# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001410368-25-017999
**Filing Date:** 2025-10
**Character Count:** 279238
**Document Hash:** 1e4bcfb16d246811ed5dd616cc008903
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-017999.hdr.sgml**: 20251027

**ACCESSION NUMBER**: 0001410368-25-017999

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251027

**DATE AS OF CHANGE**: 20251027

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLSPRING FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001081400

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09253
- **FILM NUMBER:** 251419609

**BUSINESS ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203
- **BUSINESS PHONE:** 833-568-4255

**MAIL ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WELLS FARGO FUNDS TRUST
- **DATE OF NAME CHANGE:** 19990308

## Series and Classes Contracts Data

### Allspring Ultra Short-Term Income Fund (Series ID: S000007431)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000020394 | Administrator Class | WUSDX           |
| C000020395 | Class A             | SADAX           |
| C000020396 | Institutional Class | SADIX           |
| C000064989 | Class C             | WUSTX           |
| C000220297 | Class A2            | WUSNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ALLSPRING FUNDS TRUST

- **b. Investment Company Act file number:** 811-09253

- **c. CIK number of Registrant:** 0001081400

- **d. LEI of Registrant:** 549300XROIY0CTN7RZ24

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

  - **Street Address 1:** 1415 Vantage Park Drive

  - **City:** Charlotte

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 28203

  - **Telephone number:** 833-568-4255

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

- **a. Name of Series:** Allspring Ultra Short-Term Income Fund

- **b. EDGAR series identifier (if any):** S000007431

- **c. LEI of Series:** 549300YSJF3G2WMEW567

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1425090080.41

**Total Liabilities:** $20019307.58

**Net Assets:** $1405070772.83

**Delayed Delivery Securities:** $7000000.00

**Cash Not Reported:** $3210185.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5463.73000000 | **1-Year:** -69370.98000000 | **5-Year:** -36761.83000000 | **10-Year:** -15561.48000000 | **30-Year:** -4253.19000000

