-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCM LTD.                                                            | LCM 37 LTD LCM 37A A1R                                                            | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3208677 | PA      | $3202645.18   | 0.09%             | 2034-04-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 616093                                                       | CUSIP: 36290SNJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13132 | PA      | $13490.12     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                       | BROADCOM INC 4.800000% 10/15/2034                                                 | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    645000 | PA      | $649511.35    | 0.02%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                             | UBER TECHNOLOGIES INC 4.800000% 09/15/2034                                        | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1658106.44   | 0.05%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 841955                                               | CUSIP: 31288RE46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    922058 | PA      | $930722.46    | 0.03%             | 2055-01-01      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG C58634                                                   | CUSIP: 31298VSX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3090 | PA      | $3106.30      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM4311                                                         | CUSIP: 3140X7YH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    112755 | PA      | $100502.50    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5452 KY                                                    | CUSIP: 3137HFH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    489000 | PA      | $425045.01    | 0.01%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-89 LK                           | CUSIP: 38382QB90<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    751501 | PA      | $626292.91    | 0.02%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RB5100                                                        | CUSIP: 3133KYUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.04         | 0.00%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                                 | NISSAN AUTO RECEIVABLES 2022-B OWNER TRUST NAROT 2022-B A4                        | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    434000 | PA      | $436191.87    | 0.01%             | 2029-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08750                                                   | CUSIP: 3128MJZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    266106 | PA      | $240772.70    | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1204                                                         | CUSIP: 3140XGKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    373772 | PA      | $338917.01    | 0.01%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS4521                                                         | CUSIP: 3140XLAX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1059779 | PA      | $1063521.10   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                       | CITIBANK NA 5.570000% 04/30/2034                                                  | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1600283.70   | 0.05%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS, INC.                                      | HELIOS SOFTWARE HOLDINGS INC / ION CORPORATE SOLUT 8.750000% 05/01/2029           | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |    680000 | PA      | $704790.76    | 0.02%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                               | LAS VEGAS SANDS CORP 3.900000% 08/08/2029                                         | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145100.66    | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AB9683                                                         | CUSIP: 31417GXM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    132824 | PA      | $129072.15    | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                            | UNITED MEXICAN STATES 6.625000% 01/29/2038                                        | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    708000 | PA      | $744115.08    | 0.02%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MASTR RESECURITIZATION TRUST                                        | MASTR RESECURITIZATION TRUST 2005-PO MARS 2005-PO 3PO                             | CUSIP: 576435BB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1315 | PA      | $995.38       | 0.00%             | 2035-05-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 4.203000% 07/23/2029                                          | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801547.25    | 0.02%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QD5620                                                        | CUSIP: 3133B3G50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     78246 | PA      | $63808.40     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                               | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.900000% 06/01/2052           | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    188000 | PA      | $127330.96    | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP MTN 3.970000% 03/05/2029                                     | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    625000 | PA      | $621961.27    | 0.02%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.875000% 08/31/2032                                              | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  10940000 | PA      | $10907521.88  | 0.31%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                               | CHILE ELECTRICITY LUX MPC II SARL 144A 5.580000% 10/20/2035                       | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    312802 | PA      | $323054.74    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                | JERSEY CENTRAL POWER & LIGHT CO 144A 2.750000% 03/01/2032                         | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    330000 | PA      | $295057.28    | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                | LONG GILT FUTURE  DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -5 | NC      | $-611470.12   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MODIVCARE INC                                                       | MODIVCARE INC 1/7/2026                                                            | CUSIP: 60783LAD2<br>LEI: N/A                  | Long             | LON              |  | US        |    293027 | PA      | $124536.61    | 0.00%             | 2026-01-07      | Floating      | 11.78%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2017-24 PG                                                  | CUSIP: 3136AVP94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    994056 | PA      | $881230.12    | 0.02%             | 2047-04-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: USD/EUR SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-1403.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                             | CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2025-A1 A                           | CUSIP: 14041NGF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    295000 | PA      | $294846.28    | 0.01%             | 2030-09-16      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MB0486                                                      | CUSIP: 3618N5RG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3325371 | PA      | $3384399.96   | 0.10%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA3633                                                         | CUSIP: 3140QBBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    320258 | PA      | $299363.11    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-8 CY                            | CUSIP: 38382MUU1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    393233 | PA      | $392033.72    | 0.01%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                     | CAIXABANK SA 144A 5.581000% 07/03/2036                                            | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | NUSS              | ES        |    673000 | PA      | $689306.43    | 0.02%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                       | BROADCOM INC 4.800000% 10/15/2034                                                 | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    915000 | PA      | $921399.82    | 0.03%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB1704                                                         | CUSIP: 3140QL3N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    511746 | PA      | $484573.12    | 0.01%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                     | ENEL FINANCE INTERNATIONAL NV 144A 5.000000% 09/30/2035                           | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | NUSS              | IT        |   1395000 | PA      | $1374657.45   | 0.04%             | 2035-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8213                                                        | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3757637 | PA      | $3308012.25   | 0.09%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                         | ABBVIE INC 4.800000% 03/15/2027                                                   | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    650000 | PA      | $657380.69    | 0.02%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2013-35 CL                                                  | CUSIP: 3136ADTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4911313 | PA      | $4837607.85   | 0.14%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4510                                                      | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     92222 | PA      | $85164.73     | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                       | CITIBANK NA 4.914000% 05/29/2030                                                  | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    695000 | PA      | $714065.27    | 0.02%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD7511                                                        | CUSIP: 3132DVKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    398367 | PA      | $370729.33    | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4901                                                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    346076 | PA      | $331102.35    | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                 | BMW US CAPITAL LLC 144A 5.200000% 08/11/2035                                      | CUSIP: 05565EDD4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |    591000 | PA      | $597354.47    | 0.02%             | 2035-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                            | DIAMONDBACK ENERGY INC 5.750000% 04/18/2054                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    139000 | PA      | $133800.18    | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                         | SBNA AUTO RECEIVABLES TRUST 2024-A SBAT 2024-A A3                                 | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    249570 | PA      | $250588.82    | 0.01%             | 2028-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2023-38 FD                                                  | CUSIP: 3136BQHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    178241 | PA      | $177238.05    | 0.01%             | 2039-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD0231                                                        | CUSIP: 3132DMHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2770954 | PA      | $2489868.06   | 0.07%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                     | STAR PARENT INC 9/27/2030                                                         | CUSIP: 87169DAB1<br>LEI: N/A                  | Long             | LON              |  | US        |     48177 | PA      | $48156.86     | 0.00%             | 