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

- **3-Month:** -609.06000000 | **1-Year:** -4025.98000000 | **5-Year:** -1699.10000000 | **10-Year:** -2645.22000000 | **30-Year:** -433.51000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000020394 | 0.47%                | 0.36%                | 0.58%                |
| Class ID C000064989 | 0.40%                | 0.29%                | 0.51%                |
| Class ID C000020396 | 0.49%                | 0.38%                | 0.60%                |
| Class ID C000020395 | 0.47%                | 0.36%                | 0.58%                |
| Class ID C000220297 | 0.47%                | 0.36%                | 0.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $45116.73                | $2621235.28                                |
| Month 2  | $-2554807.57             | $178428.37                                 |
| Month 3  | $234582.95               | $4640744.28                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                              | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5980343.94   | 0.43%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S4E52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    321512 | PA      | $328021.04    | 0.02%             | 2035-10-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JBFA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365523 | PA      | $375605.76    | 0.03%             | 2034-10-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2017-6                                                | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388806 | PA      | $381979.78    | 0.03%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336SRX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37204 | PA      | $37832.47     | 0.00%             | 2033-05-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128LLZG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60164 | PA      | $62341.31     | 0.00%             | 2042-08-01      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-VLT6                                                              | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5005000 | PA      | $5000307.81   | 0.36%             | 2042-03-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                              | Delta Air Lines Inc                                                             | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2960962.88   | 0.21%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities         | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31396HZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1554627 | PA      | $1466645.27   | 0.10%             | 2036-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                | Bunker Hill Loan Depositary Trust 2019-2                                        | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    458509 | PA      | $448562.91    | 0.03%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2020-R1                                                | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1370052 | PA      | $1298392.42   | 0.09%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae Trust 2004-W1                                                        | CUSIP: 31393U4S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22477 | PA      | $21292.94     | 0.00%             | 2043-01-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8119940.56   | 0.58%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128Q43Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109538 | PA      | $111411.28    | 0.01%             | 2037-10-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407PJH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70383 | PA      | $72077.69     | 0.01%             | 2035-10-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                   | CUSIP: 842400JB0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5009664.60   | 0.36%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                 | MercadoLibre Inc                                                                | CUSIP: 58733RAE2<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983041.52   | 0.14%             | 2026-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402C3C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2990 | PA      | $2997.59      | 0.00%             | 2033-01-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae Trust 2003-W2                                                        | CUSIP: 31392JAD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    139292 | PA      | $146039.23    | 0.01%             | 2042-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402C3B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346538 | PA      | $353053.98    | 0.03%             | 2033-05-01      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31411WPJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118331 | PA      | $122315.06    | 0.01%             | 2036-10-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                               | Aqua Finance Trust 2021-A                                                       | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2605487 | PA      | $2419690.95   | 0.17%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3028988.88   | 0.22%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31409XEN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170948 | PA      | $175714.78    | 0.01%             | 2037-05-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149302 | PA      | $152959.66    | 0.01%             | 2036-09-01      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31378UXN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3347 | PA      | $3349.34      | 0.00%             | 2026-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5065402.10   | 0.36%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                           | CHL Mortgage Pass-Through Trust 2001-HYB1                                       | CUSIP: 12669B2W1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53877 | PA      | $53478.99     | 0.00%             | 2031-06-19      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 31392EX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2606896 | PA      | $2631962.39   | 0.19%             | 2042-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31348MXS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6676 | PA      | $6590.17      | 0.00%             | 2027-08-01      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                              | Citadel Finance LLC                                                             | CUSIP: 17287HAA8<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2971856.46   | 0.21%             | 2026-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities         | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31392MH47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    313616 | PA      | $362107.46    | 0.03%             | 2042-02-25      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31385SEH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19729 | PA      | $19378.60     | 0.00%             | 2034-06-01      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31387JR57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16161 | PA      | $16743.82     | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31391LJN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91428 | PA      | $92320.53     | 0.01%             | 2033-02-01      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                    | Lendbuzz Securitization Trust 2024-3                                            | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4724807 | PA      | $4735099.33   | 0.34%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31410F4D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1270 | PA      | $1257.37      | 0.00%             | 2038-01-01      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                  | SBA Tower Trust                                                                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              |  | US        |   5099000 | PA      | $5240842.45   | 0.37%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JA4Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488078 | PA      | $507630.95    | 0.04%             | 2045-02-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                         | Brex Commercial Charge Card Master Trust                                        | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2715000 | PA      | $2734095.41   | 0.19%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300M6U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    337898 | PA      | $348580.52    | 0.02%             | 2038-09-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JNSP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65837 | PA      | $67664.30     | 0.00%             | 2037-04-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 3136AJPG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5407 | PA      | $5373.51      | 0.00%             | 2040-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6009906.06   | 0.43%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                              | Quanta Services Inc                                                             | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   6505000 | PA      | $6575422.74   | 0.47%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7066153.99   | 0.50%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                          | Alaska Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3425194 | PA      | $3443331.55   | 0.25%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31385WZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29209 | PA      | $29910.89     | 0.00%             | 2040-04-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402RN88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37345 | PA      | $37646.11     | 0.00%             | 2034-03-01      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                    | Commonbond Student Loan Trust 2018-BGS                                          | CUSIP: 20268MAA4<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |   1435550 | PA      | $1384465.59   | 0.10%             | 2045-09-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                          | Corebridge Global Funding                                                       | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3219191.10   | 0.23%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  25000000 | PA      | $24994118.00  | 1.78%             | 2025-09-04      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JA3N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368789 | PA      | $380714.49    | 0.03%             | 2044-09-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31373HXX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43011 | PA      | $42117.87     | 0.00%             | 2034-04-01      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                          | Fannie Mae Grantor Trust 2002-T12                                               | CUSIP: 31392D7J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    651205 | PA      | $658747.41    | 0.05%             | 2041-10-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                 | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7063354.48   | 0.50%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295LBY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64820 | PA      | $65102.95     | 0.00%             | 2030-06-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| iShares 0-5 Year High Yield Corporate Bond ETF   | iShares 0-5 Year High Yield Corporate Bond ETF                                  | CUSIP: 46434V407<br>LEI: 549300R96U5WQ7R5ID10 | Long             | EC               | RF                | US        |    314900 | NS      | $13603680.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2024-4                             | CUSIP: 024945AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4685000 | PA      | $4690896.54   | 0.33%             | 2028-11-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JR2U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24700 | PA      | $24689.65     | 0.00%             | 2034-07-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53500000 | PA      | $53721523.17  | 3.82%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| SIEMENS FUNDING BV                               | Siemens Funding BV                                                              | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   6125000 | PA      | $6184292.63   | 0.44%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp                                                                | CUSIP: 62954WAL9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $5075913.80   | 0.36%             | 2027-07-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 31392BMX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11915 | PA      | $11892.91     | 0.00%             | 2032-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3026070.33   | 0.22%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae Trust 2003-W3                                                        | CUSIP: 31392JYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12376 | PA      | $12033.97     | 0.00%             | 2042-08-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QAF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201339 | PA      | $202724.83    | 0.01%             | 2032-04-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31348SUM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9403 | PA      | $9364.35      | 0.00%             | 2026-11-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78690000 | PA      | $78595325.70  | 5.59%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JR2V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122416 | PA      | $122857.68    | 0.01%             | 2033-08-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-2                                               | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1237147 | PA      | $1105228.63   | 0.08%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QJYD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36716 | PA      | $37266.17     | 0.00%             | 2037-02-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                             | Bayer US Finance LLC                                                            | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2543927.15   | 0.18%             | 2026-11-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust              | Starwood Mortgage Residential Trust 2021-2                                      | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1737255 | PA      | $1631914.51   | 0.12%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                   | US Bank NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785261 | PA      | $794592.07    | 0.06%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2021-HX1 Mortgage Loan Trust                                               | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8893300 | PA      | $7710707.95   | 0.55%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                      | Cencora Inc                                                                     | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $3170249.72   | 0.23%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                            | TRK 2021-INV2 Trust                                                             | CUSIP: 87267TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8630368 | PA      | $7715646.52   | 0.55%             | 2056-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S5CP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93816 | PA      | $96706.68     | 0.01%             | 2037-09-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138NYZ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117178 | PA      | $121034.69    | 0.01%             | 2043-02-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31403LQG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19314 | PA      | $19303.91     | 0.00%             | 2033-08-01      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 3137AFA69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    416253 | PA      | $412245.60    | 0.03%             | 2041-09-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7735000 | PA      | $7878678.24   | 0.56%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-2                      | CHNGE Mortgage Trust 2022-2                                                     | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9511256 | PA      | $9339126.08   | 0.66%             | 2067-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                          | Fannie Mae Grantor Trust 2004-T3                                                | CUSIP: 31393YU78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    179845 | PA      | $185530.85    | 0.01%             | 2044-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes          | Santander Bank Auto Credit-Linked Notes Series 2023-A                           | CUSIP: 80290CBU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224528 | PA      | $225168.01    | 0.02%             | 2033-06-15      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31378QBE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7551 | PA      | $7572.15      | 0.00%             | 2027-06-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36225FA82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10779 | PA      | $11019.57     | 0.00%             | 2041-01-20      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31386SJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14938 | PA      | $14964.17     | 0.00%             | 2027-07-01      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295K4L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19786 | PA      | $19785.47     | 0.00%             | 2029-11-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 31392MP22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37983 | PA      | $37981.79     | 0.00%             | 2032-03-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities         | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31393LFP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    366016 | PA      | $351368.14    | 0.03%             | 2043-02-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31388MXL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54286 | PA      | $54958.66     | 0.00%             | 2031-08-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31412FSD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81071 | PA      | $81717.17     | 0.01%             | 2030-08-01      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae Trust 2003-W8                                                        | CUSIP: 31393CX81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    406532 | PA      | $398136.33    | 0.03%             | 2042-11-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   6150000 | PA      | $6385960.68   | 0.45%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCT5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $10037386.00  | 0.71%             | 2026-01-13      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   5407000 | PA      | $5350081.97   | 0.38%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128Q43C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97553 | PA      | $99323.78     | 0.01%             | 2035-12-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QEY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230569 | PA      | $237292.58    | 0.02%             | 2045-07-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                          | Metropolitan Life Global Funding I                                              | CUSIP: 592179KL8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5079887.45   | 0.36%             | 2027-06-11      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5023501.75   | 0.36%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247186 | PA      | $252357.12    | 0.02%             | 2035-11-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402DSM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175528 | PA      | $176533.33    | 0.01%             | 2033-08-01      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust               | Ellington Financial Mortgage Trust 2017-1                                       | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    474527 | PA      | $415708.02    | 0.03%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31412YBD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65037 | PA      | $67163.17     | 0.00%             | 2037-07-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2017-4                                                | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408083 | PA      | $398743.89    | 0.03%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                           | Skandinaviska Enskilda Banken AB                                                | CUSIP: 830505BE2<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   7000000 | PA      | $7073962.42   | 0.50%             | 2028-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                  | Residential Mortgage Loan Trust 2021-1R                                         | CUSIP: 76090NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1082584 | PA      | $1039889.83   | 0.07%             | 2065-01-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402Q4Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17037 | PA      | $17163.27     | 0.00%             | 2033-05-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31400YA71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149102 | PA      | $151941.28    | 0.01%             | 2033-04-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JR2S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       387 | PA      | $386.86       | 0.00%             | 2026-06-01      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31404GU58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17974 | PA      | $18049.99     | 0.00%             | 2029-05-01      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336CMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123299 | PA      | $125837.18    | 0.01%             | 2035-01-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31413H5B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303269 | PA      | $309735.63    | 0.02%             | 2037-09-01      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                      | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7194259.45   | 0.51%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407FUY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158582 | PA      | $162795.57    | 0.01%             | 2035-08-01      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128NUFL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    310143 | PA      | $320499.77    | 0.02%             | 2038-04-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31349TE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20480 | PA      | $20999.39     | 0.00%             | 2034-05-01      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 3137FQEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2503360 | PA      | $2439260.97   | 0.17%             | 2049-12-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2018-LUAU                                     | CUSIP: 36256AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4675000 | PA      | $4662699.61   | 0.33%             | 2032-11-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    776778 | PA      | $699964.80    | 0.05%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31415QK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128469 | PA      | $132787.85    | 0.01%             | 2036-05-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31348S4G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       495 | PA      | $494.38       | 0.00%             | 2028-01-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EJ5V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88664 | PA      | $90452.19     | 0.01%             | 2036-09-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LTC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    318512 | PA      | $329662.95    | 0.02%             | 2037-01-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31383QTJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51923 | PA      | $52201.54     | 0.00%             | 2039-12-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                         | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    833334 | PA      | $832340.00    | 0.06%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31404GF55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189149 | PA      | $194266.27    | 0.01%             | 2033-09-01      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities         | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 3133TPFD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292717 | PA      | $292282.14    | 0.02%             | 2030-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities         | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 3133TQCC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    402593 | PA      | $380286.97    | 0.03%             | 2030-12-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31400QCN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37442 | PA      | $38183.73     | 0.00%             | 2033-01-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31410GJV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52621 | PA      | $52894.48     | 0.00%             | 2033-09-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31377Y6E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9380 | PA      | $9404.67      | 0.00%             | 2027-05-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MTV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128864 | PA      | $131989.60    | 0.01%             | 2038-05-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20285000 | PA      | $20293240.78  | 1.44%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  1 | On Loan: No      |
| Imperial Fund LLC                                | Imperial Fund Mortgage Trust 2021-NQM3                                          | CUSIP: 452762AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3086370 | PA      | $2707394.52   | 0.19%             | 2056-11-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                         | National Australia Bank Ltd/New York                                            | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   7000000 | PA      | $7079545.48   | 0.50%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 3137AFGG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14704 | PA      | $14688.12     | 0.00%             | 2041-01-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                                     | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3666344.17   | 0.26%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                    | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3625000 | PA      | $3670812.39   | 0.26%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S6CQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    632836 | PA      | $652620.78    | 0.05%             | 2037-04-01      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31405GMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66183 | PA      | $66467.00     | 0.00%             | 2033-12-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JR2M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81541 | PA      | $82886.92     | 0.01%             | 2035-06-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31391D6D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60320 | PA      | $59974.33     | 0.00%             | 2031-09-01      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                          | HCA Inc                                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5018675.80   | 0.36%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                         | Banque Ouest Africaine de Developpement                                         | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |   3000000 | PA      | $2977179.00   | 0.21%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31384VXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41078 | PA      | $41083.42     | 0.00%             | 2029-07-01      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-B                                        | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5005843.00   | 0.36%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9362430 | PA      | $9362205.98   | 0.67%             | 2037-02-19      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31406L4G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82557 | PA      | $84724.18     | 0.01%             | 2035-03-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31401EWB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9169 | PA      | $9215.69      | 0.00%             | 2032-03-01      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities         | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 3133TKPF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    650985 | PA      | $628179.26    | 0.04%             | 2029-06-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31384VJ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15143 | PA      | $15182.97     | 0.00%             | 2028-07-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2025-FL14 LLC                                                               | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6480000 | PA      | $6488089.63   | 0.46%             | 2042-10-21      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 31392KBP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28483 | PA      | $2885.86      | 0.00%             | 2032-03-15      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797QT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14987604.15  | 1.07%             | 2025-09-09      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31389YSS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14869 | PA      | $14953.46     | 0.00%             | 2031-01-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402G5Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103811 | PA      | $105445.87    | 0.01%             | 2032-12-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust 2025-1                                             | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2258941.05   | 0.16%             | 2027-07-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31410KVF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3734 | PA      | $3714.21      | 0.00%             | 2027-10-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QPNA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91855 | PA      | $93713.99     | 0.01%             | 2036-07-01      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295MF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9517 | PA      | $9533.70      | 0.00%             | 2029-09-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31405QCV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75218 | PA      | $77130.49     | 0.01%             | 2034-10-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JBE69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1351404 | PA      | $1390294.88   | 0.10%             | 2044-07-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                  | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12985000 | PA      | $12975374.22  | 0.92%             | 2045-10-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46087 | PA      | $47311.62     | 0.00%             | 2035-05-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | Citibank NA                                                                     | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5040188.90   | 0.36%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                          | National Bank of Canada                                                         | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4037421.16   | 0.29%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    431312 | PA      | $442969.69    | 0.03%             | 2039-09-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                               | RGA Global Funding                                                              | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7019431.23   | 0.50%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EMJS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174260 | PA      | $179492.35    | 0.01%             | 2038-04-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31381JQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177326 | PA      | $177809.75    | 0.01%             | 2036-01-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336CLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138096 | PA      | $141173.76    | 0.01%             | 2034-02-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407GCY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372772 | PA      | $386193.07    | 0.03%             | 2035-05-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402RX61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24605 | PA      | $24690.98     | 0.00%             | 2033-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295KYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24929 | PA      | $24903.70     | 0.00%             | 2027-07-01      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH                 | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3571081 | PA      | $3055148.46   | 0.22%             | 2035-06-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                               | A&D Mortgage Trust 2024-NQM5                                                    | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |   3930411 | PA      | $3957327.34   | 0.28%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7085419.74   | 0.50%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EH6Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49175 | PA      | $50226.63     | 0.00%             | 2036-01-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5041860.10   | 0.36%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128SGAK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4031 | PA      | $3953.59      | 0.00%             | 2030-11-01      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                           | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1959706.60   | 0.14%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 80 CLO Ltd                                                               | CUSIP: 26245JAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10245599 | PA      | $10245598.55  | 0.73%             | 2033-01-17      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 31396XWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44440 | PA      | $44735.44     | 0.00%             | 2036-08-27      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                           | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5009447.25   | 0.36%             | 2026-01-26      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S6CM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    416204 | PA      | $429672.86    | 0.03%             | 2040-01-01      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQDK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97634 | PA      | $99873.70     | 0.01%             | 2037-01-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ENGE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20114 | PA      | $20810.52     | 0.00%             | 2044-02-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EKXA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79525 | PA      | $82380.16     | 0.01%             | 2035-08-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31416BPP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76415 | PA      | $79064.10     | 0.01%             | 2037-07-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae REMIC Trust 2004-W12                                                 | CUSIP: 31394A7H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1056495 | PA      | $1032682.68   | 0.07%             | 2044-06-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                          | Bank of New York Mellon/The                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $4818182.75   | 0.34%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QHTB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292727 | PA      | $300398.25    | 0.02%             | 2037-01-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MP98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166845 | PA      | $170761.82    | 0.01%             | 2037-01-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407UMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252735 | PA      | $262569.35    | 0.02%             | 2034-11-01      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JRCM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15921 | PA      | $16240.13     | 0.00%             | 2034-04-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                  | Prestige Auto Receivables Trust 2024-2                                          | CUSIP: 74113SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3255000 | PA      | $3260266.92   | 0.23%             | 2029-02-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                  | M&T Bank Auto Receivables Trust 2024-1                                          | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3715000 | PA      | $3761896.30   | 0.27%             | 2032-02-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                            | Reckitt Benckiser Treasury Services PLC                                         | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   6570000 | PA      | $6450279.55   | 0.46%             | 2027-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31406LZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59240 | PA      | $60762.32     | 0.00%             | 2034-12-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3679929.90   | 0.26%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2020-5                                                 | CUSIP: 03464WAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268835 | PA      | $257912.46    | 0.02%             | 2065-05-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6142186.68   | 0.44%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31390RLT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22054 | PA      | $22107.84     | 0.00%             | 2033-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2018-3                                                | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1919209 | PA      | $1885152.46   | 0.13%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                              | Ashtead Capital Inc                                                             | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2843521.81   | 0.20%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31385TW44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9144 | PA      | $9272.68      | 0.00%             | 2034-05-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-P3                                          | CUSIP: 146919AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1242668 | PA      | $1242581.27   | 0.09%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Student Loan Trust 2013-1                                                   | CUSIP: 78447MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2334735 | PA      | $2310166.20   | 0.16%             | 2055-05-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                  | CSAIL 2018-CX12 Commercial Mortgage Trust                                       | CUSIP: 12595XAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    528385 | PA      | $524793.25    | 0.04%             | 2051-08-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                | Imperial Fund Mortgage Trust 2020-NQM1                                          | CUSIP: 452760AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1423310 | PA      | $1339984.47   | 0.10%             | 2055-10-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                  | BRAVO Residential Funding Trust 2020-RPL1                                       | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    334085 | PA      | $327907.16    | 0.02%             | 2059-05-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ELZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64529 | PA      | $66857.44     | 0.00%             | 2042-09-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295LVA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15815 | PA      | $15857.27     | 0.00%             | 2030-09-01      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JR2J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98012 | PA      | $98496.19     | 0.01%             | 2035-06-01      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Wilshire Funding Corporation                     | Wilshire Funding Corp                                                           | CUSIP: 126342FX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26049 | PA      | $25828.71     | 0.00%             | 2032-08-25      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae REMIC Trust 2001-W1                                                  | CUSIP: 31359S2J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12486 | PA      | $11998.53     | 0.00%             | 2031-08-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XUYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222266 | PA      | $229338.31    | 0.02%             | 2044-06-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EPYB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4300 | PA      | $4448.90      | 0.00%             | 2038-04-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                           | National Securities Clearing Corp                                               | CUSIP: 637639AN5<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5036350.15   | 0.36%             | 2027-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                          | Fannie Mae Grantor Trust 2001-T8                                                | CUSIP: 313920UK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39310 | PA      | $39818.40     | 0.00%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31387TZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6793 | PA      | $6829.56      | 0.00%             | 2028-10-01      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128NH6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94773 | PA      | $97252.95     | 0.01%             | 2035-08-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LSV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122885 | PA      | $126453.21    | 0.01%             | 2038-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                           | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3079438.55   | 0.22%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31410GD91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21298 | PA      | $21839.91     | 0.00%             | 2035-06-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402Q4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19644 | PA      | $19691.49     | 0.00%             | 2030-07-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31346VHJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       230 | PA      | $224.86       | 0.00%             | 2030-01-01      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                | Imperial Fund Mortgage Trust 2022-NQM3                                          | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10245000 | PA      | $10282198.39  | 0.73%             | 2067-05-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5977734.36   | 0.43%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  1 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A              | Sotheby's Artfi Master Trust                                                    | CUSIP: 83589CAC2<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2011482.20   | 0.14%             | 2031-12-22      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout                   | Finance of America HECM Buyout 2024-HB1                                         | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2189287 | PA      | $2179384.43   | 0.16%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MNT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56366 | PA      | $58036.75     | 0.00%             | 2044-07-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae REMIC Trust 2003-W10                                                 | CUSIP: 31393DUG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    788641 | PA      | $778227.89    | 0.06%             | 2043-06-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ENY45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174048 | PA      | $177601.01    | 0.01%             | 2035-11-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EN5Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158284 | PA      | $161110.89    | 0.01%             | 2035-11-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402RUT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445036 | PA      | $440006.75    | 0.03%             | 2037-09-01      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                 | First Investors Auto Owner Trust 2023-1                                         | CUSIP: 320986AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    442596 | PA      | $447007.99    | 0.03%             | 2028-10-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities         | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 3133TMG26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1435885 | PA      | $1396491.99   | 0.10%             | 2029-12-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust   | Finance of America Structured Securities Trust 2022-S6                          | CUSIP: 31740XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3786115 | PA      | $3758744.08   | 0.27%             | 2061-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                              | Fifth Third Bank NA                                                             | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3031676.91   | 0.22%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 31392BTR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9014 | PA      | $9040.56      | 0.00%             | 2032-02-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128HDMT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5179 | PA      | $5195.33      | 0.00%             | 2030-09-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31384HFY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       591 | PA      | $594.14       | 0.00%             | 2028-06-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336CL27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48940 | PA      | $50082.99     | 0.00%             | 2034-04-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 31396HGJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61732 | PA      | $61555.85     | 0.00%             | 2030-09-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                     | Blue Owl Asset Leasing Trust 2024-1 LLC                                         | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4534888 | PA      | $4552390.34   | 0.32%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31391XDW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192829 | PA      | $196047.79    | 0.01%             | 2040-08-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                       | Barings Equipment Finance LLC 2025-A                                            | CUSIP: 06764MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5523643 | PA      | $5544842.80   | 0.39%             | 2028-10-13      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295KWB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25231 | PA      | $25160.13     | 0.00%             | 2027-11-01      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31387TZM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1737 | PA      | $1751.01      | 0.00%             | 2030-03-01      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EKDJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229322 | PA      | $234636.13    | 0.02%             | 2037-10-01      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407JNR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151200 | PA      | $154595.17    | 0.01%             | 2035-07-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JBE77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1468720 | PA      | $1519650.06   | 0.11%             | 2038-07-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                         | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7076898.71   | 0.50%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae Trust 2003-W6                                                        | CUSIP: 31393BW76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281537 | PA      | $276965.34    | 0.02%             | 2042-08-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31287QEJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92879 | PA      | $97724.54     | 0.01%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp                                                                | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   5920000 | PA      | $5957548.67   | 0.42%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A              | Sotheby's Artfi Master Trust                                                    | CUSIP: 83589CAA6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   5800000 | PA      | $5840928.28   | 0.42%             | 2031-12-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31385W7J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63500 | PA      | $66097.39     | 0.00%             | 2032-12-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128NGBV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83720 | PA      | $85864.78     | 0.01%             | 2035-02-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I       | Research-Driven Pagaya Motor Asset Trust VII                                    | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    981771 | PA      | $982017.13    | 0.07%             | 2030-11-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                         | OBX 2021-NQM3 Trust                                                             | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250100 | PA      | $2677108.41   | 0.19%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| FRONTIER CALIFORNIA INC                          | Frontier California Inc                                                         | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3405000 | PA      | $3464587.50   | 0.25%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JR3Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63222 | PA      | $64737.17     | 0.00%             | 2034-12-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MM42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391711 | PA      | $403347.11    | 0.03%             | 2037-08-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407A7G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8431 | PA      | $8670.18      | 0.00%             | 2035-07-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities         | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31396HZN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1603296 | PA      | $1544169.13   | 0.11%             | 2036-03-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LZL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174559 | PA      | $180003.34    | 0.01%             | 2036-06-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31415QLL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51335 | PA      | $52670.48     | 0.00%             | 2034-12-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Private Education Loan Trust 2010-C                                         | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |   2255972 | PA      | $2366759.19   | 0.17%             | 2041-10-15      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MEZJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5530 | PA      | $5531.19      | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31404NFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59501 | PA      | $60909.77     | 0.00%             | 2035-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2025-NYCH                                 | CUSIP: 95004KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2999999.70   | 0.21%             | 2042-06-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JRGE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    305804 | PA      | $314301.85    | 0.02%             | 2035-04-01      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31388GXS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26782 | PA      | $27064.96     | 0.00%             | 2031-10-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust                    | ECMC Group Student Loan Trust 2020-2                                            | CUSIP: 26829HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3315095 | PA      | $3326623.63   | 0.24%             | 2069-11-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31342AUL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205263 | PA      | $209041.64    | 0.01%             | 2033-06-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                | Imperial Fund Mortgage Trust 2021-NQM1                                          | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1452380 | PA      | $1273916.13   | 0.09%             | 2056-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Indiana Secondary Market for Education Loans Inc | INDIANA ST SECONDARY MARKET FOR EDU LOANS INC                                   | CUSIP: 45505HAT4<br>LEI: 549300M19IK303TD4597 | Long             | DBT              | MUN               | US        |    968330 | PA      | $965402.61    | 0.07%             | 2044-02-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S5S47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140258 | PA      | $143486.72    | 0.01%             | 2039-05-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31390RLF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18341 | PA      | $18395.28     | 0.00%             | 2033-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31346VH28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28734 | PA      | $28128.53     | 0.00%             | 2030-07-01      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | Csmc 2022-Nqm1 Trust                                                            | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5229174 | PA      | $4806407.77   | 0.34%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae REMIC Trust 2003-W18                                                 | CUSIP: 31393UNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    821998 | PA      | $823404.05    | 0.06%             | 2043-06-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31403CWP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163161 | PA      | $167360.11    | 0.01%             | 2035-09-01      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402BKZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167312 | PA      | $171102.48    | 0.01%             | 2033-08-01      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128Q4YT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108485 | PA      | $110882.61    | 0.01%             | 2033-09-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QLUB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78259 | PA      | $80551.19     | 0.01%             | 2034-07-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407VNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31874 | PA      | $32845.72     | 0.00%             | 2035-11-01      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2020-EXP1 Trust                                                             | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    553969 | PA      | $496061.58    | 0.04%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JRSB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    388531 | PA      | $397323.67    | 0.03%             | 2035-04-01      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                   | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1762701 | PA      | $1776675.83   | 0.13%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                               | BMW US Capital LLC                                                              | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5001820.20   | 0.36%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31385H5V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15650 | PA      | $15875.76     | 0.00%             | 2031-11-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S4MP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111596 | PA      | $111783.44    | 0.01%             | 2037-06-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2021-FL7 Ltd                                                                | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6384682 | PA      | $6368844.94   | 0.45%             | 2036-10-16      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31390HLY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25981 | PA      | $26488.86     | 0.00%             | 2032-06-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2021-A                                                 | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535612 | PA      | $528266.79    | 0.04%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31371L5S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85822 | PA      | $88207.73     | 0.01%             | 2035-01-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-R3                                              | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1913835 | PA      | $1820744.99   | 0.13%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31401BX83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23414 | PA      | $23729.39     | 0.00%             | 2033-01-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402AG59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21956 | PA      | $22200.35     | 0.00%             | 2033-02-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31410KQR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147116 | PA      | $150501.25    | 0.01%             | 2034-05-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31406X2P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176329 | PA      | $180511.05    | 0.01%             | 2035-01-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36225FDN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19508 | PA      | $19958.20     | 0.00%             | 2041-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                          | Fannie Mae Grantor Trust 2001-T10                                               | CUSIP: 3139216B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    637503 | PA      | $652746.96    | 0.05%             | 2041-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust Series 2025-4                                          | CUSIP: 46593UAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6016732 | PA      | $6063027.66   | 0.43%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $5074552.15   | 0.36%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2020-4                                                 | CUSIP: 03464LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390107 | PA      | $373573.81    | 0.03%             | 2065-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                 | TCI-Symphony CLO 2016-1 Ltd                                                     | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |   4013605 | PA      | $4015466.36   | 0.29%             | 2032-10-13      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7078959.79   | 0.50%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31348STH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3865 | PA      | $3855.26      | 0.00%             | 2027-03-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128HD3F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42999 | PA      | $44119.30     | 0.00%             | 2032-12-01      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 31392EST8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5112 | PA      | $5101.31      | 0.00%             | 2032-09-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YAQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31179 | PA      | $31918.91     | 0.00%             | 2044-11-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 3136B2PR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90826 | PA      | $88475.46     | 0.01%             | 2047-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QLPD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16959 | PA      | $17505.27     | 0.00%             | 2035-06-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JBE93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    638419 | PA      | $653466.73    | 0.05%             | 2040-12-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                  | HGI CRE CLO 2021-FL2 Ltd                                                        | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    940804 | PA      | $939553.00    | 0.07%             | 2036-09-17      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407XWM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16974 | PA      | $17231.11     | 0.00%             | 2035-11-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                           | Lendmark Funding Trust 2024-2                                                   | CUSIP: 52590AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4620000 | PA      | $4621252.94   | 0.33%             | 2034-02-21      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust 2021-INV1                                   | CUSIP: 64829WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4419807 | PA      | $3997970.70   | 0.28%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31385XHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118878 | PA      | $122125.50    | 0.01%             | 2033-04-01      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EJTQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189433 | PA      | $192961.54    | 0.01%             | 2037-06-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2013315.70   | 0.14%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31405QY69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186070 | PA      | $190785.09    | 0.01%             | 2034-10-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31416CBM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41711 | PA      | $42838.89     | 0.00%             | 2034-05-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 31392H2L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240992 | PA      | $240191.12    | 0.02%             | 2042-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31388GZD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79125 | PA      | $79478.08     | 0.01%             | 2031-12-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5088997.00   | 0.36%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                               | Macquarie Bank Ltd                                                              | CUSIP: 55608PBT0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5117168.65   | 0.36%             | 2027-07-02      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31411YST1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87430 | PA      | $89241.94     | 0.01%             | 2037-05-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JMH91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58920 | PA      | $60376.21     | 0.00%             | 2035-04-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities         | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31396FQ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    622351 | PA      | $603849.97    | 0.04%             | 2036-01-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31385HJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4753 | PA      | $4711.66      | 0.00%             | 2036-12-01      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                          | Fannie Mae Grantor Trust 2002-T12                                               | CUSIP: 31392D7G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    601369 | PA      | $630202.73    | 0.04%             | 2042-05-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                            | Blue Owl Capital Corp                                                           | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   5270000 | PA      | $5108956.65   | 0.36%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31410QY39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187497 | PA      | $193467.86    | 0.01%             | 2035-05-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                         | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2X6<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5017419.60   | 0.36%             | 2028-08-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA 2021-NQM1 Trust                                                             | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1960350 | PA      | $1842372.99   | 0.13%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| GCAT                                             | GCAT 2022-CM1 Trust                                                             | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10553132 | PA      | $9933143.60   | 0.71%             | 2066-12-27      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 31392ATW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17252 | PA      | $17269.77     | 0.00%             | 2031-12-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                         | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4416500 | PA      | $4447275.45   | 0.32%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6180000 | PA      | $6297258.45   | 0.45%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31387UQ38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4244 | PA      | $4238.18      | 0.00%             | 2030-09-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31404GNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121204 | PA      | $122214.57    | 0.01%             | 2034-03-01      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295KL28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21816 | PA      | $21901.71     | 0.00%             | 2028-05-01      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31347AFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152832 | PA      | $157286.44    | 0.01%             | 2038-04-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                   | Westlake Flooring Master Trust                                                  | CUSIP: 96043GAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $391960.41    | 0.03%             | 2028-02-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                          | Fannie Mae Grantor Trust 2004-T1                                                | CUSIP: 31393XFZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    545591 | PA      | $522583.10    | 0.04%             | 2043-08-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126264 | PA      | $130226.36    | 0.01%             | 2045-08-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                      | Ally Auto Receivables Trust 2024-2                                              | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4001666.80   | 0.28%             | 2029-07-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128NGFS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17555 | PA      | $18185.41     | 0.00%             | 2037-01-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31362TKM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5402 | PA      | $5361.30      | 0.00%             | 2028-05-01      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407VH40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114895 | PA      | $119229.58    | 0.01%             | 2045-08-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                  | Marex Group PLC                                                                 | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   3365000 | PA      | $3410746.17   | 0.24%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2017-1 Ltd                                                             | CUSIP: 92916MAF8<br>LEI: 54930054YW6PM1FPVU95 | Long             | ABS-CBDO         | CORP              | KY        |    457716 | PA      | $457824.07    | 0.03%             | 2030-04-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31404TAZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59855 | PA      | $60974.46     | 0.00%             | 2034-04-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 3137FMB43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    491520 | PA      | $440876.64    | 0.03%             | 2049-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31348MVX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2142 | PA      | $2160.55      | 0.00%             | 2029-08-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31349HAQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24885 | PA      | $24974.52     | 0.00%             | 2029-10-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae REMIC Trust 2001-W3                                                  | CUSIP: 3139216F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    143767 | PA      | $143765.22    | 0.01%             | 2041-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418M6T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31793 | PA      | $32106.17     | 0.00%             | 2040-01-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| ALLSPRING GOVERNMENT MONEY MAR                   | ALLSPRING GOVERNMENT MONEY MAR                                                  | CUSIP: 000000000<br>LEI: 549300GFSYYLVYEWA041 | Long             | STIV             | RF                | US        |  59651786 | NS      | $59651786.49  | 4.