2030-09-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV4188                                                         | CUSIP: 3140MHUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    418275 | PA      | $356072.03    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD3246                                                        | CUSIP: 3132DQTB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2767643 | PA      | $2617879.07   | 0.07%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO MTN 5.013000% 04/04/2051                                         | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1769655.17   | 0.05%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RB5085                                                        | CUSIP: 3133KYUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2238909 | PA      | $1965269.89   | 0.06%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08859                                                   | CUSIP: 3128MJ5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    207626 | PA      | $209985.96    | 0.01%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                         | ABBVIE INC 5.050000% 03/15/2034                                                   | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    877000 | PA      | $902454.30    | 0.03%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08716                                                   | CUSIP: 3128MJYN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    769617 | PA      | $725462.34    | 0.02%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                               | GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 GMALT 2023-3 A4                      | CUSIP: 379929AE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    264000 | PA      | $264805.44    | 0.01%             | 2027-08-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | US 5YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       389 | NC      | $42476976.56  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                          | WARNERMEDIA HOLDINGS INC 5.050000% 03/15/2042                                     | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     17000 | PA      | $13571.44     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                            | TOTALENERGIES CAPITAL SA 5.425000% 09/10/2064                                     | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | NUSS              | FR        |    136000 | PA      | $130949.18    | 0.00%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BQ8482                                                         | CUSIP: 3140KUM82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    137541 | PA      | $118074.46    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST                                                         | GSAMP TRUST 2005-WMC3 GSAMP 2005-WMC3 A2C                                         | CUSIP: 362341L56<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2632009 | PA      | $2576663.81   | 0.07%             | 2035-12-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2023-37 FH                                                  | CUSIP: 3136BQEE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    794653 | PA      | $781012.68    | 0.02%             | 2050-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8256                                                        | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5295012 | PA      | $5001938.63   | 0.14%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                            | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2 AMCAR 2023-2 A3                   | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    553550 | PA      | $557700.22    | 0.02%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1462                                                         | CUSIP: 3140XGTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    284625 | PA      | $263936.47    | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0741                                                         | CUSIP: 3140XFZF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    947207 | PA      | $871882.15    | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QD6142                                                        | CUSIP: 3133B3ZF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     76108 | PA      | $65374.80     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Voyapar TL 5/8/2032                                                 | Voyapar TL 5/8/2032 5/9/2032                                                      | CUSIP: 92921HAC9<br>LEI: N/A                  | Long             | LON              |  | US        |    218938 | PA      | $219238.22    | 0.01%             | 2032-05-09      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1603                                                         | CUSIP: 3140XGX95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    230901 | PA      | $212838.24    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS6786                                                         | CUSIP: 3140XNRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13056225 | PA      | $13206013.60  | 0.37%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                                   | MERCK & CO INC 2.350000% 06/24/2040                                               | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    294000 | PA      | $211157.67    | 0.01%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                         | NATIONWIDE BUILDING SOCIETY 144A 5.537000% 07/14/2036                             | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    547000 | PA      | $562521.15    | 0.02%             | 2036-07-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA3663                                                      | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     79564 | PA      | $74072.84     | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: EUR/USD SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |         1 | NC      | $-749.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-181 IO                          | CUSIP: 38381EBB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2876997 | PA      | $200030.96    | 0.01%             | 2063-07-16      | Floating      | 0.98%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                       | COLLEGE AVE STUDENT LOANS 2019-A LLC CASL 2019-A A2                               | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250051 | PA      | $240034.09    | 0.01%             | 2048-12-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP TL B10 1L 6.57258% 01/31/2031                          | CALPINE CORP TL B10 1L 6.57258% 01/31/2031 1/31/2031                              | CUSIP: 13134MBW2<br>LEI: N/A                  | Long             | LON              |  | US        |    288910 | PA      | $288569.31    | 0.01%             | 2031-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2011-55 FH                                                  | CUSIP: 31397UGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    116773 | PA      | $115927.03    | 0.00%             | 2041-06-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 567596                                                       | CUSIP: 36213XRR7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1935 | PA      | $1966.09      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GPMT LTD                                                            | GPMT 2021-FL3 LTD GPMT 2021-FL3 A                                                 | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    156515 | PA      | $156605.19    | 0.00%             | 2035-07-16      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORPORATION                                                  | EXELON CORP 5.875000% 03/15/2055                                                  | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    696000 | PA      | $708076.41    | 0.02%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                       | FORD MOTOR CREDIT CO LLC 6.054000% 11/05/2031                                     | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4092000 | PA      | $4182340.60   | 0.12%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                | KELSO INDUSTRIES DDTL UNFUNDED 26-Dec-29                                          | CUSIP: 48825CAC9<br>LEI: N/A                  | Long             | LON              |  | US        |     13689 | PA      | $0.01         | 0.00%             | 2029-12-26      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5210 DC                                                    | CUSIP: 3137H6WG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    411080 | PA      | $386213.94    | 0.01%             | 2051-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                           | SAUDI ARABIAN OIL CO 144A 6.375000% 06/02/2055                                    | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    439000 | PA      | $467962.68    | 0.01%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB1273                                                         | CUSIP: 3140QLMX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    453925 | PA      | $369457.79    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                       | BROADCOM INC 5.150000% 11/15/2031                                                 | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    942000 | PA      | $978783.86    | 0.03%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-7 EL                            | CUSIP: 38385BN55<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    296000 | PA      | $212478.21    | 0.01%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                  | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 9A1                     | CUSIP: 161630AY4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2524 | PA      | $2502.55      | 0.00%             | 2037-02-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                          | AMGEN INC 5.650000% 03/02/2053                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164577.97    | 0.00%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                            | UNITED MEXICAN STATES 4.600000% 01/23/2046                                        | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    528000 | PA      | $422664.00    | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                                | KIMCO REALTY OP LLC 5.300000% 02/01/2036                                          | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    532000 | PA      | $543823.24    | 0.02%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                          | AMGEN INC 5.650000% 03/02/2053                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284271.04    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E NAVSL 2021-EA A                  | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1342085 | PA      | $1209708.86   | 0.03%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                  | ENERGY TRANSFER LP 144A 6.000000% 02/01/2029                                      | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    642000 | PA      | $651132.06    | 0.02%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVE  BUSTERS INC                                                   | DAVE  BUSTERS INC 9/29/2031                                                       | CUSIP: 23833EAY0<br>LEI: N/A                  | Long             | LON              |  | US        |    151881 | PA      | $139873.74    | 0.00%             | 2031-09-29      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                             | GSR MORTGAGE LOAN TRUST 2007-1F GSR 2007-1F 2A4                                   | CUSIP: 3622MPAN8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       466 | PA      | $987.84       | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BV5395                                                         | CUSIP: 3140MJ7H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    119474 | PA      | $110032.37    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4210 Z                                                     | CUSIP: 3137B1W73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     76885 | PA      | $64511.59     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND TRUST                               | BAYVIEW OPPORTUNITY MASTER FUND VI TRUST 2021-INV6 BVINV 2021-6 A5                | CUSIP: 07335UAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4828093 | PA      | $4302497.83   | 0.12%             | 2051-10-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                 | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  10274455 | NS      | $10274455.44  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA8044                                                      | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1139657 | PA      | $1048360.83   | 0.03%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 4.450000% 09/26/2030                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2333854.36   | 0.07%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA8879                                                      | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    771997 | PA      | $782184.53    | 0.02%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                        | MARRIOTT INTERNATIONAL INC/MD 5.250000% 10/15/2035                                | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1038160.22   | 0.03%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 618988                                                       | CUSIP: 36290VUM4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6342 | PA      | $6396.53      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                      | FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050                                       | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    740000 | PA      | $552040.00    | 0.02%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781594                                                       | CUSIP: 36225BXX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     15251 | PA      | $15747.98     | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2017-13 PA                                                  | CUSIP: 3136AVFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    376243 | PA      | $353299.50    | 0.01%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SL1278                                                        | CUSIP: 31427NM48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    800930 | PA      | $813028.63    | 0.02%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY MTN 5.656000% 04/18/2030                                           | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    475000 | PA      | $496001.92    | 0.01%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA9016                                                      | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1114678 | PA      | $1111748.03   | 0.03%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                             | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 5.500000% 03/01/2055                       | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    213000 | PA      | $213937.25    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                           | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2 SFAST 2024-2A A3                 | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    547000 | PA      | $553448.58    | 0.02%             | 2029-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AT6549                                                         | CUSIP: 3138WUH30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15034 | PA      | $14621.78     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                      | SYNOPSYS INC 5.000000% 04/01/2032                                                 | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    605000 | PA      | $618247.62    | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                                            | VENTURE GLOBAL LNG INC 144A 7.000000% 01/15/2030                                  | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    580000 | PA      | $600163.82    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES               | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2007-OA1 A1A              | CUSIP: 92926WAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    808438 | PA      | $747276.87    | 0.02%             | 2047-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FA1523                                                         | CUSIP: 3140W1VR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    488142 | PA      | $418107.16    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                           | DLLAA 2023-1 LLC DLLAA 2023-1A A3                                                 | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    285653 | PA      | $289233.36    | 0.01%             | 2028-02-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                               | SBNA AUTO LEASE TRUST 2025-A SBALT 2025-A A3                                      | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1620000 | PA      | $1632536.37   | 0.05%             | 2028-04-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS4269                                                         | CUSIP: 3140XKW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    579978 | PA      | $475285.46    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands B.V.                                             | SUZANO NETHERLANDS BV 5.500000% 01/15/2036                                        | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | NUSS              | BR        |    522000 | PA      | $522522.00    | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS5930                                                         | CUSIP: 3140XMSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    227290 | PA      | $221332.81    | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                           | UNION PACIFIC CORP 5.600000% 12/01/2054                                           | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    266000 | PA      | $270127.84    | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                    | SMB PRIVATE EDUCATION LOAN TRUST 2020-PT-A SMB 2020-PTA A2A                       | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    642988 | PA      | $606754.02    | 0.02%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                         | ABBVIE INC 5.200000% 03/15/2035                                                   | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    819000 | PA      | $847616.05    | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4059 FP                                                    | CUSIP: 3137AQZV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    212081 | PA      | $209866.95    | 0.01%             | 2042-06-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 462838                                                       | CUSIP: 36208WEK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3507 | PA      | $3620.40      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                           | SCF EQUIPMENT TRUST 2016-1 LLC SCFET 2025-1A A2                                   | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    672123 | PA      | $674275.77    | 0.02%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BR8518                                                         | CUSIP: 3140L7PC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    127243 | PA      | $104227.36    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG U99084                                                   | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    211696 | PA      | $210892.51    | 0.01%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                    | KAZMUNAYGAS NATIONAL CO JSC 144A 5.750000% 04/19/2047                             | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |    340000 | PA      | $316618.96    | 0.01%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 4.203000% 07/23/2029                                          | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    905000 | PA      | $906750.32    | 0.03%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AQ4555                                                         | CUSIP: 3138MLBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    106469 | PA      | $103472.18    | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORPORATION                                         | ARES MANAGEMENT CORP 5.600000% 10/11/2054                                         | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    390000 | PA      | $377155.10    | 0.01%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                          | APPLE INC 3.950000% 08/08/2052                                                    | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    491000 | PA      | $398743.90    | 0.01%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD7554                                                        | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3479773 | PA      | $2989041.86   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS, INC.                                              | VERISK ANALYTICS INC 5.125000% 02/15/2036                                         | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    659000 | PA      | $665094.21    | 0.02%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 8B0449                                               | CUSIP: 3142AWQA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    441145 | PA      | $444520.33    | 0.01%             | 2055-07-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781459                                                       | CUSIP: 36225BTQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2501 | PA      | $2606.37      | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                    | SMB PRIVATE EDUCATION LOAN TRUST 2024-E SMB 2024-E A1A                            | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1058578 | PA      | $1071966.30   | 0.03%             | 2056-10-16      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                | FX Forward Contract: USD/GBP SETTLE 2025-10-10                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $1807.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-11 CF                                                  | CUSIP: 3136ARPM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    159448 | PA      | $157692.69    | 0.00%             | 2046-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 80826                                                       | CUSIP: 36225C4L7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     53329 | PA      | $54150.48     | 0.00%             | 2034-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                       | GOLDMAN SACHS GROUP INC/THE 5.734000% 01/28/2056                                  | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    497000 | PA      | $515274.54    | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 841994                                               | CUSIP: 31288RGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    471524 | PA      | $475424.60    | 0.01%             | 2055-06-01      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G60278                                                   | CUSIP: 31335AJX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    557749 | PA      | $542465.18    | 0.02%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 5.200000% 09/26/2035                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    730000 | PA      | $734019.69    | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SB1526                                                        | CUSIP: 3132CXVT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1049776 | PA      | $1034111.29   | 0.03%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.125000% 08/31/2030                                              | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6725000 | PA      | $6837696.27   | 0.19%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5020 ET                                                    | CUSIP: 3137FWX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    384301 | PA      | $354456.12    | 0.01%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08748                                                   | CUSIP: 3128MJZN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     74669 | PA      | $69666.30     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 CM2623                                                      | CUSIP: 3617YM4G4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    562786 | PA      | $505612.13    | 0.01%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA8726                                                      | CUSIP: 36179XVT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    360902 | PA      | $365592.84    | 0.01%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                          | GCAT 2025-NQM3 TRUST GCAT 2025-NQM3 A1                                            | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3364945 | PA      | $3394384.63   | 0.10%             | 2070-05-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA9301                                                      | CUSIP: 36179YKN3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    560608 | PA      | $512145.13    | 0.01%             | 2053-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                 | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2024-4A A1                              | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1300000 | PA      | $1318308.16   | 0.04%             | 2029-11-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| EMD FINANCE LLC                                                     | EMD FINANCE LLC 144A 4.375000% 10/15/2030                                         | CUSIP: 26867LAP5<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | DE        |    947000 | PA      | $946884.35    | 0.03%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2019-15 FA                                                  | CUSIP: 3136B36T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    199847 | PA      | $195395.87    | 0.01%             | 2049-04-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                  | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.450000% 04/15/2027           | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    614000 | PA      | $633197.47    | 0.02%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                           | OBX 2024-NQM11 TRUST OBX 2024-NQM11 A3                                            | CUSIP: 67119EAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    722277 | PA      | $729185.54    | 0.02%             | 2064-06-25      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB3880                                                         | CUSIP: 3140QPJ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    138222 | PA      | $138690.32    | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2017-23 FA                                                  | CUSIP: 3136AV5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    287685 | PA      | $285054.88    | 0.01%             | 2047-04-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM8977                                                         | CUSIP: 3140XC6P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     66112 | PA      | $57321.34     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 786236                                                      | CUSIP: 3622ABY97<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    840140 | PA      | $723659.20    | 0.02%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                 | PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047                                      | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    351000 | PA      | $289682.37    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CC0327                                                         | CUSIP: 3140Y6LH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    673024 | PA      | $679721.56    | 0.02%             | 2055-04-01      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA2579                                                         | CUSIP: 31418B2M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    190898 | PA      | $181574.72    | 0.01%             | 2036-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 487225                                                       | CUSIP: 36210BHA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        86 | PA      | $88.32        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC.                                                    | CATERPILLAR INC 5.200000% 05/15/2035                                              | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1171177.48   | 0.03%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                      | TEXAS INSTRUMENTS INC 5.150000% 02/08/2054                                        | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    259000 | PA      | $249742.80    | 0.01%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHWEST TEX INDPT SCH DIST                                        | NORTHWEST TX INDEP SCH DIST NORTHWEST INDEPENDENT SCHOOL DISTRICT                 | CUSIP: 667826HF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $628769.36    | 0.02%             | 2055-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HDI AEROSPACE                                                       | HDI AEROSPACE 9/19/2031                                                           | CUSIP: 40415WAB0<br>LEI: N/A                  | Long             | LON              |  | US        |    134662 | PA      | $134747.34    | 0.00%             | 2031-09-19      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-31 GH                           | CUSIP: 38383GS44<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1121523 | PA      | $1014038.44   | 0.03%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4620 LF                                                    | CUSIP: 3137BSAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    309833 | PA      | $307092.31    | 0.01%             | 2046-10-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE OR FREDDIE MAC 30YR TBA (OCTOBER)                                      | CUSIP: 01F0326A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  18200000 | PA      | $16626085.66  | 0.47%             | 2055-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS5412                                                         | CUSIP: 3140XMAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    468503 | PA      | $430497.07    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                            | UNITED MEXICAN STATES 2.659000% 05/24/2031                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2060000 | PA      | $1830104.00   | 0.05%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4826 KF                                                    | CUSIP: 3137FH4G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    220375 | PA      | $215043.28    | 0.01%             | 2048-09-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA0995                                                         | CUSIP: 3140Q8C94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1366913 | PA      | $1263232.68   | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 3.625000% 12/01/2027                                          | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228179.23    | 0.01%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                         | ONEOK INC 5.400000% 10/15/2035                                                    | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1164361.24   | 0.03%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM2348                                                         | CUSIP: 3140X5TE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    610630 | PA      | $591706.27    | 0.02%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC.                                               | HOWMET AEROSPACE INC 4.850000% 10/15/2031                                         | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    348000 | PA      | $357060.86    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BK5150                                                         | CUSIP: 3140HJWL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21235 | PA      | $20940.39     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1598                                                         | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5248710 | PA      | $4246884.19   | 0.12%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.625000% 08/15/2028                                              | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  15090000 | PA      | $15090000.00  | 0.43%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G07849                                                   | CUSIP: 3128MABS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    649927 | PA      | $613844.98    | 0.02%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC.                                           | ELANCO ANIMAL HEALTH INC. 8/1/2027                                                | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              |  | US        |    124245 | PA      | $124079.69    | 0.00%             | 2027-08-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4582 HA                                                    | CUSIP: 3137BPJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1111494 | PA      | $1051026.21   | 0.03%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4437                                                         | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3042131 | PA      | $2466218.86   | 0.07%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP 2.299000% 07/21/2032                                         | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39915.12     | 0.00%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.000000% 02/15/2048                                              | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8866000 | PA      | $6695215.31   | 0.19%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REFERENCE REMIC FHRR R007 ZA                                          | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    294659 | PA      | $309204.52    | 0.01%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO MTN 4.897000% 07/25/2033                                         | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1102282.46   | 0.03%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                       | GOLDMAN SACHS GROUP INC/THE 4.692000% 10/23/2030                                  | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    778000 | PA      | $787915.36    | 0.02%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-9 GA                            | CUSIP: 38383FR62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    362455 | PA      | $302377.10    | 0.01%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network 1/25 Cov-Lite TLB                                 | Blackhawk Network 1/25 Cov-Lite TLB 3/12/2029                                     | CUSIP: 09238FAM3<br>LEI: N/A                  | Long             | LON              |  | US        |    132442 | PA      | $132835.22    | 0.00%             | 2029-03-12      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                           | INVITATION HOMES OPERATING PARTNERSHIP LP 4.150000% 04/15/2032                    | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96673.28     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4152                                                         | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1470796 | PA      | $1292035.76   | 0.04%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD2190                                                        | CUSIP: 3132DPNF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    182758 | PA      | $178051.72    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO MTN 2.393000% 06/02/2028                                         | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121513.16    | 0.00%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BR3257                                                         | CUSIP: 3140L1TP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    117596 | PA      | $96041.96     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                             | UBER TECHNOLOGIES INC 4.800000% 09/15/2035                                        | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    594000 | PA      | $588611.35    | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LONDON POWER NETWORKS PLC                                           | LONDON POWER NETWORKS PLC MTN 3.837000% 06/11/2037                                | CUSIP: N/A<br>LEI: 213800JDI3GTKPG4XI38       | Long             | DBT              | NUSS              | GB        |    310000 | PA      | $363417.80    | 0.01%             | 2037-06-11      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                    | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A A2B                            | CUSIP: 78448YAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1784640 | PA      | $1648847.23   | 0.05%             | 2053-01-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA3662                                                      | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    672371 | PA      | $610105.75    | 0.02%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                               | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2 GMALT 2025-2 A3                      | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    785000 | PA      | $792243.90    | 0.02%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                 | PECO ENERGY CO 5.650000% 09/15/2055                                               | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    730000 | PA      | $745913.45    | 0.02%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                       | NISOURCE INC 5.800000% 02/01/2042                                                 | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    149000 | PA      | $151716.65    | 0.00%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 4.250000% 08/15/2035                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8083000 | PA      | $8148674.38   | 0.23%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                       | SUN COMMUNITIES OPERATING LP 4.200000% 04/15/2032                                 | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    575000 | PA      | $557062.58    | 0.02%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                              | GENERAL MOTORS FINANCIAL CO INC 2.700000% 06/10/2031                              | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1165785.02   | 0.03%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI, LLC                                            | ENTERGY MISSISSIPPI LLC 5.800000% 04/15/2055                                      | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    452000 | PA      | $463048.71    | 0.01%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                     | STATE OF ISRAEL 5.375000% 02/19/2030                                              | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1015000 | PA      | $1046941.07   | 0.03%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES               | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-S4 2A10              | CUSIP: 9292275C6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       870 | PA      | $854.03       | 0.00%             | 2033-06-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                               | SUMITOMO MITSUI FINANCIAL GROUP INC 4.954000% 07/08/2033                          | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | NUSS              | JP        |    611000 | PA      | $621861.25    | 0.02%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                          | APPLE INC 2.650000% 05/11/2050                                                    | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    203000 | PA      | $130067.12    | 0.00%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 634751                                                       | CUSIP: 36291QEY6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8679 | PA      | $8913.47      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA3736                                                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    140330 | PA      | $130587.57    | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                   | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2025-25F 1                       | CUSIP: 83162C2J1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    445000 | PA      | $452129.88    | 0.01%             | 2050-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | ZAYO GROUP HOLDINGS INC 144A 9.250000% 03/09/2030                                 | CUSIP: 98919VAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36869 | PA      | $35302.07     | 0.00%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                          | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM3 JPMMT 2025-NQM3 A3                      | CUSIP: 46659QAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3435448 | PA      | $3456072.16   | 0.10%             | 2065-11-25      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RB5153                                                        | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    694502 | PA      | $599802.16    | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4732                                                         | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2302627 | PA      | $2178021.08   | 0.06%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                           | AGREE LP 5.600000% 06/15/2035                                                     | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    519000 | PA      | $541079.51    | 0.02%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY, L.L.C.                              | TENNESSEE GAS PIPELINE CO LLC 8.375000% 06/15/2032                                | CUSIP: 880451AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1344984.33   | 0.04%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB2929                                                         | CUSIP: 3140QNHF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    728338 | PA      | $645946.04    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS2244                                                         | CUSIP: 3140XHP68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.05         | 0.00%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                              | NSTAR ELECTRIC CO 5.400000% 06/01/2034                                            | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    395000 | PA      | $411185.31    | 0.01%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                  | T-MOBILE USA INC 3.750000% 04/15/2027                                             | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2092485.50   | 0.06%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.125000% 05/15/2048                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14092000 | PA      | $10866253.13  | 0.31%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                            | ANGEL OAK MORTGAGE TRUST 2023-1 AOMT 2023-1 A1                                    | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1618468 | PA      | $1611238.18   | 0.05%             | 2067-09-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 8.750000% 09/01/2030                                          | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1151501.66   | 0.03%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                            | SOUTHERN CO GAS CAPITAL CORP 4.400000% 05/30/2047                                 | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    500000 | PA      | $419994.14    | 0.01%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 782025                                                       | CUSIP: 36241KHA9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     57954 | PA      | $59862.27     | 0.00%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US 2YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        56 | NC      | $11670312.50  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RJ2631                                                        | CUSIP: 3142GS4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    268117 | PA      | $284109.13    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 5529 HA                                                    | CUSIP: 3137HKUP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    366154 | PA      | $347868.59    | 0.01%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                            | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.600000% 03/01/2052                      | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    253000 | PA      | $187823.75    | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                      | MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 MSC 2016-BNK2 XA                         | CUSIP: 61690YBV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2645534 | PA      | $16316.86     | 0.00%             | 2049-11-15      | Floating      | 1.07%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                 | RCKT MORTGAGE TRUST 2025-CES1 RCKT 2025-CES1 A1A                                  | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1618328 | PA      | $1637239.50   | 0.05%             | 2045-01-25      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 2.545000% 11/08/2032                                          | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1237749.96   | 0.04%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2021-42 AC                                                  | CUSIP: 3136BGAH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    386745 | PA      | $335348.34    | 0.01%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN DD0661                                                         | CUSIP: 3140B0WX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    813256 | PA      | $822981.67    | 0.02%             | 2055-08-01      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 841874                                               | CUSIP: 31288RCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    787781 | PA      | $794505.09    | 0.02%             | 2054-10-01      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US, LLC                                                 | RWE FINANCE US LLC 144A 5.125000% 09/18/2035                                      | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1380918.27   | 0.04%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MAGNITE INC TL B 1L 0% 02/06/2031                                   | MAGNITE INC TL B 1L 0% 02/06/2031 6-Feb-31                                        | CUSIP: 55955NAG3<br>LEI: N/A                  | Long             | LON              |  | US        |     81805 | PA      | $81839.84     | 0.00%             | 2031-02-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                             | DUKE ENERGY CORP 3.500000% 06/15/2051                                             | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    212000 | PA      | $149382.01    | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN DE3107                                                         | CUSIP: 3140BFNZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    281410 | PA      | $284430.00    | 0.01%             | 2055-08-01      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA5379                                                         | CUSIP: 3140QC6R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33374 | PA      | $32855.63     | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 569703                                                       | CUSIP: 36200Q3L6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2603 | PA      | $2685.37      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                         | AMERICAN HOMES 4 RENT LP 4.950000% 06/15/2030                                     | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    