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Taco Bell Funding, LLC                           | Taco Bell Funding LLC                                                           | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2812500 | PA      | $2813027.91   | 0.20%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3019097.94   | 0.21%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31417JLM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67222 | PA      | $68145.64     | 0.00%             | 2038-07-01      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402RM97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17166 | PA      | $17321.04     | 0.00%             | 2033-05-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                             | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   6305000 | PA      | $6306288.68   | 0.45%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QGMM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       507 | PA      | $514.85       | 0.00%             | 2037-02-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31387TZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13647 | PA      | $13742.33     | 0.00%             | 2028-07-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295LBX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8134 | PA      | $8150.19      | 0.00%             | 2030-06-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JBE36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1165114 | PA      | $1208430.51   | 0.09%             | 2038-11-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31389YST9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66510 | PA      | $66754.97     | 0.00%             | 2030-12-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                          | Fannie Mae Grantor Trust 2002-T19                                               | CUSIP: 31392GVT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78389 | PA      | $77988.43     | 0.01%             | 2042-03-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31380H4M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        19 | PA      | $19.05        | 0.00%             | 2028-07-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31384LJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9236 | PA      | $9357.09      | 0.00%             | 2029-01-01      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128NHTY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90220 | PA      | $93396.47     | 0.01%             | 2036-12-01      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31348UKK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16341 | PA      | $16365.13     | 0.00%             | 2031-05-01      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities         | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31392UZ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    653172 | PA      | $621492.27    | 0.04%             | 2033-07-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| RFS Asset Securitization II LLC                  | RFS Asset Securitization II LLC                                                 | CUSIP: 74969DAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4190000 | PA      | $4269908.75   | 0.30%             | 2031-07-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae REMIC Trust 2007-W2                                                  | CUSIP: 31396VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    149712 | PA      | $147989.10    | 0.01%             | 2037-03-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                 | Carlyle Global Market Strategies CLO 2015-1 Ltd                                 | CUSIP: 14311DBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3215599 | PA      | $3218787.24   | 0.23%             | 2031-07-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 31392MKM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6748 | PA      | $6742.94      | 0.00%             | 2028-04-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128NCR22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6533 | PA      | $6670.22      | 0.00%             | 2035-05-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JPER7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104647 | PA      | $105994.98    | 0.01%             | 2035-06-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                              | Emera US Finance LP                                                             | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4695000 | PA      | $4655693.13   | 0.33%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                   | Pagaya AI Debt Trust 2023-8                                                     | CUSIP: 694960AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1914221 | PA      | $1939404.27   | 0.14%             | 2031-06-16      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2021-DM                                       | CUSIP: 36265AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997812.50    | 0.07%             | 2036-11-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QHTU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16517 | PA      | $16521.49     | 0.00%             | 2037-05-01      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31349SJC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98926 | PA      | $100980.31    | 0.01%             | 2033-12-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407VH65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32594 | PA      | $33448.61     | 0.00%             | 2035-08-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2966185.31   | 0.21%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JBE51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285463 | PA      | $291040.76    | 0.02%             | 2036-05-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                             | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2628000 | PA      | $2554761.92   | 0.18%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JBE85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640831 | PA      | $659816.44    | 0.05%             | 2042-01-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust              | GS Mortgage-Backed Securities Trust 2020-NQM1                                   | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    671295 | PA      | $635180.45    | 0.05%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407VFQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151880 | PA      | $156076.60    | 0.01%             | 2035-09-01      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust                    | ECMC Group Student Loan Trust 2018-2                                            | CUSIP: 26829GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99373 | PA      | $98276.86     | 0.01%             | 2068-09-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31346VHH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       982 | PA      | $963.01       | 0.00%             | 2030-01-01      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 31393DTB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    417066 | PA      | $413960.21    | 0.03%             | 2043-01-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust              | Starwood Mortgage Residential Trust 2020-1                                      | CUSIP: 85573AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2170412 | PA      | $2071822.74   | 0.15%             | 2050-02-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CAL DIVE I-TITLE XI INC                          | Cal Dive I-Title XI Inc                                                         | CUSIP: 12802RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    922608 | PA      | $920947.44    | 0.07%             | 2027-02-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Wilshire Funding Corporation                     | Wilshire Funding Corp                                                           | CUSIP: 22540AGU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27155 | PA      | $26972.48     | 0.00%             | 2037-12-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407MJZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30072 | PA      | $30801.17     | 0.00%             | 2035-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 31393G5Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86896 | PA      | $87084.64     | 0.01%             | 2032-12-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797QM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  40000000 | PA      | $40000000.00  | 2.85%             | 2025-09-02      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| GEORGIA-PACIFIC LLC                              | Georgia-Pacific LLC                                                             | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3531396.16   | 0.25%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128LUMF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30567 | PA      | $31367.58     | 0.00%             | 2037-04-01      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                         | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  10615000 | PA      | $10640705.81  | 0.76%             | 2025-12-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3400000 | PA      | $3427754.20   | 0.24%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LN50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170921 | PA      | $176158.25    | 0.01%             | 2035-03-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31388SWV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4801 | PA      | $4827.40      | 0.00%             | 2031-03-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31349UKM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98187 | PA      | $100718.00    | 0.01%             | 2035-01-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31403QTE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34102 | PA      | $34812.19     | 0.00%             | 2033-09-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31384HDZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45568 | PA      | $45925.22     | 0.00%             | 2029-10-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31376JES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58868 | PA      | $57777.67     | 0.00%             | 2036-01-01      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -358 | NC      | $-110045.26   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Cascade Funding Mortgage Trust                   | CFMT 2021-AL1 LLC                                                               | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575372 | PA      | $570956.50    | 0.04%             | 2031-09-22      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                          | Fannie Mae Grantor Trust 2001-T12                                               | CUSIP: 31392A5P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1096438 | PA      | $1099371.47   | 0.08%             | 2041-08-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| COTY INC                                         | Coty Inc                                                                        | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   1926000 | PA      | $1913888.35   | 0.14%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128HD5T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8595 | PA      | $8623.83      | 0.00%             | 2031-07-01      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EHVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22042 | PA      | $22683.11     | 0.00%             | 2037-09-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                        | GSMPS Mortgage Loan Trust                                                       | CUSIP: 36228FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18939 | PA      | $18479.98     | 0.00%             | 2027-09-19      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31385HHZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       184 | PA      | $182.00       | 0.00%             | 2030-04-01      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| QDOBA Funding LLC                                | Qdoba Funding LLC                                                               | CUSIP: 746954AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6982500 | PA      | $7300483.75   | 0.52%             | 2053-09-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31409JRR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17409 | PA      | $17722.81     | 0.00%             | 2036-06-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                           | American Tower Trust #1                                                         | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |   1670000 | PA      | $1700384.15   | 0.12%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JBFC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437366 | PA      | $451107.97    | 0.03%             | 2041-06-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                  | BRAVO Residential Funding Trust 2023-NQM1                                       | CUSIP: 10568MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    747514 | PA      | $746686.01    | 0.05%             | 2063-01-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities         | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31393NTB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20816 | PA      | $21328.96     | 0.00%             | 2043-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407FYD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26457 | PA      | $27138.66     | 0.00%             | 2035-06-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31385XPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19783 | PA      | $20588.41     | 0.00%             | 2033-07-01      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31419AJZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68535 | PA      | $69961.31     | 0.00%             | 2038-11-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                        | CUSIP: 38379AUZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    272071 | PA      | $2886.81      | 0.00%             | 2028-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31387UFB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54211 | PA      | $54153.94     | 0.00%             | 2029-02-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust   | Finance Of America Structured Securities Trust Series 2025-S1                   | CUSIP: 31741BAB0<br>LEI: 254900W0S6GNEJ457023 | Long             | ABS-MBS          | CORP              | US        |   4064338 | PA      | $3924283.29   | 0.28%             | 2075-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                         | Live Nation Entertainment Inc                                                   | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3435662.60   | 0.24%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JBFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497932 | PA      | $512022.42    | 0.04%             | 2035-09-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128NVMK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8454 | PA      | $8623.38      | 0.00%             | 2037-05-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                       | Mattel Inc                                                                      | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   5921000 | PA      | $5868020.08   | 0.42%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Student Loan Trust 2003-10                                                  | CUSIP: 78442GJH0<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |   9620141 | PA      | $9635532.81   | 0.69%             | 2068-12-17      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   5919000 | PA      | $5760121.14   | 0.41%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31406QAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222497 | PA      | $223885.67    | 0.02%             | 2034-11-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295LBZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8289 | PA      | $8338.89      | 0.00%             | 2030-06-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5037068.75   | 0.36%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 31339LTN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13065 | PA      | $13030.33     | 0.00%             | 2031-06-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust            | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6280000 | PA      | $6340611.42   | 0.45%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31391FPF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13707 | PA      | $13785.36     | 0.00%             | 2028-09-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                             | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5055336.90   | 0.36%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                         | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5875000 | PA      | $5826396.24   | 0.41%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                           | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   6305000 | PA      | $6393760.28   | 0.46%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295NJR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20651 | PA      | $21065.08     | 0.00%             | 2032-04-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MEX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210746 | PA      | $216744.53    | 0.02%             | 2038-04-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S5ZW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89330 | PA      | $92606.63     | 0.01%             | 2037-09-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5098152.90   | 0.36%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31349SUB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82938 | PA      | $84953.29     | 0.01%             | 2034-05-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31388BNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68315 | PA      | $68793.75     | 0.00%             | 2031-08-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-1                                               | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2074977 | PA      | $1871370.30   | 0.13%             | 2066-01-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402RR27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103302 | PA      | $106681.32    | 0.01%             | 2035-09-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                           | Cadence Design Systems Inc                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3012547.56   | 0.21%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31348S6S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       294 | PA      | $294.20       | 0.00%             | 2028-01-01      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QHT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    616012 | PA      | $630060.92    | 0.04%             | 2034-02-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5078254.35   | 0.36%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31342A5K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32060 | PA      | $32787.39     | 0.00%             | 2033-09-01      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                               | Regal Rexnord Corp                                                              | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   5255000 | PA      | $5276964.69   | 0.38%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407BZK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48772 | PA      | $49750.15     | 0.00%             | 2035-07-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                        | GATX Corp                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5071305.75   | 0.36%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae REMIC Trust 2002-W1                                                  | CUSIP: 31392CMV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    292863 | PA      | $283884.50    | 0.02%             | 2042-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MEY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125677 | PA      | $127397.51    | 0.01%             | 2035-05-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                               | BMW US Capital LLC                                                              | CUSIP: 05565ECP8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   6505000 | PA      | $6532298.69   | 0.46%             | 2026-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 3136A6FE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10579 | PA      | $10589.39     | 0.00%             | 2027-05-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31387Y5U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102694 | PA      | $106394.76    | 0.01%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                          | Fannie Mae Grantor Trust 2002-T1                                                | CUSIP: 31392A7D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    158853 | PA      | $175045.96    | 0.01%             | 2031-11-25      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities         | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31395HHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1041513 | PA      | $955197.10    | 0.07%             | 2044-10-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31416BPE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    597171 | PA      | $615832.71    | 0.04%             | 2037-07-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 3133TTEV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1995 | PA      | $1995.73      | 0.00%             | 2027-04-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31385XLL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105273 | PA      | $106873.39    | 0.01%             | 2033-04-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31416CBK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132435 | PA      | $134890.22    | 0.01%             | 2035-06-01      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797QU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  35000000 | PA      | $34941941.65  | 2.49%             | 2025-09-16      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2025-HB1                                               | CUSIP: 034936AA2<br>LEI: 254900ZFKOWCY24MSQ94 | Long             | ABS-O            | CORP              | US        |   2584688 | PA      | $2608767.68   | 0.19%             | 2055-02-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31401G5Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24219 | PA      | $24346.45     | 0.00%             | 2032-01-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31385WSP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9795 | PA      | $9799.87      | 0.00%             | 2029-08-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae Trust 2004-W1                                                        | CUSIP: 31393U4Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     81573 | PA      | $85286.38     | 0.01%             | 2033-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                           | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   5610000 | PA      | $5677640.27   | 0.40%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    333421 | PA      | $335035.86    | 0.02%             | 2050-02-01      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295LB43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13718 | PA      | $13850.17     | 0.00%             | 2030-02-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36200NYT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93945 | PA      | $93482.88     | 0.01%             | 2034-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                            | American Airlines 2015-1 Class A Pass Through Trust                             | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4995200 | PA      | $4901074.26   | 0.35%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31385HSE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54887 | PA      | $55771.44     | 0.00%             | 2040-12-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JA3J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562840 | PA      | $582665.04    | 0.04%             | 2043-07-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1331 | NC      | $-191940.85   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31385HJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77651 | PA      | $76909.50     | 0.01%             | 2033-03-01      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae REMIC Trust 2003-W9                                                  | CUSIP: 31393B6U4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    612328 | PA      | $586577.32    | 0.04%             | 2033-06-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA 2020-NQM3 Trust                                                             | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665106 | PA      | $629894.62    | 0.04%             | 2065-01-26      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3028735.50   | 0.22%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31391D6C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14857 | PA      | $14894.04     | 0.00%             | 2031-08-01      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31386M2H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66393 | PA      | $66919.96     | 0.00%             | 2030-09-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6195000 | PA      | $6135587.47   | 0.44%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5085664.80   | 0.36%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MNR ABS ISSUER I LLC                             | MNR ABS ISSUER I LLC                                                            | CUSIP: 55317XAA7<br>LEI: 254900P5PAYARXBH9O74 | Long             | ABS-O            | CORP              | US        |   1718135 | PA      | $1750435.50   | 0.12%             | 2038-12-15      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31386M2K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92224 | PA      | $92587.59     | 0.01%             | 2030-09-01      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6255000 | PA      | $6356656.20   | 0.45%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31376XXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2996 | PA      | $2993.59      | 0.00%             | 2026-09-01      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JRCE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140126 | PA      | $141421.62    | 0.01%             | 2033-10-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S5SD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    340323 | PA      | $351456.62    | 0.03%             | 2037-05-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LAR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138424 | PA      | $141523.45    | 0.01%             | 2038-10-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31404FPT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103281 | PA      | $105848.18    | 0.01%             | 2034-06-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust            | MASTR Adjustable Rate Mortgages Trust 2002-3                                    | CUSIP: 576433BM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1273 | PA      | $1289.95      | 0.00%             | 2032-10-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31391XER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245176 | PA      | $249716.34    | 0.02%             | 2040-06-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31387A3P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17976 | PA      | $18090.78     | 0.00%             | 2031-08-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31391XSR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56973 | PA      | $55500.64     | 0.00%             | 2035-01-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407YRJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6237 | PA      | $6363.55      | 0.00%             | 2035-11-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                   | Pagaya AI Debt Trust 2025-4                                                     | CUSIP: 69547DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5585000 | PA      | $5628083.81   | 0.40%             | 2033-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402Q4V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63246 | PA      | $62714.28     | 0.00%             | 2030-09-01      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336CNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50282 | PA      | $51314.35     | 0.00%             | 2035-11-01      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31387XCT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6467 | PA      | $6483.02      | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36208AZP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7423 | PA      | $7430.83      | 0.00%             | 2058-05-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                              | Oportun Issuance Trust 2025-C                                                   | CUSIP: 68378RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4364000 | PA      | $4377724.34   | 0.31%             | 2033-07-08      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6505000 | PA      | $6539607.45   | 0.47%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36208AZR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2301 | PA      | $2334.45      | 0.00%             | 2058-06-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295KQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7269 | PA      | $7300.82      | 0.00%             | 2029-07-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust Series 2025-7MPR                                       | CUSIP: 46594CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2120000 | PA      | $2121136.53   | 0.15%             | 2056-02-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                          | TRTX 2022-FL5 Issuer Ltd                                                        | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12473890 | PA      | $12474096.07  | 0.89%             | 2039-02-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-NQM2                                                                  | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3053241 | PA      | $2740376.52   | 0.20%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                       | 1345T 2025-AOA                                                                  | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3012186.90   | 0.21%             | 2042-06-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31403DTE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120745 | PA      | $124607.23    | 0.01%             | 2034-04-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                      | Legacy Mortgage Asset Trust 2020-RPL1                                           | CUSIP: 52474HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5380005 | PA      | $5167973.02   | 0.37%             | 2059-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                        | Emera Inc                                                                       | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1509417.00   | 0.11%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336SRY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91046 | PA      | $92617.63     | 0.01%             | 2033-06-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA 2020-NQM1 Trust                                                             | CUSIP: 552754AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    546015 | PA      | $528647.07    | 0.04%             | 2065-03-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust              | GS Mortgage-Backed Securities Trust 2024-HE1                                    | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4779012 | PA      | $4794754.23   | 0.34%             | 2054-08-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                | FREED ABS Trust 2022-3FP                                                        | CUSIP: 35634EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1243193 | PA      | $1250687.67   | 0.09%             | 2029-08-20      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   6100000 | PA      | $6160854.58   | 0.44%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2020-3                                               | CUSIP: 33844TAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4690000 | PA      | $4687740.83   | 0.33%             | 2027-12-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31349ST37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32745 | PA      | $33523.20     | 0.00%             | 2034-04-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QPPM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100404 | PA      | $103335.81    | 0.01%             | 2036-10-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae REMIC Trust 2003-W4                                                  | CUSIP: 31393AR33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    283376 | PA      | $280842.25    | 0.02%             | 2042-10-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                 | SpringCastle America Funding LLC                                                | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1258740 | PA      | $1190961.53   | 0.08%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JBE44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1524782 | PA      | $1572086.43   | 0.11%             | 2040-12-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31390RLU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14168 | PA      | $14195.04     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                            | CCG Receivables Trust 2022-1                                                    | CUSIP: 12511JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157915 | PA      | $157812.80    | 0.01%             | 2029-07-16      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402DRC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326521 | PA      | $327831.31    | 0.02%             | 2042-04-01      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2225095.21   | 0.16%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                        | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5030155.15   | 0.36%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7009876.86   | 0.50%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                          | Fannie Mae Grantor Trust 2001-T12                                               | CUSIP: 31392A5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47393 | PA      | $47955.28     | 0.00%             | 2041-08-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31363P4H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1829 | PA      | $1823.50      | 0.00%             | 2029-11-01      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $27046406.25  | 1.92%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  1 | On Loan: No      |
| FHLMC Structured Pass Through Securities         | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 313398VT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    486291 | PA      | $484474.85    | 0.03%             | 2031-09-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                            | SBNA Auto Lease Trust 2025-A                                                    | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1509604.80   | 0.11%             | 2028-04-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31347ALY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315497 | PA      | $326295.42    | 0.02%             | 2038-07-01      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9820000 | PA      | $9851454.64   | 0.70%             | 2026-10-31      | Fixed         | 4.13%                 | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4580000 | PA      | $4644771.41   | 0.33%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                          | Fannie Mae Grantor Trust 2004-T3                                                | CUSIP: 31393YV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    364935 | PA      | $366666.04    | 0.03%             | 2043-08-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae Trust 2006-W1                                                        | CUSIP: 31395B5R0<br>LEI: 5493001NEANKKEPIN618 | Long             | ABS-MBS          | USGSE             | US        |    855418 | PA      | $856338.00    | 0.06%             | 2045-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae REMIC Trust 2002-W4                                                  | CUSIP: 31392DUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    714675 | PA      | $710101.76    | 0.05%             | 2042-05-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407BZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107782 | PA      | $109929.22    | 0.01%             | 2035-07-01      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31403GM33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2110 | PA      | $2117.37      | 0.00%             | 2033-08-01      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                     | HSBC USA Inc                                                                    | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5679423.90   | 0.40%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31406MER3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239001 | PA      | $245070.25    | 0.02%             | 2035-01-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36225C4B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    504830 | PA      | $512436.41    | 0.04%             | 2034-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 31392AJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27622 | PA      | $27936.73     | 0.00%             | 2041-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LTV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66330 | PA      | $68049.17     | 0.00%             | 2036-04-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae REMIC Trust 2003-W11                                                 | CUSIP: 31393C6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7948 | PA      | $8054.82      | 0.00%             | 2033-06-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                          | Fannie Mae Grantor Trust 2002-T18                                               | CUSIP: 31392GFS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1281843 | PA      | $1295206.00   | 0.09%             | 2042-05-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae Trust 2005-W3                                                        | CUSIP: 31394FSD8<br>LEI: 549300RF7M92JUSGM340 | Long             | ABS-MBS          | USGSE             | US        |    330016 | PA      | $325569.81    | 0.02%             | 2045-04-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                           | Molex Electronic Technologies LLC                                               | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5052947.10   | 0.36%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                          | Fannie Mae Grantor Trust 2001-T12                                               | CUSIP: 31392A5N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150092 | PA      | $155444.04    | 0.01%             | 2041-08-25      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQBQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378775 | PA      | $391629.56    | 0.03%             | 2036-08-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402CX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300613 | PA      | $304731.39    | 0.02%             | 2034-03-01      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EGJB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114757 | PA      | $117409.47    | 0.01%             | 2035-07-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FARM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    482679 | PA      | $482710.45    | 0.03%             | 2044-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Student Loan Trust 2017-3                                               | CUSIP: 63940JAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3866457 | PA      | $3889461.29   | 0.28%             | 2066-07-26      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust 2023-CES3                                                   | CUSIP: 749407AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2115538 | PA      | $2151615.93   | 0.15%             | 2043-11-25      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 3136ADBE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1441079 | PA      | $1427894.65   | 0.10%             | 2043-03-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JBFD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439529 | PA      | $454496.40    | 0.03%             | 2037-06-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                               | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4901319.80   | 0.35%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336RZA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57427 | PA      | $58523.29     | 0.00%             | 2032-03-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EGLY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184329 | PA      | $191022.17    | 0.01%             | 2038-05-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2024-8                                                 | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-MBS          | CORP              | US        |    740501 | PA      | $741388.31    | 0.05%             | 2069-05-27      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                          | Fannie Mae Grantor Trust 2001-T10                                               | CUSIP: 3139216C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175412 | PA      | $183848.60    | 0.01%             | 2041-12-25      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407A7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149776 | PA      | $154905.95    | 0.01%             | 2035-07-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities         | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31393RG61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    650012 | PA      | $651194.95    | 0.05%             | 2043-05-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31370Q6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23493 | PA      | $23228.42     | 0.00%             | 2033-03-01      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Equifirst Mortgage Loan Trust                    | EquiFirst Mortgage Loan Trust 2003-2                                            | CUSIP: 29445FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82460 | PA      | $81859.04     | 0.01%             | 2033-09-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31348ULT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7936 | PA      | $7952.97      | 0.00%             | 2032-05-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7000000 | PA      | $7181331.57   | 0.51%             | 2027-12-22      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 31397G2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32245 | PA      | $31927.54     | 0.00%             | 2037-03-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                   | ACM Auto Trust 2025-3                                                           | CUSIP: 00161UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2502610.00   | 0.18%             | 2030-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2020-AFC1 Trust                                                            | CUSIP: 12597MAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1003252 | PA      | $961326.96    | 0.07%             | 2050-02-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                           | CHL Mortgage Pass-Through Trust 2001-HYB1                                       | CUSIP: 12669B2X9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33206 | PA      | $32926.64     | 0.00%             | 2031-06-19      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31389YED9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2205 | PA      | $2204.10      | 0.00%             | 2027-03-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                    | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5029557.45   | 0.36%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EM2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130763 | PA      | $134199.53    | 0.01%             | 2037-09-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128NHBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    295775 | PA      | $307633.27    | 0.02%             | 2038-03-01      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1896000 | PA      | $1867560.00   | 0.13%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUJW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514831 | PA      | $532749.43    | 0.04%             | 2046-03-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31416BPL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123818 | PA      | $126151.24    | 0.01%             | 2036-09-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31388L4W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9961 | PA      | $9964.40      | 0.00%             | 2027-06-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2018-2                                                | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510425 | PA      | $504083.08    | 0.04%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BXP Trust 2017-CQHP                                                             | CUSIP: 12433QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2410377 | PA      | $2320059.40   | 0.17%             | 2034-11-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities         | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31395M2F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    937736 | PA      | $908483.53    | 0.06%             | 2045-02-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                 | Freddie Mac Strips                                                              | CUSIP: 31351DCT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       108 | PA      | $108.30       | 0.00%             | 2029-07-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding               | Gracie Point International Funding 2025-1 LLC                                   | CUSIP: 38411WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7000000.00   | 0.50%             | 2028-08-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                          | TRTX 2025-FL6 Issuer Ltd                                                        | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5100000 | PA      | $5112748.47   | 0.36%             | 2042-09-18      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 31392MW81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18564 | PA      | $18719.78     | 0.00%             | 2032-03-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 31397TCK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146631 | PA      | $149748.38    | 0.01%             | 2036-11-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31387URF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10247 | PA      | $10390.36     | 0.00%             | 2030-12-01      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MBML7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63164 | PA      | $65194.92     | 0.00%             | 2042-09-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                              | NatWest Markets PLC                                                             | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5105583.95   | 0.36%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31391VB85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49423 | PA      | $50545.23     | 0.00%             | 2032-06-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128HDGV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       388 | PA      | $387.26       | 0.00%             | 2027-08-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust            | OneMain Direct Auto Receivables Trust 2021-1                                    | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    736152 | PA      | $733189.12    | 0.05%             | 2028-07-14      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae Trust 2004-W15                                                       | CUSIP: 31394B2D5<br>LEI: 549300KIT83OL5QXFU28 | Long             | ABS-MBS          | USGSE             | US        |   1604732 | PA      | $1606244.03   | 0.11%             | 2044-06-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae Trust 2004-W2                                                        | CUSIP: 31393XGU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18337 | PA      | $19024.12     | 0.00%             | 2044-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM Mortgage Trust                         | SPGN 2022-TFLM Mortgage Trust                                                   | CUSIP: 78473HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20000000 | PA      | $19950164.00  | 1.42%             | 2039-02-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336CM42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44931 | PA      | $46013.30     | 0.00%             | 2035-06-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31371MB89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142298 | PA      | $145666.99    | 0.01%             | 2035-05-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31349UD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23272 | PA      | $23664.70     | 0.00%             | 2034-11-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31406PEL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109241 | PA      | $112344.87    | 0.01%             | 2035-06-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295KY24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17879 | PA      | $17969.10     | 0.00%             | 2029-11-01      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407PX94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235714 | PA      | $240560.56    | 0.02%             | 2035-10-01      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31390RLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15603 | PA      | $15637.58     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                   | EPR Properties                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   3000000 | PA      | $3002681.64   | 0.21%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31391A3Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39847 | PA      | $40314.07     | 0.00%             | 2032-06-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2021-1RMortgage Pass-Through Certificates                                  | CUSIP: 19688BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1677797 | PA      | $1525363.14   | 0.11%             | 2065-05-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Wilshire Funding Corporation                     | Wilshire Funding Corp                                                           | CUSIP: 126342FW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71968 | PA      | $72263.38     | 0.01%             | 2032-08-25      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31401MUR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12080 | PA      | $12145.00     | 0.00%             | 2028-04-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31349G3Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1524 | PA      | $1518.01      | 0.00%             | 2028-05-01      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                               | CUSIP: 36225BYK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124845 | PA      | $131550.76    | 0.01%             | 2033-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128JR2L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6827 | PA      | $6804.89      | 0.00%             | 2031-07-01      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds            | Panama Government International Bonds                                           | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   5000000 | PA      | $4890100.00   | 0.35%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                  | EMD Finance LLC                                                                 | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3180398.93   | 0.23%             | 2028-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                              | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1875000 | PA      | $1458618.56   | 0.10%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                             | Tanger Properties LP                                                            | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |   6975000 | PA      | $6867701.34   | 0.49%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JR5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283163 | PA      | $287930.63    | 0.02%             | 2048-07-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust               | Ellington Financial Mortgage Trust 2020-1                                       | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25686 | PA      | $25545.89     | 0.00%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                          | Fannie Mae Grantor Trust 2003-T2                                                | CUSIP: 31392JAT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    406670 | PA      | $403119.43    | 0.03%             | 2033-03-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                          | Fannie Mae Grantor Trust 2000-T6                                                | CUSIP: 31358SR45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    127902 | PA      | $127942.37    | 0.01%             | 2040-11-25      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797PY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  26500000 | PA      | $26428278.02  | 1.88%             | 2025-09-25      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31295M3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20225 | PA      | $20474.76     | 0.00%             | 2031-09-01      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERA67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16381 | PA      | $16351.02     | 0.00%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-16

**Name of Applicant:** ALLSPRING FUNDS TRUST

**Signature:** Jeremy DePalma

**Name of Signer:** Jeremy DePalma

**Title:** Treasurer