447000 | PA      | $455145.02    | 0.01%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                         | SCCU AUTO RECEIVABLES TRUST 2024-1 SCCU 2024-1A A3                                | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    520000 | PA      | $524196.97    | 0.01%             | 2029-06-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| MIDSTATE TRUST                                                      | MID-STATE TRUST XI MDST 11 A1                                                     | CUSIP: 59549WAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    311486 | PA      | $310934.17    | 0.01%             | 2038-07-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                               | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C4 WFCM 2025-5C4 A3                   | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1270000 | PA      | $1330876.82   | 0.04%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA5354                                                         | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5414607 | PA      | $5535231.80   | 0.16%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2012-106 FA                                                 | CUSIP: 3136A9AN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    136617 | PA      | $134974.98    | 0.00%             | 2042-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS4145                                                         | CUSIP: 3140XKTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    423070 | PA      | $389195.87    | 0.01%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC STRIPS FHS 326 F2                                                     | CUSIP: 3132HT3R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    260300 | PA      | $259490.81    | 0.01%             | 2044-03-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| McAfee 12/24 TLB                                                    | McAfee 12/24 TLB 3/1/2029                                                         | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              |  | US        |     29220 | PA      | $27859.89     | 0.00%             | 2029-03-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-66 CG                           | CUSIP: 38383RGE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    925369 | PA      | $884624.58    | 0.03%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 2.069000% 06/01/2029                                          | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1219310.57   | 0.03%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                     | HUDSON PACIFIC PROPERTIES LP 3.950000% 11/01/2027                                 | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1287165.63   | 0.04%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4 GSMBS 2024-RPL4 A1                  | CUSIP: 362948AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2198157 | PA      | $2150190.26   | 0.06%             | 2061-09-25      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                             | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 5.050000% 03/01/2035                       | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    534000 | PA      | $544661.41    | 0.02%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA2523                                                         | CUSIP: 31418BYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    264327 | PA      | $251320.28    | 0.01%             | 2036-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                            | DIAMONDBACK ENERGY INC 5.900000% 04/18/2064                                       | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    131000 | PA      | $126111.41    | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 787228                                                      | CUSIP: 3622AC4M9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    390701 | PA      | $403431.52    | 0.01%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  23633576 | NS      | $23633575.97  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2005-29 ZA                                                  | CUSIP: 31394DEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     89379 | PA      | $92255.35     | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781566                                                       | CUSIP: 36225BW38<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5368 | PA      | $5562.27      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                     | INTERCONTINENTAL EXCHANGE INC 5.250000% 06/15/2031                                | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    705000 | PA      | $739055.73    | 0.02%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                             | E.ON SE MTN 3.500000% 04/16/2033                                                  | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | NUSS              | DE        |    565000 | PA      | $670936.43    | 0.02%             | 2033-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS3836                                                         | CUSIP: 3140XKHN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    379204 | PA      | $370960.74    | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AQ4078                                                         | CUSIP: 3138MKQ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     48110 | PA      | $46790.89     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 BP1928                                                      | CUSIP: 3617L8D95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    142598 | PA      | $128668.73    | 0.00%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                | JPMORGAN CHASE & CO 5.502000% 01/24/2036                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    455000 | PA      | $476025.28    | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                       | EUROGRID GMBH MTN 1.113000% 05/15/2032                                            | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | NUSS              | DE        |    600000 | PA      | $612087.16    | 0.02%             | 2032-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                              | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3 SDART 2025-3 A3                     | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1034000 | PA      | $1040221.37   | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                              | SLM STUDENT LOAN TRUST 2008-2 SLMA 2008-2 B                                       | CUSIP: 784442AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $704935.14    | 0.02%             | 2083-01-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                              | CVS HEALTH CORP 7.000000% 03/10/2055                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    850000 | PA      | $892281.50    | 0.03%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST                              | STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 SAIL 2004-8 A2                      | CUSIP: 86358ELL8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    268907 | PA      | $261517.10    | 0.01%             | 2034-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC NON GOLD POOL FH 841563                                               | CUSIP: 31288QWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1303315 | PA      | $1302272.25   | 0.04%             | 2053-05-01      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS GROUP AG MTN 5.010000% 03/23/2037                                             | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   1871000 | PA      | $1861979.03   | 0.05%             | 2037-03-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BM7740                                                         | CUSIP: 3140JCS62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    746456 | PA      | $726904.97    | 0.02%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                            | REPUBLIC OF SOUTH AFRICA 5.875000% 04/20/2032                                     | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $202307.57    | 0.01%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BE2981                                                         | CUSIP: 3140FNJ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    407695 | PA      | $397273.43    | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA3088                                                         | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    384159 | PA      | $369338.68    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                            | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 03/08/2044                     | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   6706000 | PA      | $5571009.50   | 0.16%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG G08721                                                   | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    317806 | PA      | $287554.50    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                                     | BLACKROCK INC 3.750000% 07/18/2035                                                | CUSIP: N/A<br>LEI: 529900VBK42Y5HHRMD23       | Long             | DBT              | NUSS              | US        |   1055000 | PA      | $1269787.94   | 0.04%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS6451                                                         | CUSIP: 3140XNEZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    489747 | PA      | $497294.58    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                 | SOCIETE GENERALE 7.132000% 01/19/2055                                             | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | US        |    472000 | PA      | $504313.97    | 0.01%             | 2055-01-19      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST                               | CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 CWL 2007-12 2A4                | CUSIP: 126697AF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4580216 | PA      | $4321421.61   | 0.12%             | 2047-08-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA7042                                                      | CUSIP: 36179VZF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1668024 | PA      | $1337696.92   | 0.04%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SBA SMALL BUSINESS INVESTMENT COS SBIC 2025-10B 1                                 | CUSIP: 831641GA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1855000 | PA      | $1850289.78   | 0.05%             | 2035-09-10      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QC2044                                                        | CUSIP: 3133ALHV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     66923 | PA      | $58052.83     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA1177                                                         | CUSIP: 31418AJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12837 | PA      | $12116.14     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2015-32 FA                                                  | CUSIP: 3136ANPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    331785 | PA      | $323454.26    | 0.01%             | 2045-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QD6079                                                        | CUSIP: 3133B3XG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    310513 | PA      | $265889.22    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS7180                                                         | CUSIP: 3140XN6S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    780234 | PA      | $673660.80    | 0.02%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                        | FORD CREDIT AUTO LEASE TRUST 2024-A FORDL 2024-A A4                               | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    292000 | PA      | $293910.73    | 0.01%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                  | T-MOBILE USA INC 5.125000% 05/15/2032                                             | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205831.53    | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK                                                                | BANK 2022-BNK40 BANK 2022-BNK40 A4                                                | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    605000 | PA      | $563597.67    | 0.02%             | 2064-03-15      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0736                                                         | CUSIP: 3140XFZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    125681 | PA      | $107620.33    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                            | AMERICAN EXPRESS CO 4.918000% 07/20/2033                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    475000 | PA      | $483268.98    | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN MA4586                                                         | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    695745 | PA      | $600875.65    | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                            | SOUTHERN CO GAS CAPITAL CORP 5.150000% 09/15/2032                                 | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513175.41    | 0.01%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.625000% 08/31/2030                                              | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6140000 | PA      | $6108340.63   | 0.17%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                         | LOCKHEED MARTIN CORP 4.500000% 05/15/2036                                         | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    285000 | PA      | $278915.91    | 0.01%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD6420                                                        | CUSIP: 3132DUDZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1527935 | PA      | $1596386.80   | 0.05%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                                     | EMD FINANCE LLC 144A 5.000000% 10/15/2035                                         | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | DE        |    668000 | PA      | $668226.24    | 0.02%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 565034                                                       | CUSIP: 36213UV31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5628 | PA      | $5808.09      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BS3452                                                         | CUSIP: 3140LDZS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1978501 | PA      | $1267757.76   | 0.04%             | 2051-10-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                  | T-MOBILE USA INC 5.875000% 11/15/2055                                             | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    364000 | PA      | $371812.84    | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                          | DUKE ENERGY CAROLINAS LLC 2.850000% 03/15/2032                                    | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    425000 | PA      | $387387.57    | 0.01%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST                                                   | T-MOBILE US TRUST 2025-1 TMUST 2025-1A A                                          | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    858000 | PA      | $868951.94    | 0.02%             | 2029-11-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT LTD                                             | HPS LOAN MANAGEMENT 15-2019 LTD HLM 15A-19 A1R                                    | CUSIP: 40439DAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    400000 | PA      | $400631.60    | 0.01%             | 2035-01-22      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                               | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-C64 WFCM 2025-C64 A5                   | CUSIP: 95004BAW1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    164000 | PA      | $173541.34    | 0.00%             | 2058-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD5039                                                        | CUSIP: 3132DSS45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    204194 | PA      | $188034.38    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                               | DELTA AIR LINES INC 4.950000% 07/10/2028                                          | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1392699.20   | 0.04%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                         | ABBVIE INC 4.875000% 03/15/2030                                                   | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    706000 | PA      | $726728.50    | 0.02%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN 890604                                                         | CUSIP: 31410LNV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    563835 | PA      | $564501.68    | 0.02%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                          | ENI SPA 144A 5.950000% 05/15/2054                                                 | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $199934.13    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO & CO MTN 4.900000% 01/24/2028                                         | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    741000 | PA      | $747813.72    | 0.02%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM7114                                                         | CUSIP: 3140XA3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1276986 | PA      | $1185404.02   | 0.03%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                         | AMERICAN HOMES 4 RENT LP 4.300000% 04/15/2052                                     | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $144240.07    | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES                    | CD 2017-CD3 MORTGAGE TRUST CD 2017-CD3 A4                                         | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    480000 | PA      | $465940.70    | 0.01%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2021-P0 FHMR 2021-P009 A2              | CUSIP: 3137H13V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    500000 | PA      | $449462.05    | 0.01%             | 2031-01-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM6418                                                         | CUSIP: 3140XADY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69396 | PA      | $57182.97     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC GOLD POOL FG C68825                                                   | CUSIP: 31287UYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     10018 | PA      | $10044.91     | 0.00%             | 2032-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                            | BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 AS                               | CUSIP: 08163RBT2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    530000 | PA      | $498001.04    | 0.01%             | 2055-05-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F NAVSL 2019-FA A2                 | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    517271 | PA      | $500399.88    | 0.01%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-147 KI                          | CUSIP: 38381DJ68<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2532094 | PA      | $207723.10    | 0.01%             | 2061-06-16      | Floating      | 1.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 616026                                                       | CUSIP: 36290SLF6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7564 | PA      | $7782.05      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN BP4037                                                         | CUSIP: 3140KBPX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     96829 | PA      | $89510.07     | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.500000% 09/30/2027                                              | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8248000 | PA      | $8230279.67   | 0.23%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA5468                                                      | CUSIP: 36179UCD2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     84043 | PA      | $85152.73     | 0.00%             | 2048-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CA7048                                                         | CUSIP: 3140QEZN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1365789 | PA      | $1219843.94   | 0.03%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD8116                                                        | CUSIP: 3132DWAR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    482272 | PA      | $441436.35    | 0.01%             | 2050-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                                  | BALTIMORE GAS AND ELECTRIC CO 2.250000% 06/15/2031                                | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    343000 | PA      | $307065.90    | 0.01%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR RQ0027                                                        | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3441388 | PA      | $3471041.05   | 0.10%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD7530                                                        | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    702212 | PA      | $602074.90    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                              | SOUTHERN POWER CO 4.900000% 10/01/2035                                            | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1282061.13   | 0.04%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                    | HEALTHCARE REALTY HOLDINGS LP 3.625000% 01/15/2028                                | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113068.05    | 0.00%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-D NAVSL 2019-D A2A                 | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    582302 | PA      | $566664.44    | 0.02%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 607623                                                       | CUSIP: 36202SAY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       408 | PA      | $427.06       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY MTN 5.831000% 04/19/2035                                           | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    953000 | PA      | $1015938.91   | 0.03%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST                             | AMERICAN HOME MORTGAGE INVESTMENT TRUST 2005-4 AHM 2005-4 5A                      | CUSIP: 02660TGW7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600771 | PA      | $222926.66    | 0.01%             | 2045-11-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                          | DUKE ENERGY CAROLINAS LLC 5.350000% 01/15/2053                                    | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    405000 | PA      | $397223.95    | 0.01%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM6015                                                         | CUSIP: 3140X9VH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     75611 | PA      | $72952.02     | 0.00%             | 2039-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AT9637                                                         | CUSIP: 3138WXV79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    114315 | PA      | $111074.34    | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA5078                                                      | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    581945 | PA      | $556759.81    | 0.02%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS1014                                                         | CUSIP: 3140XGDU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    230347 | PA      | $188780.82    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AS4347                                                         | CUSIP: 3138WDZM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    103033 | PA      | $99470.37     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4719 LA                                                    | CUSIP: 3137FAXZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    328654 | PA      | $308898.60    | 0.01%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                        | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.000000% 05/15/2032           | CUSIP: 46590XAP1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    432000 | PA      | $386499.21    | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2015-65 CZ                                                  | CUSIP: 3136AP3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    284496 | PA      | $254735.02    | 0.01%             | 2045-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2016-78 FA                                                  | CUSIP: 3136AUEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    163244 | PA      | $161433.91    | 0.00%             | 2044-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR SD1844                                                        | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2863734 | PA      | $2533663.20   | 0.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV GEN RCPTS                                              | OHIO ST UNIV OHIO STATE UNIVERSITY/THE                                            | CUSIP: 677632PA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    247000 | PA      | $210397.56    | 0.01%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0225                                                         | CUSIP: 3140XFHB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    486834 | PA      | $402866.15    | 0.01%             | 2047-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US 2YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1112 | NC      | $231739062.50 | 6.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC POOL FR QC7127                                                        | CUSIP: 3133AR4L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     75643 | PA      | $61956.05     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA6413                                                      | CUSIP: 36179VDS6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    115289 | PA      | $116855.87    | 0.00%             | 2050-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SkyMiles TL 10/20/2028                                              | SkyMiles TL 10/20/2028 10/20/2028                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    211122 | PA      | $211148.95    | 0.01%             | 2028-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                         | SCCU AUTO RECEIVABLES TRUST 2024-1 SCCU 2024-1A A2                                | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    215223 | PA      | $215569.26    | 0.01%             | 2027-12-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                      | OPAL BIDCO SAS 144A 6.500000% 03/31/2032                                          | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | NUSS              | FR        |     50000 | PA      | $51237.30     | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                       | CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 CAS 2021-R01 1M2                     | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1244302 | PA      | $1246641.67   | 0.04%             | 2041-10-25      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 644912                                                       | CUSIP: 36292CN59<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6304 | PA      | $6361.68      | 0.00%             | 2035-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS0424                                                         | CUSIP: 3140XFPJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    441418 | PA      | $378509.57    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Twitter 10/22                                                       | Twitter 10/22 26-Oct-29                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              |  | US        |    141267 | PA      | $138461.91    | 0.00%             | 2029-10-26      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                     | NAKED JUICE LLC 1/24/2029                                                         | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              |  | US        |    185517 | PA      | $139469.77    | 0.00%             | 2029-01-24      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                  | ORACLE CORP 3.600000% 04/01/2040                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $104408.35    | 0.00%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a rl                                    | GREENSAIF PIPELINES BIDCO SARL 144A 6.102700% 08/23/2042                          | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | NUSS              | SA        |    965000 | PA      | $1014850.12   | 0.03%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN CB8001                                                         | CUSIP: 3140QT3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1271648 | PA      | $1311282.04   | 0.04%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                 | COMCAST CORP 2.987000% 11/01/2063                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    288000 | PA      | $164452.88    | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                         | AMERICAN HOMES 4 RENT LP 4.300000% 04/15/2052                                     | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    198000 | PA      | $158664.08    | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                                        | HILTON GRAND VACATIONS TRUST 2020-A HGVT 2020-AA A                                | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    212908 | PA      | $209427.87    | 0.01%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                            | PRIMO BRANDS CORPORATION 3/31/2028                                                | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              |  | US        |     30427 | PA      | $30410.91     | 0.00%             | 2028-03-31      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                      | HYUNDAI AUTO RECEIVABLES TRUST 2022-A HART 2022-A A4                              | CUSIP: 448977AE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    280950 | PA      | $279844.57    | 0.01%             | 2028-04-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 MA4324                                                      | CUSIP: 36179SYV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     55337 | PA      | $56566.25     | 0.00%             | 2047-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FM7910                                                         | CUSIP: 3140XBYG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    279663 | PA      | $241206.90    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                 | SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10A 1                                 | CUSIP: 831641FT7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    658785 | PA      | $624151.30    | 0.02%             | 2032-03-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                  | ALTRIA GROUP INC 5.250000% 08/06/2035                                             | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1541799.77   | 0.04%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | US TREASURY N/B 3.375000% 09/15/2028                                              | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  13580000 | PA      | $13487698.37  | 0.38%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                          | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A2B            | CUSIP: 78413MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     75000 | PA      | $65445.08     | 0.00%             | 2043-01-05      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                          | GINNIE MAE II POOL G2 710087                                                      | CUSIP: 36297E2U8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     26064 | PA      | $26027.73     | 0.00%             | 2061-09-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing B.V.                                           | VZ SECURED FINANCING BV 144A 5.000000% 01/15/2032                                 | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | NUSS              | NL        |     70000 | PA      | $63330.27     | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EAGLEVIEW                                                           | EAGLEVIEW 8/14/2028                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    306128 | PA      | $300197.93    | 0.01%             | 2028-08-14      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-C5 CGCMT 2018-C5 AS                      | CUSIP: 17291DAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2229188 | PA      | $2199037.34   | 0.06%             | 2051-06-10      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-107 DB                          | CUSIP: 38382UDH1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1720921 | PA      | $1417434.36   | 0.04%             | 2051-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2023-2 CI                                                   | CUSIP: 3136BPUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2592785 | PA      | $334529.93    | 0.01%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE REMICS FNR 2015-84 PA                                                  | CUSIP: 3136AQQT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    374996 | PA      | $353362.96    | 0.01%             | 2033-08-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Kidde Global 7/25 LSF12 Crown                                       | Kidde Global 7/25 LSF12 Crown 12/2/2031                                           | CUSIP: 50221UAD3<br>LEI: N/A                  | Long             | LON              |  | US        |     60030 | PA      | $60068.11     | 0.00%             | 2031-12-02      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                  | ENERGY TRANSFER LP 5.300000% 04/15/2047                                           | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    262000 | PA      | $236632.27    | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN AB5692                                                         | CUSIP: 31417CKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    120518 | PA      | $117511.77    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                         | FREDDIE MAC REMICS FHR 4903 NF                                                    | CUSIP: 3137FN5F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    199952 | PA      | $196026.29    | 0.01%             | 2049-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS3396                                                         | CUSIP: 3140XJX24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1042917 | PA      | $1051956.47   | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pelican Products 11/21 TL                                           | Pelican Products 11/21 TL 16-Nov-28                                               | CUSIP: 70468BAC7<br>LEI: N/A                  | Long             | LON              |  | US        |    160064 | PA      | $135574.57    | 0.00%             | 2028-11-16      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS3368                                                         | CUSIP: 3140XJW66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    480460 | PA      | $409787.21    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GINNIE MAE I POOL GN 781582                                                       | CUSIP: 36225BXK9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       132 | PA      | $136.35       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                               | FANNIE MAE POOL FN FS2067                                                         | CUSIP: 3140XHJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    875036 | PA      | $870796.25    | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** SEI INSTITUTIONAL MANAGED TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer